| . |
Buraschi, Andrea's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
6,932 |
Total
Citations
105 |
|
|
|
|
|
1.
|
|
|
Buraschi, Andrea
Imperial College Business School Porchia, Paolo
IE Business School Trojani, Fabio
University of Lugano
|
| Posted: |
|
14 Jun 06
|
|
Last Revised:
|
|
16 Feb 09
|
|
1,576
(4,269)
|
30
|
|
| |
|
| |
Dynamic Porfolio Choice, Stochastic Correlation, Intertemporal Hedging
|
|
|
2.
|
|
|
Buraschi, Andrea
Imperial College Business School Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
|
|
1,383
(5,381)
|
7
|
|
| |
|
| |
|
|
|
3.
|
|
|
Buraschi, Andrea
Imperial College Business School Kosowski, Robert
Imperial College Business School Trojani, Fabio
University of Lugano
|
| Posted: |
|
15 Jul 10
|
|
Last Revised:
|
|
01 Apr 13
|
|
1,233
(6,532)
|
8
|
|
| |
|
| |
Stochastic Correlation and Volatility, Hedge Fund Performance, Optimal Portfolio Choice
|
|
|
4.
|
|
|
Buraschi, Andrea
Imperial College Business School Trojani, Fabio
University of Lugano Vedolin, Andrea
London School of Economics and Political Science
|
| Posted: |
|
07 Aug 08
|
|
Last Revised:
|
|
04 Apr 13
|
|
434
(30,699)
|
11
|
|
| |
|
| |
Credit Risk, Credit Spreads, Heterogeneous Beliefs, Uncertainty
|
|
|
5.
|
|
|
Buraschi, Andrea
Imperial College Business School Porchia, Paolo
IE Business School
|
| Posted: |
|
19 Mar 12
|
|
Last Revised:
|
|
23 Dec 12
|
|
331
(42,973)
|
|
|
| |
|
| |
Dynamic Networks, Cross-Section of Expected Returns, Lucas Orchard
|
|
|
6.
|
|
|
Buraschi, Andrea
Imperial College Business School Kosowski, Robert
Imperial College Business School Sritrakul, Worrawat
Imperial College Business School
|
| Posted: |
|
20 Mar 11
|
|
Last Revised:
|
|
24 Mar 12
|
|
270
(54,404)
|
|
|
| |
|
| |
Optimal portfolio choice, Euler equation, hedge fund performance
|
|
|
7.
|
|
Macroeconomic Uncertainty, Difference in Beliefs, and Bond Risk Premia
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Buraschi, Andrea
Imperial College Business School Whelan, Paul
Imperial College Business School
|
|
Posted:
|
|
05 Apr 11
|
|
Last Revised:
|
|
15 Feb 13
|
|
255
(47,851)
|
9
|
|
|
|
|
Buraschi, Andrea
Imperial College Business School Whelan, Paul
Imperial College Business School
|
| Posted: |
|
17 Jul 11
|
|
Last Revised:
|
|
08 Jul 12
|
|
255
|
9
|
|
| |
|
| |
Fixed income, Term Structure, Difference in Beliefs, Heterogeneous Agent Economies
|
|
|
|
|
|
|
Buraschi, Andrea
Imperial College Business School Whelan, Paul
Imperial College Business School
|
|
0
|
|
|
| |
|
| |
Fixed income, difference in beliefs, heterogeneous economies, term structure
|
|
|
|
|
|
8.
|
|
|
Buraschi, Andrea
Imperial College Business School Sener, Emrah
Ozyegin University Meguturk, Murat Cahit
Imperial College London
|
| Posted: |
|
16 Mar 11
|
|
Last Revised:
|
|
11 Jan 13
|
|
245
(60,553)
|
|
|
| |
|
| |
Limits to Arbitrage, Market Anomalies, Liquidity, Financial Constraints
|
|
|
9.
|
|
|
Buraschi, Andrea
Imperial College Business School Porchia, Paolo
IE Business School Trojani, Fabio
University of Lugano
|
| Posted: |
|
22 Mar 10
|
|
Last Revised:
|
|
26 Oct 10
|
|
234
(63,625)
|
3
|
|
| |
|
| |
General Equilibrium, Event Risk, Learning
|
|
|
10.
|
|
|
Beber, Alessandro
Centre for Economic Policy Research (CEPR) Breedon, Francis
University of London, Queen Mary - School of Economics and Finance Buraschi, Andrea
Imperial College Business School
|
| Posted: |
|
27 Feb 07
|
|
Last Revised:
|
|
15 Dec 09
|
|
214
(69,845)
|
10
|
|
| |
|
| |
Option pricing, difference in beliefs, incomplete markets, foreign exchange
|
|
|
11.
|
|
|
Buraschi, Andrea
Imperial College Business School Jiltsov, Alexei
London Business School
|
|
208
(71,913)
|
|
|
| |
|
| |
Term structure, bond prices, habit persistence, time non-separable preferences
|
|
|
12.
|
|
Donations
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Buraschi, Andrea
Imperial College Business School Cornelli, Francesca
London Business School
|
|
Posted:
|
|
17 Sep 02
|
|
Last Revised:
|
|
15 May 13
|
|
198
(75,558)
|
7
|
|
|
|
|
Buraschi, Andrea
Imperial College Business School Cornelli, Francesca
London Business School
|
|
21
|
7
|
|
| |
|
| |
Donations, altruism, charities, economics of arts
|
|
|
|
|
|
|
Buraschi, Andrea
Imperial College Business School Cornelli, Francesca
London Business School
|
| Posted: |
|
17 Sep 02
|
|
Last Revised:
|
|
15 May 13
|
|
177
|
5
|
|
| |
|
| |
Donations, altruism, charities, public good
|
|
|
|
|
|
13.
|
|
|
Buraschi, Andrea
Imperial College Business School Jiltsov, Alexei
London Business School
|
|
190
(78,667)
|
4
|
|
| |
|
| |
Options, Heterogeneity, Beliefs, Trading Volume, Open Interest
|
|
|
14.
|
|
|
Carnelli, Andrea
Imperial College London Buraschi, Andrea
Imperial College Business School
|
| Posted: |
|
18 Mar 12
|
|
Last Revised:
|
|
18 Jul 12
|
|
68
(172,215)
|
|
|
| |
|
| |
equity risk premium, predictability, dividend prices, asset pricing models, term structure
|
|
|
15.
|
|
|
Buraschi, Andrea
Imperial College Business School Meguturk, Murat Cahit
Imperial College London Sener, Emrah
Ozyegin University
|
|
54
(193,735)
|
|
|
| |
|
| |
Limits to Arbitrage, Market Anomalies, Financial Constraints
|
|
|
16.
|
|
|
Buraschi, Andrea
Imperial College Business School Whelan, Paul
Imperial College Business School
|
| Posted: |
|
07 May 12
|
|
Last Revised:
|
|
08 Jul 12
|
|
22
(268,490)
|
1
|
|
| |
|
| |
Fixed income, Term Structure, Difference in Beliefs, Heterogeneous Agent Economies
|
|
|
17.
|
|
|
Buraschi, Andrea
Imperial College Business School Carnelli, Andrea
Imperial College London Whelan, Paul
Imperial College Business School
|
|
17
(286,080)
|
|
|
| |
|
| |
Monetary Policy, Taylor Rules, Uncertainty, Differences in Beliefs
|
|
|
18.
|
|
|
Buraschi, Andrea
Imperial College Business School Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
|
|
|
|
|
| |
|
| |
|
|
