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Paolo Vanini · Study
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Author
Paolo Vanini
16 works
· latest 2013
· 3 institutions
cluster: provisional
ORCID 0000-0003-0391-4847
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Citations
850
Works here
16
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13
Most cited in this library
A geometric approach to multiperiod mean variance optimization of assets and liabilities
2003 · 179 citations
Learning and Asset Prices Under Ambiguous Information
2007 · 128 citations
A simple model of credit contagion
2007 · 109 citations
Robustness and Ambiguity Aversion in General Equilibrium
2004 · 76 citations
A note on robustness in Merton's model of intertemporal consumption and portfolio choice
2002 · 59 citations
Works
16 shown
Banking Transformation
SSRN Electronic Journal
·
2013
·
2 authors
·
preprint
·
Open access
22
citations
Stated and revealed investment decisions concerning retail structured products
Journal of Banking & Finance
·
2009
·
2 authors
38
citations
Learning and Asset Prices Under Ambiguous Information
Review of Financial Studies
·
2007
·
3 authors
128
citations
A simple model of credit contagion
Journal of Banking & Finance
·
2007
·
3 authors
109
citations
Stated and Revealed Investment Decisions Concerning Structured Products
SSRN Electronic Journal
·
2007
·
2 authors
·
preprint
·
Open access
7
citations
The quantification of operational risk
The Journal of Risk
·
2005
·
2 authors
34
citations
Robustness and Ambiguity Aversion in General Equilibrium
European Finance Review
·
2004
·
2 authors
·
Open access
76
citations
A Simple Model of Credit Contagion
SSRN Electronic Journal
·
2004
·
3 authors
·
preprint
·
Open access
37
citations
A geometric approach to multiperiod mean variance optimization of assets and liabilities
Journal of Economic Dynamics and Control
·
2003
·
3 authors
·
Open access
179
citations
Operational risk: a practitioner's view
The Journal of Risk
·
2003
·
4 authors
28
citations
The Quantification of Operational Risk
SSRN Electronic Journal
·
2003
·
2 authors
·
preprint
·
Open access
32
citations
On Habits and Addictions
Journal of Institutional and Theoretical Economics JITE
·
2003
·
2 authors
9
citations
On Habits and Addictions
SSRN Electronic Journal
·
2003
·
2 authors
·
preprint
·
Open access
2
citations
A note on robustness in Merton's model of intertemporal consumption and portfolio choice
Journal of Economic Dynamics and Control
·
2002
·
2 authors
59
citations
A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities
SSRN Electronic Journal
·
2001
·
3 authors
·
preprint
·
Open access
53
citations
Modelling Operational Risk
SSRN Electronic Journal
·
2001
·
4 authors
·
preprint
·
Open access
37
citations