Gerardo Palazzo

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

2

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75

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14

Scholarly Papers (2)

1.

A Beta Based Framework for (Lower) Bond Risk Premia

Bank of Italy Temi di Discussione (Working Paper) No. 689
Number of pages: 59 Posted: 31 Oct 2008
Stefano Nobili and Gerardo Palazzo
Bank of Italy and Bank of Italy
Downloads 75 (391,622)
Citation 14

Abstract:

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Term structure model, bond risk premium, modern portfolio theory

2.

Explaining and Forecasting Bond Risk Premiums

Financial Analysts Journal, Vol. 66, No. 4, pp. 67-82, 2010
Posted: 11 Aug 2010
Gerardo Palazzo and Stefano Nobili
Bank of Italy and Bank of Italy

Abstract:

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Portfolio Management, Asset Allocation, Portfolio Theory Foundations, Fixed Income, Term Structure Determination and Yield Spreads, Theories of the Term Structure of Interest Rates