claudio tebaldi

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Sur la base des exigences liées au financement

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Martino GrasselliUniversità di Padova and Devinci Research Center, Paris la DefenseAdresse e-mail validée de math.unipd.it
Fulvio OrtuBocconi UniversityAdresse e-mail validée de unibocconi.it
Jose DA FONSECAAuckland University TechonologyAdresse e-mail validée de aut.ac.nz
Fabio TrojaniProfessor of Finance (University of Geneva), AXA Chair (University of Turin), Senior Chair (SFI)Adresse e-mail validée de alphacruncher.com
Benoit PerronUniversite de MontrealAdresse e-mail validée de umontreal.ca
Peter H GruberUSI LuganoAdresse e-mail validée de usi.ch
FILIPPO IPPOLITOUniversitat Pompeu FabraAdresse e-mail validée de upf.edu
carlo faveroBocconi University and CEPRAdresse e-mail validée de unibocconi.it
Guido CaldarelliISC-CNR, Ca’ Foscari University of VeniceAdresse e-mail validée de unive.it
Eduardo SchwartzRyan Beedie Chair in Finance Simon Fraser UniversityAdresse e-mail validée de sfu.ca
andrea buraschiUniversity of ChicagoAdresse e-mail validée de ChicagoBooth.edu
Giacomo NoceraAudencia Business SchoolAdresse e-mail validée de audencia.com
Simone Cerreia-VioglioBocconi UniversityAdresse e-mail validée de unibocconi.it

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claudio tebaldi

Professor of Quantitative Finance, IGIER Bocconi University

Adresse e-mail validée de unibocconi.it

Quantitative Methods in Economics Finance and Insurance.


Titre Trier par citations Trier par année Trier par titre	Citée par Citée par	Année
Option pricing when correlations are stochastic: an analytical framework J Da Fonseca, M Grasselli, C Tebaldi Review of Derivatives Research 10 (2), 151-180, 2007	238	2007
A multifactor volatility Heston model J Da Fonseca, M Grasselli, C Tebaldi Quantitative Finance 8 (6), 591-604, 2008	229	2008
Multifractal scaling in the Bak-Tang-Wiesenfeld sandpile and edge events C Tebaldi, M De Menech, AL Stella Physical review letters 83 (19), 3952, 1999	219	1999
Rare events and breakdown of simple scaling in the Abelian sandpile model M De Menech, AL Stella, C Tebaldi Physical Review E 58 (3), R2677, 1998	145	1998
Solvable affine term structure models M Grasselli, C Tebaldi Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008	140	2008
Long-run risk and the persistence of consumption shocks F Ortu, A Tamoni, C Tebaldi The Review of Financial Studies 26 (11), 2876-2915, 2013	128	2013
The scale of predictability FM Bandi, B Perron, A Tamoni, C Tebaldi Journal of Econometrics 208 (1), 120-140, 2019	99	2019
The price of the smile and variance risk premia PH Gruber, C Tebaldi, F Trojani Management Science, 67 (7), 4056-4074, 2021	80*	2021
Illiquid assets and optimal portfolio choice ES Schwartz, C Tebaldi National Bureau of Economic Research, 2006	80	2006
Star-shaped risk measures E Castagnoli, G Cattelan, F Maccheroni, C Tebaldi, R Wang Operations Research 70 (5), 2637-2654, 2022	45	2022
A persistence‐based Wold‐type decomposition for stationary time series F Ortu, F Severino, A Tamoni, C Tebaldi Quantitative Economics 11 (1), 203-230, 2020	31	2020
Levered returns and capital structure imbalances F Ippolito, R Steri, C Tebaldi, A Villa Available at SSRN 2903515, 2022	27*	2022
Self-organized critical scaling at surfaces AL Stella, C Tebaldi, G Caldarelli Physical Review E 52 (1), 72, 1995	22	1995
Financial Contagion in Network Economies and Asset Prices A Buraschi, C Tebaldi Management Science, 2023	17*	2023
A multivariate model of strategic asset allocation with longevity risk E Bisetti, CA Favero, G Nocera, C Tebaldi Journal of Financial and Quantitative Analysis 52 (5), 2251-2275, 2017	16	2017
Saving for retirement in Europe: the long-term risk-return tradeoff A Berardi, C Tebaldi Journal of Pension Economics & Finance 23 (2), 272-293, 2024	14*	2024
Hedging using simulation: a least squares approach C Tebaldi Journal of Economic Dynamics and Control 29 (8), 1287-1312, 2005	14	2005
Branching processes and evolution at the ends of a food chain G Caldarelli, C Tebaldi, AL Stella Physical review letters 76 (26), 4983, 1996	13	1996
Self-organized criticality in economic fluctuations: The age of maturity C Tebaldi Frontiers in Physics 8, 616408, 2021	12	2021
Stochastic Jacobian and Riccati ODE in affine term structure models M Grasselli, C Tebaldi Decisions in Economics and Finance 30, 95-108, 2007	6	2007

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