8
H index
7
i10 index
299
Citations
paolo vanini : Citation Profile
Universität Basel | RESEARCH PRODUCTION: 16 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2002 - 2012). 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:
| Cites to:
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Main data
Where paolo vanini has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 5 |
| Journal of Economic Dynamics and Control | 3 |
| Review of Finance | 2 |
| The Journal of Real Estate Finance and Economics | 2 |
Recent works citing paolo vanini (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment. (2024). Shen, Yang ; Dominic, Len Patrick. In: Papers. RePEc:arx:papers:2407.02831. Full description at Econpapers || Download paper |
| 2024 | A robust stochastic control problem with applications to monotone mean-variance problems. (2024). Chen, Yuyang ; Hua, Tianjiao ; Luo, Peng. In: Papers. RePEc:arx:papers:2408.08595. Full description at Econpapers || Download paper |
| 2025 | Modeling portfolio loss distribution under infectious defaults and immunization. (2025). Farina, Gianluca ; Torri, Gabriele ; Giacometti, Rosella. In: Papers. RePEc:arx:papers:2503.03306. Full description at Econpapers || Download paper |
| 2025 | All wealth in assets is optimal under interest rate uncertainty. (2025). Riedel, Frank ; Lin, Qian. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:711. Full description at Econpapers || Download paper |
| 2024 | Ambiguity and risk in the oil market. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000075. Full description at Econpapers || Download paper |
| 2024 | Does uncertainty affect the limits of arbitrage? Evidence from the U.S. stock markets. (2024). Chen, Weihua ; Mamon, Rogemar ; Zeng, Pingping ; Xiong, Heng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001463. Full description at Econpapers || Download paper |
| 2025 | Portfolio default losses driven by idiosyncratic risks. (2025). Yang, Yang ; Tong, Zhiwei ; Chen, Shaoying. In: European Journal of Operational Research. RePEc:eee:ejores:v:320:y:2025:i:3:p:765-776. Full description at Econpapers || Download paper |
| 2025 | Contagion network, portfolio credit risk, and financial crisis. (2025). Li, Bingqing ; Fu, Michael C ; Wu, Rongwen. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:3:p:942-957. Full description at Econpapers || Download paper |
| 2025 | Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment. (2025). Shen, Yang ; Dominic, Len Patrick. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:693-712. Full description at Econpapers || Download paper |
| 2025 | Financial ambiguity and the flow of public information. (2025). Ayoub, Mahmoud ; Qadan, Mahmoud. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325008037. Full description at Econpapers || Download paper |
| 2024 | Ambiguity 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 |
| 2024 | Robust asset-liability management games for n players under multivariate stochastic covariance models. (2024). Zhang, Yumo ; Wang, Ning. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:67-98. Full description at Econpapers || Download paper |
| 2024 | Ambiguity and private investors’ behavior after forced fund liquidations. (2024). Meyer, Steffen ; Uhr, Charline. In: Journal of Financial Economics. RePEc:eee:jfinec:v:156:y:2024:i:c:s0304405x24000722. Full description at Econpapers || Download paper |
| 2024 | Optimal investment for asset–liability management with delay and partial information under Ornstein–Uhlenbeck process. (2024). Yang, Wensheng ; Chen, Dengsheng ; Wang, Chengben. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001537. Full description at Econpapers || Download paper |
| 2024 | Beyond the Numbers: Social Factors in Credit Risk. (2024). Nartey, Benjamin Prince ; Mogre, Diana ; Yeboah, Samuel Asuamah. In: MPRA Paper. RePEc:pra:mprapa:122363. Full description at Econpapers || Download paper |
| 2024 | On horizon-consistent mean-variance portfolio allocation. (2024). Severino, Federico ; Rotondi, Francesco ; Ortu, Fulvio ; Cerreia-Vioglio, Simone. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-04798-x. Full description at Econpapers || Download paper |
| 2024 | Non-zero-sum Stochastic Differential Games for Asset-Liability Management with Stochastic Inflation and Stochastic Volatility. (2024). Zhang, Yumo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:1:d:10.1007_s11009-024-10072-3. Full description at Econpapers || Download paper |
| 2025 | On the dynamics of a SIR model for a financial risk contagion. (2025). Aliano, Mauro ; Canan, Lucianna ; Ciano, Tiziana ; Ragni, Stefania ; Ferrara, Massimiliano. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:2:d:10.1007_s11135-024-02009-2. Full description at Econpapers || Download paper |
Works by paolo vanini:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2002 | A Note on the Three–Portfolios Matching Problem In: European Financial Management. [Full Text][Citation analysis] | article | 1 |
| 2009 | An Intergenerational Cross-Country Swap In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Staying on the Dole In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Staying on the Dole.(2007) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2006 | Staying on the Dole.(2006) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2002 | A note on robustness in Mertons model of intertemporal consumption and portfolio choice In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 34 |
| 2004 | A geometric approach to multiperiod mean variance optimization of assets and liabilities In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 55 |
| 2002 | A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities.(2002) In: FAME Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
| 2006 | Equilibrium impact of value-at-risk regulation In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 18 |
| 2004 | An analysis of IMF-induced moral hazard In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
| 2006 | Optimal credit limit management under different information regimes In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
| 2007 | Credit portfolios: What defines risk horizons and risk measurement? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 9 |
| 2007 | A simple model of credit contagion In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 60 |
| 2010 | Stated and revealed investment decisions concerning retail structured products In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 15 |
| 2004 | Robustness and Ambiguity Aversion in General Equilibrium In: Review of Finance. [Full Text][Citation analysis] | article | 33 |
| 2004 | Robustness and Ambiguity Aversion in General Equilibrium.(2004) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
| 2008 | Property Derivatives and Index-Linked Mortgages In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 5 |
| 2011 | Arbitrage Free Price Bounds for Property Derivatives In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 1 |
| 2003 | On Habits and Addictions In: Journal of Institutional and Theoretical Economics (JITE). [Full Text][Citation analysis] | article | 2 |
| 2002 | Optimal Decision-Making with Time Diversification In: Review of Finance. [Full Text][Citation analysis] | article | 1 |
| 2008 | Learning and Asset Prices Under Ambiguous Information In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 57 |
| 2005 | Learning and Asset Prices under Ambiguous Information.(2005) In: University of St. Gallen Department of Economics working paper series 2005. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
| 2012 | Fiancial Innovation, Structuring and Risk Transfer In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team