Doriana Ruffino : Citation Profile

Federal Reserve Board (Board of Governors of the Federal Reserve System)

5

H index

2

i10 index

204

Citations

RESEARCH PRODUCTION:

6

Articles

15

Papers

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 10
   Journals where Doriana Ruffino has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 3 (1.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pru85
   Updated: 2026-04-04    RAS profile: 2025-04-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

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

Is cited by:

Tallon, Jean-Marc (14)

Berger, Loïc (11)

Bosetti, Valentina (9)

Mukerji, Sujoy (8)

Neuenkirch, Matthias (5)

Bennani, Hamza (5)

Jeleva, Meglena (4)

Koch, Christoffer (4)

Collard, Fabrice (4)

André, Eric (4)

Duca, John (4)

Cites to:

merton, robert (9)

Mukerji, Sujoy (7)

Detemple, Jerome (4)

Marinacci, Massimo (4)

Kort, Peter (4)

Noor, Jawwad (4)

Rogoff, Kenneth (4)

Bodie, Zvi (4)

Campbell, John (3)

Pesendorfer, Wolfgang (3)

Kehoe, Patrick (3)

Main data

Where Doriana Ruffino has published?

Working Papers Series with more than one paper published# docs
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics6
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)3

Recent works citing Doriana Ruffino (2025 and 2024)

YearTitle of citing document
2024$\rho$-arbitrage and $\rho$-consistent pricing for star-shaped risk measures. (2024). Khan, Nazem ; Herdegen, Martin. In: Papers. RePEc:arx:papers:2202.07610.

Full description at Econpapers || Download paper

2025Risk sharing, measuring variability, and distortion riskmetrics. (2023). Wang, Ruodu ; Lin, Liyuan ; Lauzier, Jean-Gabriel. In: Papers. RePEc:arx:papers:2302.04034.

Full description at Econpapers || Download paper

2025Navigating Uncertainty in ESG Investing. (2025). Wirjanto, Tony S ; Porth, Lysa ; Tan, Ken Seng ; Zhang, Jiayue. In: Papers. RePEc:arx:papers:2310.02163.

Full description at Econpapers || Download paper

2025Optimal Consumption--Investment Problems under Time-Varying Incomplete Preferences. (2025). Xia, Weixuan. In: Papers. RePEc:arx:papers:2312.00266.

Full description at Econpapers || Download paper

2025Some models are useful, but for how long?: A decision theoretic approach to choosing when to refit large-scale prediction models. (2025). McCormick, Tyler ; Salerno, Stephen ; Hoffman, Kentaro ; Leek, Jeff. In: Papers. RePEc:arx:papers:2405.13926.

Full description at Econpapers || Download paper

2024Absolute and Relative Ambiguity Attitudes. (2024). Stanca, Lorenzo ; Principi, Giulio ; Fabbri, Francesco. In: Papers. RePEc:arx:papers:2406.01343.

Full description at Econpapers || Download paper

2024Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements. (2024). Ngo, Ngoc Anh ; Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2024/8.

Full description at Econpapers || Download paper

2026How do macroprudential measures affect mortgage lending standards? Evidence from the ECB’s Bank Lending Survey. (2026). Perales, Cristian ; lo Duca, Marco ; Behn, Markus. In: Working Paper Series. RePEc:ecb:ecbwps:20263190.

Full description at Econpapers || Download paper

2025The contagion of uncertainty perceptions in value chains: Firm evidence from China. (2025). Niu, Tong ; Yu, Qiuliang. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325003347.

Full description at Econpapers || Download paper

2025Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns. (2025). Zhao, Xinyi ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002468.

Full description at Econpapers || Download paper

2024US uncertainty shocks on real and financial markets: A multi-country perspective. (2024). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000025.

Full description at Econpapers || Download paper

2025Mutual fund performance and flow-performance relationship under ambiguity. (2025). Il, Hong ; Gu, Ariel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:84:y:2025:i:c:s0927539825000775.

Full description at Econpapers || Download paper

2024Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods. (2024). Bai, YU ; Xu, Xin ; Xie, Qichang ; Jia, Nanfei. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002664.

Full description at Econpapers || Download paper

2024Unraveling ESG Ambiguity, Price Reaction, and Trading Volume. (2024). Jin, Yurong ; Yan, Qianhui. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000023.

Full description at Econpapers || Download paper

2025Regulatory uncertainty and TARP. (2025). Liu, Xin ; Srinivasan, Anand ; Lin, Yupeng. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001529.

Full description at Econpapers || Download paper

2024Ambiguity and informativeness of (non-)trading. (2024). Chu, Yinxiao. In: Games and Economic Behavior. RePEc:eee:gamebe:v:148:y:2024:i:c:p:367-384.

Full description at Econpapers || Download paper

2025Anatomy of a fall: Economic policy uncertainty and foreign income in large European banks. (2025). Gerek, Caner ; Tuncez, Ahmet M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:104:y:2025:i:c:s1042443125000964.

Full description at Econpapers || Download paper

2024A novel integration of the Fama–French and Black–Litterman models to enhance portfolio management. (2024). Lee, Jaewook ; Ko, Hyungjin ; Son, Bumho. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000155.

Full description at Econpapers || Download paper

2025Real effects of lagged guidance from prudential regulators on CECL. (2025). Roychowdhury, Sugata ; Basu, Riddha ; Sinha, Kirti. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:80:y:2025:i:2:s0165410125000448.

Full description at Econpapers || Download paper

2025Measuring regulatory complexity. (2025). Colliard, Jean-Edouard ; Georg, Co-Pierre. In: Journal of Financial Economics. RePEc:eee:jfinec:v:174:y:2025:i:c:s0304405x25001941.

Full description at Econpapers || Download paper

2025Competence and ambiguity aversion of heterogeneous investors. (2025). Lai, Christine W ; Lien, Donald ; Tsai, Shih-Chuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000150.

Full description at Econpapers || Download paper

2024Bank loan approval standards and firms’ accounting conservatism: Evidence from China. (2024). Yu, Zhen ; Luo, Juncheng ; Fan, Jinqi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s027553192300226x.

Full description at Econpapers || Download paper

2025Alternative Prices Under Markowitz’s Portfolio Model for FOREX Transactions. (2025). Bednarz, Krzysztof. In: European Research Studies Journal. RePEc:ers:journl:v:xxviii:y:2025:i:2:p:990-1003.

Full description at Econpapers || Download paper

2026Unraveling Ambiguity Aversion. (2023). Bosetti, Valentina ; Berger, Loïc ; Aydogan, Ilke. In: Post-Print. RePEc:hal:journl:hal-04370668.

Full description at Econpapers || Download paper

2024Dynamics of Bilateral Trade Under Economic Policy Uncertainty. (2024). LE, Thai-Ha ; Nguyen, Canh Phuc. In: Journal of Economic Development. RePEc:ris:jecdev:0094.

Full description at Econpapers || Download paper

2025Convexity under ambiguity. (2025). Dong, Xueqi ; Li, Shuo. In: Economic Theory Bulletin. RePEc:spr:etbull:v:13:y:2025:i:2:d:10.1007_s40505-025-00300-5.

Full description at Econpapers || Download paper

2026Ambiguity-Averse Aggregation under Heterogeneous Beliefs. (2026). , Thomas. In: Economic Theory Bulletin. RePEc:spr:etbull:v:14:y:2026:i:1:d:10.1007_s40505-025-00304-1.

Full description at Econpapers || Download paper

2024Geopolitical risks and their impact on global macro-financial stability: Literature and measurements. (2024). Ngo, Ngoc Anh ; Hodula, Martin ; Malovana, Simona ; Jank, Jan. In: BOFIT Discussion Papers. RePEc:zbw:bofitp:303508.

Full description at Econpapers || Download paper

Works by Doriana Ruffino:

YearTitleTypeCited
2008Contingent Claims Analysis and Life-Cycle Finance In: American Economic Review.
[Full Text][Citation analysis]		article7
2007Financial Frictions and Risky Corporate Debt In: Economic Notes.
[Full Text][Citation analysis]		article0
2006A Note on Financial Frictions and Risky Corporate Debt in Relation to Cooley and Quadrini (2001) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper0
2006Derman and Talebs The Illusions of Dynamic Replication: A Comment In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper2
2006Derman and Talebs The illusions of dynamic replication: a comment.(2006) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2006A Study of Inaction in Investment Games via the Early Exercise Premium Representation In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper1
2006Optimal Age-Based Portfolios with Stochastic Investment Opportunity Sets In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper0
2006Lumps and Clusters in Duopolistic Investment Games: An Early Exercise Premium Approach In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper2
2007Lumps and Clusters in Duopolistic Investment Games: An Early Exercise Premium Approach.(2007) In: 2007 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2007Resuscitating The Businessman Risk: A Rationale For Familiarity-Based Portfolios In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper5
2012Resuscitating Businessman Risk: A Rationale for Familiarity-Based Portfolios.(2012) In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2014Resuscitating Businessman Risk: A Rationale for Familiarity-Based Portfolios.(2014) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2013Alpha as Ambiguity: Robust Mean‐Variance Portfolio Analysis In: Econometrica.
[Full Text][Citation analysis]		article117
2010Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 117		paper
2016Lending on hold: Regulatory uncertainty and bank lending standards In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article57
2014A Robust Capital Asset Pricing Model In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper9
2014Some Implications of Knightian Uncertainty for Finance and Regulation In: FEDS Notes.
[Full Text][Citation analysis]		paper2
2016Bank Complexity: Is Size Everything? In: FEDS Notes.
[Full Text][Citation analysis]		paper1
2025Examining the Relationship Between Loan Pricing and Credit Risk In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2011Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case In: Working Papers.
[Full Text][Citation analysis]		paper1
2011Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case.(2011) In: 2011 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team