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Paolo Vanini

SSRN Author Rank: 473 by Downloads and 4,512 by Citations

 

University of Basel


 Petersplatz 1
 Basel, CH-4003
 Switzerland
 email address

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. Paolo Vanini's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
31,257
Total
Citations
116
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Modelling Operational Risk | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Risk, Vol. 5, No. 3, pp. 1-16, 2003
Number of Pages in PDF File: 23
Ebnöther, Silvan
Zurich Cantonal Bank
Vanini, Paolo
University of Basel
McNeil, Alexander
ETH Zürich - Department of Mathematics
Antolinez-Fehr, Pierre
Zurich Cantonal Bank
Posted:
11 Dec 01
Last Revised:
06 Jan 10
4,948
(937)
3

2.   Incl. Electronic Paper
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
University of Basel
Posted:
30 Dec 03
Last Revised:
01 Jun 08
3,645
(1,704)
10

3.   Incl. Electronic Paper
Vanini, Paolo
University of Basel
Ebnöther, Silvan
Zurich Cantonal Bank
Antolinez-Fehr, Pierre
Zurich Cantonal Bank
McNeil, Alexander
ETH Zürich - Department of Mathematics
Posted:
18 Nov 02
Last Revised:
15 Feb 11
2,202
(4,137)
2

4.  
A Simple Model of Credit Contagion | Show Abstract | Download This Paper | Open PDF in Browser |
EFA 2004 Maastricht Meetings
Number of Pages in PDF File: 55
Leippold, Markus
University of Zurich - Department of Banking and Finance
Egloff, Daniel
QuantAlea GmbH
Vanini, Paolo
University of Basel
Posted:
05 Jan 04
Last Revised:
18 Dec 08
1,944
(4,894)
15

5.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
University of Basel
Trojani, Fabio
University of Geneva
Posted:
08 Nov 01
1,803
(5,506)
13

6.  
Vanini, Paolo
University of Basel
Leippold, Markus
University of Zurich - Department of Banking and Finance
Doebeli, Barbara
Swiss National Bank, International Monetary Relations
Posted:
20 Jul 03
1,570
(7,131)
2

7.  
Equilibrium Impact of Value-at-Risk Regulation | Show Abstract | Download This Paper | Open PDF in Browser |
EFA 2002 Berlin Meetings Discussion Paper
Number of Pages in PDF File: 64
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
University of Basel
Trojani, Fabio
University of Geneva
Posted:
14 Nov 02
1,012
(14,602)
17

8.  
Doebeli, Barbara
Swiss National Bank, International Monetary Relations
Vanini, Paolo
University of Basel
Posted:
11 Jun 07
Last Revised:
05 Jan 10
735
(23,639)
3

9.   Incl. Electronic Paper
Vanini, Paolo
University of Basel
Leippold, Markus
University of Zurich - Department of Banking and Finance
Trojani, Fabio
University of Geneva
Posted:
23 Sep 04
Last Revised:
29 Jul 10
735
(24,155)
18

10.  
Vanini, Paolo
University of Basel
Padovani, Miret
Vienna University of Economics and Business
Posted:
28 Mar 10
Last Revised:
21 Dec 13
689
(25,118)
 

11.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
University of Basel
Ebnöther, Silvan
Zurich Cantonal Bank
Posted:
12 Oct 03
660
(26,826)
1

12.   Incl. Electronic Paper
Vanini, Paolo
University of Basel
Syz, Juerg M.
Diener Syz Real Estate
Salvi, Marco
Cantonal Bank of Zurich
Posted:
06 Sep 06
Last Revised:
20 Apr 10
632
(29,826)
 

13.  
Credit Migration Risk Modelling | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Credit Risk
Number of Pages in PDF File: 32
Andersson, Andreas
Zurich Cantonal Bank
Vanini, Paolo
University of Basel
Posted:
29 Sep 08
Last Revised:
05 Jan 10
627
(27,768)
2

14.  
Vanini, Paolo
University of Basel
Broumandi, Shadie
Masaryk University
Posted:
21 Feb 13
Last Revised:
29 Mar 15
626
(26,561)
 

15.  
An Analysis of Imf-Induced Moral Hazard | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Vol. 28, No. 12, 2004
Number of Pages in PDF File: 33
Doebeli, Barbara
Swiss National Bank, International Monetary Relations
Vanini, Paolo
University of Basel
Posted:
01 Apr 02
Last Revised:
09 Apr 14
558
(35,041)
 

16.  
Vanini, Paolo
University of Basel
Trojani, Fabio
University of Geneva
Posted:
26 May 02
555
(35,300)
4

17.  
Domenig, Thomas
Zurcher Kantonalbank
Vanini, Paolo
University of Basel
Posted:
03 Apr 10
Last Revised:
21 Dec 13
513
(37,074)
 

18.   Incl. Electronic Paper
Vanini, Paolo
University of Basel
Vignola, Luigi
Deutsche Bank, Zurich Branch
Posted:
18 Jan 02
Last Revised:
08 Sep 06
505
(40,157)
 

19.  
Efficient Portfolios with Endogenous Liabilities | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Banking Institute Working Paper No. WP L3
Number of Pages in PDF File: 26
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
University of Basel
Trojani, Fabio
University of Geneva
Posted:
23 Apr 03
500
(38,707)
1

20.  
Vanini, Paolo
University of Basel
Trojani, Fabio
University of Geneva
Vignola, Luigi
Deutsche Bank, Zurich Branch
Posted:
02 Apr 01
494
(40,658)
 

21.  
Vanini, Paolo
University of Basel
Trojani, Fabio
University of Geneva
Posted:
06 Dec 01
483
(41,966)
1

22.  
Akguen, Aydin
Zürcher Kantonalbank (ZKB)
Vanini, Paolo
University of Basel
Posted:
07 Mar 07
Last Revised:
22 Apr 09
475
(42,306)
 

23.  
Vanini, Paolo
University of Basel
Posted:
04 Jun 10
405
(51,049)
 

24.  
Trojani, Fabio
University of Geneva
Vanini, Paolo
University of Basel
Posted:
05 Apr 04
404
(51,341)
13

25.  
Vanini, Paolo
University of Basel
Farinelli, Simone
Core Dynamics GmbH
Posted:
17 May 06
379
(56,190)
 

26.  
Vanini, Paolo
University of Basel
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
02 Jun 03
376
(55,478)
4

27.  
Credit Portfolios: What Defines Risk Horizons and Risk Measurement?* | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Forthcoming
Number of Pages in PDF File: 19
Ebnöther, Silvan
Zurich Cantonal Bank
Vanini, Paolo
University of Basel
Posted:
02 Nov 05
Last Revised:
05 Jan 10
369
(57,764)
2

28.  
Kruchen, Stefan
Zurich Cantonal Bank
Vanini, Paolo
University of Basel
Posted:
29 Jul 08
346
(61,395)
 

29.   Incl. Electronic Paper
Syz, Juerg M.
Diener Syz Real Estate
Vanini, Paolo
University of Basel
Posted:
29 Dec 08
Last Revised:
27 Jul 11
289
(77,951)
1

30.  
On Habits and Addictions | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Institutional and Theoretical Economics, Vol. 159, p. 135, December 2003
Number of Pages in PDF File: 38
Vanini, Paolo
University of Basel
Braun, Norman
University Munich - Department of Sociology (deceased)
Posted:
29 Jan 03
Last Revised:
06 Jan 10
205
(108,844)
1

31.  
Taxation Based on Social Norms: An Axiomatic Approach | Show Abstract | Download This Paper | Open PDF in Browser |
U of Southern Switzerland Working Paper No. 2002
Number of Pages in PDF File: 11
Vanini, Paolo
University of Basel
Hungerbühler, Norbert
ETH Zurich - Department of Mathematics
Posted:
15 Oct 02
187
(119,080)
 

32.  
Farinelli, Simone
Core Dynamics GmbH
Vanini, Paolo
University of Basel
Posted:
13 May 08
175
(129,086)
 

33.  
Brumen, Gorazd
University of Zurich - Swiss Banking Institute (ISB)
Vanini, Paolo
University of Basel
Posted:
25 Mar 08
Last Revised:
15 May 08
155
(136,159)
2

34.  
Maringer, Dietmar
University of Basel
Pohl, Walter
University of Zurich
Vanini, Paolo
University of Basel
Posted:
20 Jun 15
Last Revised:
18 Jul 16
139
(116,880)
 

35.  
An Intergenerational Cross-Country Swap | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 09-17
Number of Pages in PDF File: 35
Padovani, Miret
Vienna University of Economics and Business
Vanini, Paolo
University of Basel
Posted:
22 Apr 09
Last Revised:
16 Apr 10
122
(167,922)
 

36.   Incl. Electronic Paper
Vanini, Paolo
University of Basel
Strulik, Holger
University of Goettingen (Gottingen) - School of Law, Economics, Social Sciences
Tyran, Jean-Robert
University of Vienna
Posted:
21 Nov 06
Last Revised:
18 Jan 08
92
(212,639)
 

37.  
Dalbert, Curdin
Zurcher Kantonalbank - Corporate Risk Control
Vanini, Paolo
University of Basel
Posted:
21 Apr 09
Last Revised:
15 Feb 11
89
(205,411)
1

38.  
Büchler, Matthias
Zurcher Kantonalbank
Vanini, Paolo
University of Basel
Posted:
28 Jul 13
Last Revised:
04 Nov 14
55
(258,486)
 

39.  
A Note on the Three-Portfolios Matching Problem | Show Abstract | Add to Cart |
European Financial Management, Vol. 8, pp. 515-527, 2002
Number of Pages in PDF File: 13
Trojani, Fabio
University of Geneva
Vanini, Paolo
University of Basel
Vignola, Luigi
Deutsche Bank, Zurich Branch
Posted:
13 Feb 03
21
(397,467)
 

40.  
Old-Age Provision: Past, Present, Future | Show Abstract | Download This Paper | Open PDF in Browser |
European Actuarial Journal, Forthcoming, Swiss Finance Institute Research Paper No. 16-55
Number of Pages in PDF File: 22
Albrecher, Hansjoerg
University of Lausanne
Embrechts, Paul
Swiss Federal Institute of Technology Zurich
Filipović, Damir
Ecole Polytechnique Fédérale de Lausanne
Harrison, Glenn W.
Georgia State University - J. Mack Robinson College of Business
Koch-Medina, Pablo
University of Zurich - Department of Banking and Finance
Loisel, Stéphane
University of Lyon 1 - Institute of Finance and Insurance Science (ISFA)
Vanini, Paolo
University of Basel
Wagner, Joël
University of Lausanne - Department of Actuarial Science (HEC Lausanne)
Posted:
17 Sep 16
Last Revised:
20 Sep 16
0
(402,329)
 

41.  
A Note on Robustness in Merton's Model of Intertemporal Consumption and Portfolio Choice | Show Abstract |
Journal of Economic Dynamics and Control, Vol. 26, No. 3, pp 423-435, March 2002
Vanini, Paolo
University of Basel
Trojani, Fabio
University of Geneva
Posted:
12 May 03
 

42.  
Vanini, Paolo
University of Basel
Posted:
02 Jan 16
766
 


Records 1 - 42 of 42 matches
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