Citation profile for Matteo Barbagli

Matteo Barbagli : Citation Profile

Université Catholique de Louvain

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   3 years (2021 - 2024). See details.
   Cites by year: 0
   Journals where Matteo Barbagli has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba1841
   Updated: 2026-07-11    RAS profile: 2023-02-24
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Relations with other researchers

Works with:

Vrins, Frédéric (4)

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

Is cited by:

Cites to:

Vrins, Frédéric (9)

Fabozzi, Frank (3)

Ng, Serena (2)

Hansen, Lars (2)

Altman, Edward (2)

Sargent, Thomas (2)

Lassance, Nathan (2)

Shleifer, Andrei (2)

Williams, Noah (1)

Acharya, Viral (1)

Duffie, Darrell (1)

Main data

Where Matteo Barbagli has published?

Working Papers Series with more than one paper published	# docs
LIDAM Discussion Papers LFIN / Universit� catholique de Louvain, Louvain Finance (LFIN)	2

Recent works citing Matteo Barbagli (2025 and 2024)

Year	Title of citing document
2025	Efficient Monte Carlo estimation of credit concentration risk. (2025). Vrins, Frdric ; Barbagli, Matteo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2025003. Full description at Econpapers \|\| Download paper
2026	Credit selection in collateralized loan obligation: Efficient approximation through linearization and clustering. (2026). Vrins, Frdric ; Germain, Arnaud. In: European Journal of Operational Research. RePEc:eee:ejores:v:330:y:2026:i:1:p:326-342. Full description at Econpapers \|\| Download paper

Works by Matteo Barbagli:

Year	Title	Type	Cited
2021	Asymptotic Single Risk Factor Models with Stochastic and Correlated Loss Given Default In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis]	paper	0
2024	The role of CDS spreads in explaining bond recovery rates In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis]	paper	0
2023	Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework In: LIDAM Reprints LFIN. [Citation analysis]	paper	2
2023	Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework.(2023) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	article