Mattia Landoni

Southern Methodist University (SMU) - Finance Department

Assistant Professor

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 45,577

SSRN RANKINGS

Top 45,577

in Total Papers Downloads

850

CITATIONS

0

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 214 (136,446)

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 179 (161,038)

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 158 (179,430)

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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: 57 Posted: 04 Jun 2018 Last Revised: 10 Feb 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 88 (278,781)

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, SMU Cox School of Business Research Paper No. 18-21
Number of pages: 44 Posted: 07 Mar 2018 Last Revised: 12 Apr 2018
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 48 (386,312)

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 131 (209,161)

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: 46 Posted: 10 Jan 2019
Mattia Landoni and Winthrop Smith
Southern Methodist University (SMU) - Finance Department and Win Analytics LLC
Downloads 22 (489,875)

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 10 (557,203)

Abstract:

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

Other Papers (3)

Total Downloads: 85    Citations: 0
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 56 (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 22 (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 7

Abstract:

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mutual fund fees, taxes, retirement savings