Roberto Marfè : Citation Profile


Are you Roberto Marfè?

Université de Lausanne
Swiss Finance Institute

3

H index

1

i10 index

28

Citations

RESEARCH PRODUCTION:

5

Articles

11

Papers

RESEARCH ACTIVITY:

   6 years (2011 - 2017). See details.
   Cites by year: 4
   Journals where Roberto Marfè has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 5 (15.15 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma1377
   Updated: 2020-10-17    RAS profile: 2017-10-09    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Roberto Marfè.

Is cited by:

Boyarchenko, Nina (5)

Chernov, Mikhail (5)

van Binsbergen, Jules (4)

Greenwald, Daniel (2)

Backus, David (2)

Isoré, Marlène (2)

Takamizawa, Hideyuki (1)

Ludvigson, Sydney (1)

koijen, ralph (1)

luciano, elisa (1)

Doh, Taeyoung (1)

Cites to:

Campbell, John (20)

van Binsbergen, Jules (16)

koijen, ralph (10)

Epstein, Larry (10)

Lettau, Martin (10)

Ludvigson, Sydney (8)

Barro, Robert (7)

Wachter, Jessica (6)

Piazzesi, Monika (6)

Zhang, Lu (6)

Farhi, Emmanuel (5)

Main data


Where Roberto Marfè has published?


Journals with more than one article published# docs
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Carlo Alberto Notebooks / Collegio Carlo Alberto10

Recent works citing Roberto Marfè (2020 and 2019)


YearTitle of citing document
2019How the Wealth Was Won: Factor Shares as Market Fundamentals. (2019). Ludvigson, Sydney ; Lettau, Martin ; Greenwald, Daniel L. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14200.

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2019Should investors learn about the timing of equity risk?. (2019). Khapko, Mariana ; Hasler, Michael ; Marfe, Roberto. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:182-204.

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2019The Term Structure of Equity Risk Premia. (2019). Yaron, Amir ; Song, Dongho ; Bansal, Ravi ; Miller, Shane. In: NBER Working Papers. RePEc:nbr:nberwo:25690.

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2019How the Wealth Was Won: Factors Shares as Market Fundamentals. (2019). Ludvigson, Sydney ; Lettau, Martin ; Greenwald, Daniel L. In: NBER Working Papers. RePEc:nbr:nberwo:25769.

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2020Dynamic Equity Slope. (2020). Zucchi, Francesca ; Marfe, Roberto ; Colonello, Stefano ; Breugem, Matthijs. In: Working Papers. RePEc:ven:wpaper:2020:21.

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Works by Roberto Marfè:


YearTitleTypeCited
2015Income Insurance and the Equilibrium Term-Structure of Equity In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper3
2016Income Insurance and the Equilibrium Term-Structure of Equity.(2016) In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2015Survey Expectations and the Equilibrium Risk-Return Trade Off In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper0
2015Corporate Fraction and the Equilibrium Term-Structure of Equity Risk In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper3
2016Corporate Fraction and the Equilibrium Term Structure of Equity Risk.(2016) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2015Disaster Recovery and the Term Structure of Dividend Strips In: Carlo Alberto Notebooks.
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paper16
2016Disaster recovery and the term structure of dividend strips?.(2016) In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2016Disaster recovery and the term structure of dividend strips.(2016) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2015Labor Rigidity and the Dynamics of the Value Premium In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper2
2016Labor Rigidity and the Dynamics of the Value Premium.(2016) In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2017Labor Rigidity and the Dynamics of the Value Premium.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2016Labor Rigidity, Ination Risk and Bond Returns In: Carlo Alberto Notebooks.
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paper0
2016The Time-Varying Risk of Macroeconomic Disasters In: Carlo Alberto Notebooks.
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paper2
2012A generalized variance gamma process for financial applications In: Quantitative Finance.
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article2
2011Multivariate L�vy processes with dependent jump intensity In: Quantitative Finance.
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article0
2012A MULTIVARIATE PURE-JUMP MODEL WITH MULTI-FACTORIAL DEPENDENCE STRUCTURE In: International Journal of Theoretical and Applied Finance (IJTAF).
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article0

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