8
H index
7
i10 index
284
Citations
paolo vanini : Citation Profile
Universität Basel | RESEARCH PRODUCTION: 16 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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:
|
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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A Framework for Treating Model Uncertainty in the Asset Liability Management Problem. (2023). Papayiannis, Georgios I. In: Papers. RePEc:arx:papers:2310.11987. 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 |
| 2023 | Contagion effects of UK small business failures: A spatial hierarchical autoregressive model for binary data. (2023). Calabrese, Raffaella. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:989-997. Full description at Econpapers || Download paper |
| 2023 | An empirical investigation of multiperiod tail risk forecasting models. (2023). Qi, Shuyuan ; Su, Xiaoman ; Zhang, Ning. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000145. Full description at Econpapers || Download paper |
| 2023 | Internal or external control? How to respond to credit risk contagion in complex enterprises network. (2023). Feng, Hairong ; Chao, Xiangrui ; Qian, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001205. Full description at Econpapers || Download paper |
| 2023 | Robust optimal asset-liability management with mispricing and stochastic factor market dynamics. (2023). Zhang, Yumo ; Wang, Ning. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:251-273. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Regulation and De-Risking: Theoretical and Empirical Insights. (2023). Gregoriou, Andros ; Haar, Lawrence. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:6:p:104-:d:1162304. Full description at Econpapers || Download paper |
| 2023 | Ambiguity aversion: bibliometric analysis and literature review of the last 60 years. (2023). Plessner, Marco ; Meier, Fabian ; Buhren, Christoph. In: Management Review Quarterly. RePEc:spr:manrev:v:73:y:2023:i:2:d:10.1007_s11301-021-00250-9. Full description at Econpapers || Download paper |
| 2023 | Robust Optimal Investment Strategies for Mean-Variance Asset-Liability Management Under 4/2 Stochastic Volatility Models. (2023). Zhang, Yumo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:1:d:10.1007_s11009-023-10007-4. 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 | 31 |
| 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 | 51 |
| 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: 51 | 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 | 56 |
| 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 | 1 |
| 2002 | Optimal Decision-Making with Time Diversification In: Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2008 | Learning and Asset Prices Under Ambiguous Information In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 55 |
| 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: 55 | 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, 3 2024. Contact: CitEc Team