Roberto Marfe : Citation Profile

Università degli Studi di Torino (50% share)
Università degli Studi di Torino (50% share)

4

H index

2

i10 index

69

Citations

RESEARCH PRODUCTION:

8

Articles

18

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 6
   Journals where Roberto Marfe has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 11 (13.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1377
   Updated: 2025-12-20    RAS profile: 2022-01-10    
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Relations with other researchers

Works with:

Zucchi, Francesca (3)

Colonnello, Stefano (2)

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

Is cited by:

Chernov, Mikhail (5)

Colonnello, Stefano (5)

Zucchi, Francesca (5)

van Binsbergen, Jules (5)

Boyarchenko, Nina (5)

Lopez, Pierlauro (3)

Takamizawa, Hideyuki (3)

Lettau, Martin (3)

Li, Kai (2)

Avino, Davide (2)

Gormsen, Niels (2)

Cites to:

Campbell, John (55)

van Binsbergen, Jules (32)

Lettau, Martin (29)

Ludvigson, Sydney (24)

Epstein, Larry (23)

koijen, ralph (23)

Shiller, Robert (20)

Duffie, Darrell (16)

Bansal, Ravi (14)

Weil, Philippe (12)

Zhang, Lu (11)

Main data

Where Roberto Marfe has published?

Journals with more than one article published# docs
Journal of Financial Economics2
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Carlo Alberto Notebooks / Collegio Carlo Alberto15
Working Papers / Department of Economics, University of Venice "Ca' Foscari"2

Recent works citing Roberto Marfe (2025 and 2024)

YearTitle of citing document
2025Dynamic Asset Pricing with {\alpha}-MEU Model. (2025). He, Xuedong ; Fan, Jiacheng ; Wu, Ruocheng. In: Papers. RePEc:arx:papers:2507.04093.

Full description at Econpapers || Download paper

2024The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Svec, Jiri ; Aspris, Angelo ; Flezvias, Ester ; Foley, Sean ; Malloch, Hamish. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972.

Full description at Econpapers || Download paper

2024The sensitivity of risk premiums to the elasticity of intertemporal substitution. (2024). Wu, Zhiting. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:2:p:353-390.

Full description at Econpapers || Download paper

2024Dynamic Equity Slope. (2024). Colonnello, Stefano ; Marfe, Roberto ; Breugem, Matthijs ; Zucchi, Francesca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:713.

Full description at Econpapers || Download paper

2025Housing rare disaster events and asset prices. (2025). Poncet, Patrice ; Chibane, Messaoud. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000653.

Full description at Econpapers || Download paper

2024Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle. (2024). Li, Xiaotong ; Fu, QI ; So, Jacky Yuk-Chow. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001869.

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2024A consumption-based term structure model of bonds and equity. (2024). Suzuki, Masataka. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002424.

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2024Measuring macroeconomic tail risk. (2024). Penasse, Julien ; Marfe, Roberto. In: Journal of Financial Economics. RePEc:eee:jfinec:v:156:y:2024:i:c:s0304405x24000618.

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2024Term structure of equity risk premia in rough terrain: 150 years of the French stock market. (2024). Prat, Georges ; le Bris, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s106297692400084x.

Full description at Econpapers || Download paper

2024Risk-free rate puzzle: An explanation of the heterogeneity of consumer risk attitudes under Chinas income gap. (2024). Yao, Yuan ; Zhao, Yang ; Wang, Mingtao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:940-960.

Full description at Econpapers || Download paper

2025The Information Cliff. (2025). Wang, Chen ; Li, YE. In: SocArXiv. RePEc:osf:socarx:bf8cx_v1.

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2025Equilibrium asset pricing with short rate risk. (2025). Sbuelz, Alessandro. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00442-4.

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2025A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68.

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2025Disaster Risk and Wealth Inequality. (2025). Müller, Gernot ; Mller, Gernot J ; Dietrich, Alexander M ; Weiss, Maximilian. In: VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy. RePEc:zbw:vfsc25:325455.

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Works by Roberto Marfe:

YearTitleTypeCited
2017Income Insurance and the Equilibrium Term Structure of Equity In: Journal of Finance.
[Full Text][Citation analysis]		article12
2015Income Insurance and the Equilibrium Term-Structure of Equity.(2015) In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2016Income Insurance and the Equilibrium Term-Structure of Equity.(2016) In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		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]		paper4
2016Corporate Fraction and the Equilibrium Term Structure of Equity Risk.(2016) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2015Disaster Recovery and the Term Structure of Dividend Strips In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper36
2016Disaster recovery and the term structure of dividend strips?.(2016) In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2016Disaster recovery and the term structure of dividend strips.(2016) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		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 nother 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 nother version. Agregated cites: 2		paper
2016Labor Rigidity, In ation Risk and Bond Returns In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper0
2016The Time-Varying Risk of Macroeconomic Disasters In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper4
2020Measuring Macroeconomic Tail Risk In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper3
2020Rational Learning and the Term Structures of Value and Growth Risk Premia In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper1
2020Pandemic Tail Risk In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper0
2020Dynamic Equity Slope In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper0
2020Dynamic Equity Slope.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020Corporate Policies and the Term Structure of Risk In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper0
2020Long-run versus short-run news and the term structure of equity In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2019Should investors learn about the timing of equity risk? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article4
2012A generalized variance gamma process for financial applications In: Quantitative Finance.
[Full Text][Citation analysis]		article3
2011Multivariate L�vy processes with dependent jump intensity In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2021Housing Yields In: Working Papers.
[Full Text][Citation analysis]		paper0
2012A MULTIVARIATE PURE-JUMP MODEL WITH MULTI-FACTORIAL DEPENDENCE STRUCTURE In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article0

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