.
Tebaldi, Claudio's
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total 2,318
Total Citations 33
1.
Da Fonseca, José Auckland University of Technology - Faculty of Business & Law
Grasselli, Martino University of Padua
Tebaldi, Claudio Bocconi University - Department of Finance
1,048(8,627)
8
Wishart processes, Best-of Basket option, Stochastic Correlation, FFT
2.
Ippolito, Filippo Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Steri, Roberto Bocconi University - Department of Finance
Tebaldi, Claudio Bocconi University - Department of Finance
Posted:
16 Feb 11
Last Revised:
28 Sep 12
357(39,205)
1
Leverage, Cross Section of Returns, Target Leverage, Dynamic Capital Structure, Financial Frictions
3.
Gruber, Peter H. University of Lugano - Institute of Finance
Renò, Roberto University of Siena - Department of Economics
Tebaldi, Claudio Bocconi University - Department of Finance
Trojani, Fabio University of Lugano
290(50,171)
2
Option Pricing, Stochastic Volatility, Stochastic Leverage, Short and Long Run Volatility Risk, Matrix Affine Jump Diffusions
4.
Tamoni, Andrea London School of Economics & Political Science (LSE)
Ortu, Fulvio Bocconi University - Department of Finance
Tebaldi, Claudio Bocconi University - Department of Finance
Posted:
22 Nov 10
Last Revised:
20 Nov 12
137(106,032)
2
Long-run risk, Persistence heterogeneity, Temporal aggregation, Consumption predictability
5.
Bandi, Federico M. University of Chicago - Booth School of Business
Perron, Benoit University of Montreal - Department of Economics
Tamoni, Andrea London School of Economics & Political Science (LSE)
Tebaldi, Claudio Bocconi University - Department of Finance
Posted:
05 Dec 12
Last Revised:
15 Dec 12
129(111,440)
1
Predictability, Multiresolution, Permanent-transitory decomposition, Risk-return trade-off, long run
6.
Gruber, Peter H. University of Lugano - Institute of Finance
Tebaldi, Claudio Bocconi University - Department of Finance
Trojani, Fabio University of Lugano
114(123,034)
Option Pricing, Stochastic Volatility, Short and Long Term Volatility Risk, Stochastic Leverage, Wishart Diffusion
7.
Ortu, Fulvio Bocconi University - Department of Finance
Tamoni, Andrea London School of Economics & Political Science (LSE)
Tebaldi, Claudio Bocconi University - Department of Finance
Posted:
18 Mar 10
Last Revised:
23 Nov 10
93(142,182)
Persistence heterogeneity, Temporal aggregation, Permanent-transitory decomposition, Term-structure of risks, Long-run risks
8.
Tebaldi, Claudio Bocconi University - Department of Finance
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
89(146,404)
7
9.
Tamoni, Andrea London School of Economics & Political Science (LSE)
Tebaldi, Claudio Bocconi University - Department of Finance
Ortu, Fulvio Bocconi University - Department of Finance
32(238,293)
1
Persistence heterogeneity, Temporal aggregation, Permanent-transitory decomposition
10.
Grasselli, Martino University of Padua
Tebaldi, Claudio Bocconi University - Department of Finance
22(268,606)
1
11.
Grasselli, Martino University of Padua
Tebaldi, Claudio Bocconi University - Department of Finance
7(320,004)
10
12.
Tebaldi, Claudio Bocconi University - Department of Finance
Perissinotto , Ludovico University of Verona, Department of Economics and Veneto Banca Holding
Posted:
25 Apr 10
Last Revised:
03 May 10
Coherent states, affine jump diffusion, Lie groups, Lie algebras
.
Tebaldi, Claudio's
Other Papers
Note: the statistics on these "Other Papers" are not used
in determining an Author's rank.
Aggregate Statistics
Total 7
Total Citations 7
1.
Tebaldi, Claudio Bocconi University - Department of Finance
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
7
7
Dynamic portfolio choice
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