Lorenzo Prosperi

University of Toulouse 1 - Toulouse School of Economics (TSE)

Place Anatole-France

Toulouse Cedex, F-31042

France

SCHOLARLY PAPERS

3

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Top 46,852

in Total Papers Downloads

903

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

The Equity Risk Premium: Empirical Evidence from Emerging Markets

Number of pages: 43 Posted: 23 Jul 2011 Last Revised: 15 Mar 2015
Michael Donadelli and Lorenzo Prosperi
Leibniz Institute for Financial Research SAFE and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 823 (29,616)
Citation 4

Abstract:

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Stock Market Returns, Equity Premium Puzzle, Equity Risk Premium

2.

Movements and Co-Movements Across European Asset Classes: Portfolio Allocation and Policy Implications

Number of pages: 28 Posted: 18 Jan 2013
Leibniz Institute for Financial Research SAFE, University of Toulouse 1 - Toulouse School of Economics (TSE), Luiss Guido Carli University and Allianz Investment Management Spa
Downloads 76 (323,751)
Citation 1

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time-varying correlation coefficients, mean-variance optimization, sovereign crisis, stressed assets

3.

Risk Weighting, Private Lending and Macroeconomic Dynamics

Deutsche Bundesbank Discussion Paper No. 30/2019
Number of pages: 34 Posted: 11 Nov 2019
Michael Donadelli, Marcus J├╝ppner and Lorenzo Prosperi
Leibniz Institute for Financial Research SAFE, Deutsche Bundesbank and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 4 (640,497)

Abstract:

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sovereign bonds, risk weighting, RBC, lending