Feedback to SSRN

 
  • Selected
  • Entire List

Claudio Tebaldi

SSRN Author Rank: 8,763 by Downloads and 11,976 by Citations

 

Bocconi University, IGIER and CAREFIN


 Via Roentgen 1
 Milan, 20136
 Italy
 email address


  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Claudio Tebaldi's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,842
Total
Citations
33
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Da Fonseca, José
Auckland University of Technology - Faculty of Business & Law
Grasselli, Martino
University of Padova - Department of Mathematics
Tebaldi, Claudio
Bocconi University, IGIER and CAREFIN
Posted:
24 Apr 07
1,168
(10,904)
8

2.  
The Relative Leverage Premium | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2012 Chicago Meetings Paper
Number of Pages in PDF File: 72
Ippolito, Filippo
Barcelona Graduate School of Economics
Steri, Roberto
Bocconi University - Department of Finance
Tebaldi, Claudio
Bocconi University, IGIER and CAREFIN
Posted:
16 Feb 11
Last Revised:
28 Sep 12
550
(35,510)
1

3.  
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, IGIER and CAREFIN
Posted:
05 Dec 12
Last Revised:
29 Feb 16
359
(43,190)
 

4.  
Gruber, Peter H.
University of Lugano - Institute of Finance
Renò, Roberto
University of Verona - Department of Economics
Tebaldi, Claudio
Bocconi University, IGIER and CAREFIN
Trojani, Fabio
University of Geneva
Posted:
18 Mar 11
348
(58,217)
3

5.  
Ortu, Fulvio
Bocconi University - Department of Finance
Tamoni, Andrea
London School of Economics & Political Science (LSE)
Tebaldi, Claudio
Bocconi University, IGIER and CAREFIN
Posted:
22 Nov 10
Last Revised:
01 Jun 13
243
(86,805)
1

6.  
Gruber, Peter H.
University of Lugano - Institute of Finance
Tebaldi, Claudio
Bocconi University, IGIER and CAREFIN
Trojani, Fabio
University of Geneva
Posted:
30 Mar 11
207
(100,579)
 

7.   Incl. Electronic Paper
Bisetti, Emilio
Carnegie Mellon University - David A. Tepper School of Business
Nocera, Giacomo
Audencia Nantes School of Management
Favero, Carlo A.
Bocconi University - Department of Finance
Tebaldi, Claudio
Bocconi University, IGIER and CAREFIN
Posted:
24 May 14
Last Revised:
30 Jul 15
196
(115,056)
 

8.  
Illiquid Assets and Optimal Portfolio Choice | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w12633
Number of Pages in PDF File: 66
Tebaldi, Claudio
Bocconi University, IGIER and CAREFIN
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
20 Nov 06
123
(171,293)
7

9.  
Ortu, Fulvio
Bocconi University - Department of Finance
Tamoni, Andrea
London School of Economics & Political Science (LSE)
Tebaldi, Claudio
Bocconi University, IGIER and CAREFIN
Posted:
18 Mar 10
Last Revised:
23 Nov 10
104
(189,826)
 

10.  
Ortu, Fulvio
Bocconi University - Department of Finance
Severino, Federico
Bocconi University
Tamoni, Andrea
London School of Economics & Political Science (LSE)
Tebaldi, Claudio
Bocconi University, IGIER and CAREFIN
Posted:
15 Dec 11
Last Revised:
13 Aug 15
93
(165,149)
 

11.  
Bond Price and Impulse Response Function for the Balduzzi, Das, Foresi and Sundaram (1996) Model | Show Abstract | Add to Cart |
Economic Notes, Vol. 33, No. 3, pp. 359-374, November 2004
Number of Pages in PDF File: 16
Grasselli, Martino
University of Padova - Department of Mathematics
Tebaldi, Claudio
Bocconi University, IGIER and CAREFIN
Posted:
14 Apr 05
22
(388,649)
1

12.  
Solvable Affine Term Structure Models | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 18, Issue 1, pp. 135-153, January 2008
Number of Pages in PDF File: 19
Grasselli, Martino
University of Padova - Department of Mathematics
Tebaldi, Claudio
Bocconi University, IGIER and CAREFIN
Posted:
19 Dec 07
7
(462,147)
11

13.  
The Price of the Smile and Variance Risk Premia | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 15-36
Number of Pages in PDF File: 70
Gruber, Peter H.
University of Lugano - Institute of Finance
Tebaldi, Claudio
Bocconi University, IGIER and CAREFIN
Trojani, Fabio
University of Geneva
Posted:
18 Sep 15
Last Revised:
25 Sep 15
6
(150,342)
 

14.  
A 'Coherent State Transform' Approach to Derivative Pricing | Show Abstract |
International Journal of Theoretical and Applied Finance
Tebaldi, Claudio
Bocconi University, IGIER and CAREFIN
Perissinotto, Ludovico
University of Verona, Department of Economics and Veneto Banca Holding
Posted:
25 Apr 10
Last Revised:
03 May 10
 


Records 1 - 14 of 14 matches
[ 1 ]
. Claudio Tebaldi's Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
10
Total
Citations
7
Authors Date Downloads
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts     Legend
1.  
Tebaldi, Claudio
Bocconi University, IGIER and CAREFIN
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
04 Mar 05
0
7


Records 1 - 1 of 1 matches
[ 1 ]

© 2016 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollobot1 in 0.407 seconds