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Ruffino, Doriana's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,525 |
Total
Citations
17 |
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1.
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Contingent Claims Analysis and Life Cycle Finance
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Bodie, Zvi
Boston University - Department of Finance & Economics Treussard, Jonathan
Ziff Brothers Investments - Risk Management Ruffino, Doriana
University of Minnesota
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Posted:
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27 Dec 07
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Last Revised:
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27 Mar 12
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928
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4
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Bodie, Zvi
Boston University - Department of Finance & Economics Treussard, Jonathan
Ziff Brothers Investments - Risk Management Ruffino, Doriana
University of Minnesota
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21 Jan 08
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Last Revised:
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27 Mar 12
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319
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4
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Contingent claims, job-switching, life-cycle, Arrow-Debreu securities
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Bodie, Zvi
Boston University - Department of Finance & Economics Ruffino, Doriana
University of Minnesota Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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27 Dec 07
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Last Revised:
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16 Nov 08
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609
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4
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contingent claims analysis, life-cycle finance, retirement saving plans
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2.
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Ruffino, Doriana
University of Minnesota Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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633
(18,477)
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3
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Black-Scholes Formula, Option Pricing, Dynamic Replication
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3.
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Maccheroni, Fabio
Bocconi University - Department of Decision Sciences Marinacci, Massimo
University of Turin - Department of Statistics and Applied Mathematics Ruffino, Doriana
University of Minnesota
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265
(55,451)
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5
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Smooth preferences, Ambiguity aversion, Risk aversion, Mean-variance portfolio choices, Alpha
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4.
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Ruffino, Doriana
University of Minnesota Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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189
(78,925)
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Life-Cycle Investing, Welfare Analysis, First-Best Portfolios, Age-Based Investment Rules, Numerical Optimization
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5.
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Ruffino, Doriana
University of Minnesota Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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139
(104,445)
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1
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Real Options Games, Strategic Investment, Lumpy Investment, Investment Clusters, Duopolistic Competition, American Options, Early Exercise Premium Representation
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6.
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Financial Frictions and Risky Corporate Debt
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Show Abstracts |
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Versions (2)
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hide multiple versions |
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Ruffino, Doriana
University of Minnesota Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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Posted:
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21 Mar 06
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Last Revised:
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12 Jun 07
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132
(109,131)
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Ruffino, Doriana
University of Minnesota Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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12
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Ruffino, Doriana
University of Minnesota Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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120
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Corporate Debt, Merton Model, No-Arbitrage Pricing
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7.
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Ruffino, Doriana
University of Minnesota
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14 Sep 07
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Last Revised:
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26 Mar 13
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109
(127,025)
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2
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Life-cycle Modeling, Industry-specifiĀ
c Risk, Job-switching Options, Portfolio Choice, Familiarity-based Investments, Businessman Risk
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8.
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Ruffino, Doriana
University of Minnesota Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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81
(154,947)
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1
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Real Options Games, Strategic Investment, Inaction Equilibria, American Options, Early Exercise Premium Representation
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9.
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Maccheroni, Fabio
Bocconi University - Department of Decision Sciences Marinacci, Massimo
University of Turin - Department of Statistics and Applied Mathematics Ruffino, Doriana
University of Minnesota
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10 Mar 11
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Last Revised:
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28 Jun 11
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49
(202,005)
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1
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Small risk, Small uncertainty, Orders of risk aversion, Orders of model uncertainty aversion, Smooth preferences
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