paolo vanini : Citation Profile


Are you paolo vanini?

Universität Basel

7

H index

7

i10 index

247

Citations

RESEARCH PRODUCTION:

16

Articles

7

Papers

RESEARCH ACTIVITY:

   10 years (2002 - 2012). See details.
   Cites by year: 24
   Journals where paolo vanini has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 5 (1.98 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva551
   Updated: 2021-10-16    RAS profile: 2020-11-08    
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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 paolo vanini.

Is cited by:

Trojani, Fabio (8)

Boyarchenko, Nina (8)

Tallon, Jean-Marc (7)

Jeleva, Meglena (6)

Parolya, Nestor (6)

Basso, Antonella (5)

Faria, Gonçalo (5)

Correia-da-Silva, Joao (5)

Guidolin, Massimo (5)

Schneider, Martin (5)

Gagliardini, Patrick (4)

Cites to:

Trojani, Fabio (6)

Vanini, Paolo (6)

Vanini, Paolo (6)

merton, robert (5)

Chang, Roberto (4)

Quigley, John (3)

Shin, Hyun Song (3)

Campbell, John (3)

Weibull, Jörgen (2)

Acerbi, Carlo (2)

Goetzmann, William (2)

Main data


Where paolo vanini has published?


Journals with more than one article published# docs
Journal of Banking & Finance5
Journal of Economic Dynamics and Control3
Review of Finance2
The Journal of Real Estate Finance and Economics2

Recent works citing paolo vanini (2021 and 2020)


YearTitle of citing document
2020A 30-Year Perspective on Property Derivatives: What Can Be Done to Tame Property Price Risk?. (2020). Shiller, Robert J ; Fabozzi, Frank J ; Tunaru, Radu S. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:34:y:2020:i:4:p:121-45.

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2020Continuous time mean-variance-utility portfolio problem and its equilibrium strategy. (2020). Zhu, Song-Ping ; He, Xin-Jiang ; Yang, Ben-Zhang. In: Papers. RePEc:arx:papers:2005.06782.

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2020Mean-variance-utility portfolio selection with time and state dependent risk aversion. (2020). He, Xin-Jiang ; Yang, Ben-Zhang ; Zhu, Song-Ping. In: Papers. RePEc:arx:papers:2007.06510.

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2020Dynamically consistent alpha‐maxmin expected utility. (2020). Riedel, Frank ; Lin, Qian ; Beissner, Patrick. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:1073-1102.

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2021Risk misperceptions of structured financial products with worst-of payout characteristics revisited. (2021). Hanaki, Nobuyuki. In: ISER Discussion Paper. RePEc:dpr:wpaper:1143.

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2021Exchange-traded certificates, education and the disposition effect. (2021). Silva, Paulo ; Mendes, Victor ; da Silva, Paulo Pereira. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303853.

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2020On booms that never bust: Ambiguity in experimental asset markets with bubbles. (2020). Kujal, Praveen ; Corgnet, Brice ; Hernan-Gonzalez, Roberto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301514.

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2020Ambiguity aversion for risk choice. (2020). Niu, Yingjie ; Wang, Yuli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301509.

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2021Should regulators always be transparent? a bank run experiment. (2021). Kaplan, Todd R ; Fonseca, Miguel A ; Choo, Lawrence ; Chakravarty, Surajeet. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001173.

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2020Discount or premium? Pricing of structured products: An analysis of Chinese market. (2020). Liu, Jia ; Jin, Chenglu ; Zhou, Hanxian ; Chen, Rongda. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s105752192030137x.

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2021Ambiguity attitudes and the leverage cycle. (2021). Patella, Valeria ; Faia, Ester ; Bassanin, Marzio. In: Journal of International Economics. RePEc:eee:inecon:v:129:y:2021:i:c:s0022199621000131.

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2020Time-consistent mean–variance asset-liability management in a regime-switching jump-diffusion market. (2020). Wiwatanapataphee, Benchawan ; Wu, Yonghong ; Yang, YU. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:4:d:10.1007_s11408-020-00360-6.

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2021Testing stock market contagion properties between large and small stock markets. (2021). Su, Ender. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:1:d:10.1007_s11156-020-00942-5.

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2020Insurer Optimal Asset Allocation in a Small and Closed Economy: The Case of Iran’s Social Security Organization. (2020). Esfandi, Elaheh ; Farhang-Moghaddam, Babak ; Moshrefi, Rassam ; Mousavi, Mirhossein. In: Journal of Money and Economy. RePEc:mbr:jmonec:v:15:y:2020:i:4:p:445-461.

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2021Optimal consumption and portfolio choice with ambiguous interest rates and volatility. (2021). Riedel, Frank ; Lin, Qian. In: Economic Theory. RePEc:spr:joecth:v:71:y:2021:i:3:d:10.1007_s00199-020-01306-9.

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2020Provisions for bank deposit withdrawals and portfolio selection. (2020). Perera, Ryle S. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:01:n:s2424786319500373.

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2020Who are the Bitcoin investors? Evidence from indirect cryptocurrency investments. (2020). Hackethal, Andreas ; Hanspal, Tobin ; Lammer, Dominique Marcel. In: SAFE Working Paper Series. RePEc:zbw:safewp:277.

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Works by paolo vanini:


YearTitleTypeCited
2002A Note on the Three–Portfolios Matching Problem In: European Financial Management.
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article1
2009An Intergenerational Cross-Country Swap In: Swiss Finance Institute Research Paper Series.
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paper0
2006Staying on the Dole In: CEPR Discussion Papers.
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paper0
2007Staying on the Dole.(2007) In: Hannover Economic Papers (HEP).
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This paper has another version. Agregated cites: 0
paper
2006Staying on the Dole.(2006) In: Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2002A note on robustness in Mertons model of intertemporal consumption and portfolio choice In: Journal of Economic Dynamics and Control.
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article27
2004A geometric approach to multiperiod mean variance optimization of assets and liabilities In: Journal of Economic Dynamics and Control.
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article41
2002A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities.(2002) In: FAME Research Paper Series.
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This paper has another version. Agregated cites: 41
paper
2006Equilibrium impact of value-at-risk regulation In: Journal of Economic Dynamics and Control.
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article18
2004An analysis of IMF-induced moral hazard In: Journal of Banking & Finance.
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article4
2006Optimal credit limit management under different information regimes In: Journal of Banking & Finance.
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article0
2007Credit portfolios: What defines risk horizons and risk measurement? In: Journal of Banking & Finance.
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article7
2007A simple model of credit contagion In: Journal of Banking & Finance.
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article54
2010Stated and revealed investment decisions concerning retail structured products In: Journal of Banking & Finance.
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article12
2004Robustness and Ambiguity Aversion in General Equilibrium In: Review of Finance.
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article28
2004Robustness and Ambiguity Aversion in General Equilibrium.(2004) In: Review of Finance.
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This paper has another version. Agregated cites: 28
article
2008Property Derivatives and Index-Linked Mortgages In: The Journal of Real Estate Finance and Economics.
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article3
2011Arbitrage Free Price Bounds for Property Derivatives In: The Journal of Real Estate Finance and Economics.
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article1
2003On Habits and Addictions In: Journal of Institutional and Theoretical Economics (JITE).
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article1
2002Optimal Decision-Making with Time Diversification In: Review of Finance.
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article0
2008Learning and Asset Prices Under Ambiguous Information In: Review of Financial Studies.
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article50
2005Learning and Asset Prices under Ambiguous Information.(2005) In: University of St. Gallen Department of Economics working paper series 2005.
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This paper has another version. Agregated cites: 50
paper
2012Fiancial Innovation, Structuring and Risk Transfer In: MPRA Paper.
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paper0

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