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Vanini, Paolo


 SSRN Author Rank: 385 by Downloads
 Head Structured Products and Cross Assets
 

Zurich Cantonal Bank


 Josefstrasse 222
 CH-8005 Zurich
 Switzerland
 email address
 

University of Basel


 Petersplatz 1
 Basel, CH-4003
 Switzerland
 email address

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. Vanini, Paolo's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
28,417
Total
Citations
122
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 |
Journal of Risk, Vol. 5, No. 3, pp. 1-16, 2003
Working Paper Series
Ebnöther, Silvan
Zurich Cantonal Bank
Vanini, Paolo
Zurich Cantonal Bank
McNeil, Alexander
Swiss Federal Institute of Technology Zurich - Department of Mathematics
Antolinez-Fehr, Pierre
Zurich Cantonal Bank
Posted:
11 Dec 01
Last Revised:
06 Jan 10
4,790
(764)
3

2.   Incl. Electronic Paper
Vanini, Paolo
Zurich Cantonal Bank
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
30 Dec 03
Last Revised:
01 Jun 08
3,440
(1,343)
10

3.   Incl. Electronic Paper
Vanini, Paolo
Zurich Cantonal Bank
Ebnöther, Silvan
Zurich Cantonal Bank
Antolinez-Fehr, Pierre
Zurich Cantonal Bank
McNeil, Alexander
Swiss Federal Institute of Technology Zurich - Department of Mathematics
Posted:
18 Nov 02
Last Revised:
15 Feb 11
2,102
(3,243)
2

4.  
A Simple Model of Credit Contagion | Show Abstract | Download |
EFA 2004 Maastricht Meetings
Working Paper Series
Leippold, Markus
University of Zurich - Department of Banking and Finance
Egloff, Daniel
QuantAlea GmbH
Vanini, Paolo
Zurich Cantonal Bank
Posted:
05 Jan 04
Last Revised:
18 Dec 08
1,906
(3,836)
14

5.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
08 Nov 01
1,747
(4,483)
13

6.  
Vanini, Paolo
Zurich Cantonal Bank
Leippold, Markus
University of Zurich - Department of Banking and Finance
Doebeli, Barbara
Swiss National Bank, International Monetary Relations
Posted:
20 Jul 03
1,530
(5,672)
2

7.  
Equilibrium Impact of Value-at-Risk Regulation | Show Abstract | Download |
EFA 2002 Berlin Meetings Discussion Paper
Working Paper Series
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
14 Nov 02
992
(11,528)
16

8.  
Stated and Revealed Investment Decisions Concerning Structured Products | Show Abstract | Download |
Journal of Banking and Finance, Forthcoming
Working Paper Series
Doebeli, Barbara
Swiss National Bank, International Monetary Relations
Vanini, Paolo
Zurich Cantonal Bank
Posted:
11 Jun 07
Last Revised:
05 Jan 10
719
(18,667)
4

9.   Incl. Electronic Paper
Leippold, Markus
University of Zurich - Department of Banking and Finance
Trojani, Fabio
University of Lugano
Vanini, Paolo
Zurich Cantonal Bank
Posted:
23 Sep 04
Last Revised:
29 Jul 10
699
(19,473)
21

10.  
Vanini, Paolo
Zurich Cantonal Bank
Padovani, Miret
Vienna University of Economics and Business Administration
Posted:
28 Mar 10
Last Revised:
21 Dec 13
674
(20,535)
 

11.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
Zurich Cantonal Bank
Ebnöther, Silvan
Zurich Cantonal Bank
Posted:
12 Oct 03
632
(22,409)
1

12.   Incl. Electronic Paper
Syz, Juerg M.
Diener Syz Real Estate
Vanini, Paolo
Zurich Cantonal Bank
Salvi, Marco
Cantonal Bank of Zurich
Posted:
06 Sep 06
Last Revised:
20 Apr 10
626
(22,715)
1

13.  
Credit Migration Risk Modelling | Show Abstract | Download |
Journal of Credit Risk
Working Paper Series
Andersson, Andreas
Zurich Cantonal Bank
Vanini, Paolo
Zurich Cantonal Bank
Posted:
29 Sep 08
Last Revised:
05 Jan 10
608
(23,663)
2

14.  
An Analysis of Imf-Induced Moral Hazard | Show Abstract | Download |
Journal of Banking and Finance, Vol. 28, No. 12, 2004
Working Paper Series
Doebeli, Barbara
Swiss National Bank, International Monetary Relations
Vanini, Paolo
Zurich Cantonal Bank
Posted:
01 Apr 02
Last Revised:
09 Apr 14
556
(26,772)
 

15.  
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
26 May 02
545
(27,565)
4

16.   Incl. Electronic Paper
Vanini, Paolo
Zurich Cantonal Bank
Vignola, Luigi
Deutsche Bank, Zurich Branch
Posted:
18 Jan 02
Last Revised:
08 Sep 06
494
(31,368)
 

17.  
A Note on the Three-Portfolio Matching Problem | Show Abstract | Download |
EFMA 2001 Lugano Meetings
Working Paper Series
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Vignola, Luigi
Deutsche Bank, Zurich Branch
Posted:
02 Apr 01
492
(31,536)
 

18.  
Domenig, Thomas
Zurcher Kantonalbank
Vanini, Paolo
Zurich Cantonal Bank
Posted:
03 Apr 10
Last Revised:
21 Dec 13
483
(32,327)
 

19.  
Efficient Portfolios with Endogenous Liabilities | Show Abstract | Download |
Swiss Banking Institute Working Paper No. WP L3
Working Paper Series
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
23 Apr 03
482
(32,405)
1

20.  
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
06 Dec 01
478
(32,779)
1

21.  
Akguen, Aydin
Zürcher Kantonalbank (ZKB)
Vanini, Paolo
Zurich Cantonal Bank
Posted:
07 Mar 07
Last Revised:
22 Apr 09
463
(34,146)
 

22.  
Trojani, Fabio
University of Lugano
Vanini, Paolo
Zurich Cantonal Bank
Posted:
05 Apr 04
397
(41,371)
14

23.  
Vanini, Paolo
Zurich Cantonal Bank
Posted:
04 Jun 10
392
(42,023)
 

24.  
Vanini, Paolo
Zurich Cantonal Bank
Farinelli, Simone
Centralschweizerische Kraftwerke AG
Posted:
17 May 06
375
(44,335)
 

25.  
Credit Portfolios: What Defines Risk Horizons and Risk Measurement?* | Show Abstract | Download |
Journal of Banking and Finance, Forthcoming
Working Paper Series
Ebnöther, Silvan
Zurich Cantonal Bank
Vanini, Paolo
Zurich Cantonal Bank
Posted:
02 Nov 05
Last Revised:
05 Jan 10
368
(45,377)
2

26.  
Vanini, Paolo
Zurich Cantonal Bank
Broumandi, Shadie
Masaryk University
Posted:
21 Feb 13
Last Revised:
01 Oct 14
365
(46,112)
 

27.  
Vanini, Paolo
Zurich Cantonal Bank
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
02 Jun 03
356
(47,167)
4

28.  
Kruchen, Stefan
Zurich Cantonal Bank
Vanini, Paolo
Zurich Cantonal Bank
Posted:
29 Jul 08
341
(49,728)
 

29.   Incl. Electronic Paper
Syz, Juerg M.
Diener Syz Real Estate
Vanini, Paolo
Zurich Cantonal Bank
Posted:
29 Dec 08
Last Revised:
27 Jul 11
270
(65,164)
2

30.  
On Habits and Addictions | Show Abstract | Download |
Journal of Institutional and Theoretical Economics, Vol. 159, p. 135, December 2003
Working Paper Series
Vanini, Paolo
Zurich Cantonal Bank
Braun, Norman
University Munich - Department of Sociology (deceased)
Posted:
29 Jan 03
Last Revised:
06 Jan 10
200
(89,138)
1

31.  
Taxation Based on Social Norms: An Axiomatic Approach | Show Abstract | Download |
U of Southern Switzerland Working Paper No. 2002
Working Paper Series
Vanini, Paolo
Zurich Cantonal Bank
Hungerbühler, Norbert
ETH Zurich - Department of Mathematics
Posted:
15 Oct 02
185
(96,056)
 

32.  
Farinelli, Simone
Centralschweizerische Kraftwerke AG
Vanini, Paolo
Zurich Cantonal Bank
Posted:
13 May 08
168
(104,997)
 

33.  
Brumen, Gorazd
University of Zurich - Swiss Banking Institute (ISB)
Vanini, Paolo
Zurich Cantonal Bank
Posted:
25 Mar 08
Last Revised:
15 May 08
143
(121,036)
2

34.  
An Intergenerational Cross-Country Swap | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 09-17
Working Paper Series
Padovani, Miret
Vienna University of Economics and Business Administration
Vanini, Paolo
Zurich Cantonal Bank
Posted:
22 Apr 09
Last Revised:
16 Apr 10
120
(139,468)
1

35.   Incl. Electronic Paper
Vanini, Paolo
Zurich Cantonal Bank
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
88
(173,498)
 

36.  
Dalbert, Curdin
Zurcher Kantonalbank - Corporate Risk Control
Vanini, Paolo
Zurich Cantonal Bank
Posted:
21 Apr 09
Last Revised:
15 Feb 11
87
(174,741)
1

37.  
Vanini, Paolo
Zurich Cantonal Bank
Hauksson, Hoskuldur Ari
RWE Trading UK Ltd
Posted:
21 Jul 13
42
(253,402)
 

38.  
Büchler, Matthias
Zurcher Kantonalbank
Vanini, Paolo
Zurich Cantonal Bank
Posted:
28 Jul 13
Last Revised:
31 Aug 14
41
(255,687)
 

39.  
A Note on the Three-Portfolios Matching Problem | Show Abstract | Download |
European Financial Management, Vol. 8, pp. 515-527, 2002
Accepted Paper Series
Trojani, Fabio
University of Lugano
Vanini, Paolo
Zurich Cantonal Bank
Vignola, Luigi
Deutsche Bank, Zurich Branch
Posted:
13 Feb 03
21
(318,905)
 

40.  
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
Accepted Paper Series
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
12 May 03
 


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