Mattia Landoni

Southern Methodist University (SMU) - Finance Department

Assistant Professor

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 43,321

SSRN RANKINGS

Top 43,321

in Total Papers Downloads

958

CITATIONS

5

Scholarly Papers (7)

1.

Quantifying Tail Risk with Low-Frequency Data

Columbia Business School Research Paper No. 13-35
Number of pages: 31 Posted: 16 May 2013 Last Revised: 30 Jul 2015
Mattia Landoni and Ravi Sastry
Southern Methodist University (SMU) - Finance Department and University of Melbourne - Department of Finance
Downloads 220 (137,943)

Abstract:

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hedge funds, maximum drawdown, tail risk, worst-case loss

2.

Loan Terms and Collateral: Evidence from the Bilateral Repo Market

Number of pages: 48 Posted: 28 Nov 2015 Last Revised: 30 Sep 2017
Jun Kyung Auh and Mattia Landoni
Georgetown University - Department of Finance and Southern Methodist University (SMU) - Finance Department
Downloads 192 (156,780)
Citation 1

Abstract:

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Secured lending, Collateral, Margin, Interest rate, Repo

3.

Tax Distortions and Bond Issue Pricing

Number of pages: 33 Posted: 22 Feb 2016 Last Revised: 14 Mar 2018
Mattia Landoni
Southern Methodist University (SMU) - Finance Department
Downloads 172 (173,028)
Citation 1

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municipal, bonds, tax-exempt, tax distortions, tax arbitrage, coupon, issue price

Tricks of the Trade? Pre-Issuance Price Maneuvers by Underwriter-Dealers

Georgetown McDonough School of Business Research Paper No. 3190476, SMU Cox School of Business Research Paper No. 18-25
Number of pages: 68 Posted: 04 Jun 2018 Last Revised: 11 Jul 2019
Jun Kyung Auh, You Suk Kim and Mattia Landoni
Georgetown University - Department of Finance, Board of Governors of the Federal Reserve System and Southern Methodist University (SMU) - Finance Department
Downloads 102 (261,787)

Abstract:

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Bond underwriting, Dealer market, Corporate bonds, Price support

Tricks of the Trade? Pre-Issuance Price Maneuvers by Underwriter-Dealers

Georgetown McDonough School of Business Research Paper No. 3132177, Finance Down Under 2019 Building on the Best from the Cellars of Finance, SMU Cox School of Business Research Paper No. 18-21
Number of pages: 68 Posted: 07 Mar 2018 Last Revised: 11 Jul 2019
Jun Kyung Auh, You Suk Kim and Mattia Landoni
Georgetown University - Department of Finance, Board of Governors of the Federal Reserve System and Southern Methodist University (SMU) - Finance Department
Downloads 61 (356,750)
Citation 1

Abstract:

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Bond Underwriting, Dealer Market, Corporate Bonds, Price Support

5.

Should the Government Be Paying Investment Fees on $3 Trillion of Tax-Deferred Retirement Assets?

Number of pages: 56 Posted: 02 Oct 2017 Last Revised: 10 Feb 2019
Mattia Landoni and Stephen P. Zeldes
Southern Methodist University (SMU) - Finance Department and Columbia Business School - Finance and Economics
Downloads 151 (193,336)
Citation 1

Abstract:

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Mutual Fund Fees, Taxes, Retirement Savings

6.

Linking Policy to Outcomes: A Simple Framework for Debt Maturity Management

Number of pages: 44 Posted: 10 Jan 2019 Last Revised: 11 Jul 2019
Mattia Landoni, Winthrop Smith and Christopher Cameron
Southern Methodist University (SMU) - Finance Department, Win Analytics LLC and U.S. Department of the Treasury
Downloads 49 (393,066)

Abstract:

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debt management, debt maturity, refinancing risk, quantitative easing

7.

Does Fixed Point Iteration Converge to the Correct Asset Price in Dynamic Models with Taxes?

Number of pages: 19 Posted: 27 Nov 2017 Last Revised: 06 Apr 2018
Mattia Landoni and Diego Vega San Martin
Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 11 (572,707)

Abstract:

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asset pricing, taxes, fixed point, contraction mapping, iteration

Other Papers (3)

Total Downloads: 94
1.

Capital Gains Taxes and Trading Incentives

Columbia Business School Research Paper No. 13-6
Number of pages: 64 Posted: 09 Feb 2013 Last Revised: 07 Dec 2016
Mattia Landoni
Southern Methodist University (SMU) - Finance Department
Downloads 61 (273,339)

Abstract:

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Capital gains, taxes, lock-in, insurance, municipal, bonds

2.

Internet Appendix to 'Tax Distortions and Bond Issue Pricing'

SMU Cox School of Business Research Paper No. 18-7
Number of pages: 18 Posted: 28 Nov 2017
Mattia Landoni
Southern Methodist University (SMU) - Finance Department
Downloads 24 (515,735)

Abstract:

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Municipal, Bonds, Security design, Tax arbitrage, Coupon rate, Issue price

3.

Internet Appendix to 'Should the Government Be Paying Investment Fees on $3 Trillion of Tax-Deferred Retirement Assets?'

Number of pages: 34 Posted: 14 Mar 2018 Last Revised: 21 Mar 2018
Mattia Landoni and Stephen P. Zeldes
Southern Methodist University (SMU) - Finance Department and Columbia Business School - Finance and Economics
Downloads 9

Abstract:

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mutual fund fees, taxes, retirement savings