Andrea Tarelli

Catholic University of Milan

Largo Gemelli, 1

Milan, 20123

Italy

http://sites.google.com/view/andreatarelli

SCHOLARLY PAPERS

8

DOWNLOADS

7,434

SSRN CITATIONS

3

CROSSREF CITATIONS

6

Scholarly Papers (8)

1.

Sustainable Investing with ESG Rating Uncertainty

Journal of Financial Economics (JFE), Vol. 145, No. 2, 2022
Number of pages: 65 Posted: 14 Oct 2020 Last Revised: 27 Oct 2022
Doron Avramov, Si Cheng, Abraham Lioui and Andrea Tarelli
Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance, EDHEC Business School and Catholic University of Milan
Downloads 2,850 (6,984)
Citation 3

Abstract:

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ESG, Rating Uncertainty, Portfolio Choice, Capital Asset Pricing Model

2.

Chasing the ESG Factor

Journal of Banking and Finance, Forthcoming
Number of pages: 76 Posted: 08 Jul 2021 Last Revised: 04 Apr 2022
Abraham Lioui and Andrea Tarelli
EDHEC Business School and Catholic University of Milan
Downloads 2,414 (9,008)

Abstract:

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ESG, Factor investing, Cross-sectional asset pricing, Media attention

3.

Dynamic ESG Equilibrium

Number of pages: 56 Posted: 05 Oct 2021 Last Revised: 12 Nov 2022
Doron Avramov, Abraham Lioui, Yang Liu and Andrea Tarelli
Interdisciplinary Center (IDC) Herzliyah, EDHEC Business School, The University of Hong Kong - Faculty of Business and Economics and Catholic University of Milan
Downloads 812 (46,332)

Abstract:

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ESG, Dynamic equilibrium, Asset pricing, Preference shock

4.

Factor Investing for the Long Run

Number of pages: 85 Posted: 05 Mar 2020
Abraham Lioui and Andrea Tarelli
EDHEC Business School and Catholic University of Milan
Downloads 391 (115,512)

Abstract:

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Factor investing, Market anomalies, Dynamic asset allocation, Portfolio choice, Return predictability, Stochastic volatility

5.

Structural Recovery of Face Value at Default

Number of pages: 30 Posted: 14 Dec 2005 Last Revised: 08 Feb 2019
Rajiv Guha, Alessandro Sbuelz and Andrea Tarelli
Alpamayo Capital Management Limited, Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics and Catholic University of Milan
Downloads 269 (172,422)
Citation 4

Abstract:

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Bond risk management, Duration, Structural endogenous default risk, Recovery forms

6.

Bail-In vs Bail-Out: Bank Resolution and Liability Structure

Number of pages: 56 Posted: 17 Feb 2019 Last Revised: 30 Sep 2019
Luca Leanza, Alessandro Sbuelz and Andrea Tarelli
Catholic University of Milan, Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics and Catholic University of Milan
Downloads 248 (186,976)
Citation 3

Abstract:

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Bank Capital Structure, Endogenous Default, Bail-In, Bail-Out

7.

Active Fund Management when ESG Matters: An Equilibrium Perspective

Number of pages: 78 Posted: 10 Aug 2022 Last Revised: 29 Jan 2023
Doron Avramov, Si Cheng and Andrea Tarelli
Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance and Catholic University of Milan
Downloads 238 (194,568)

Abstract:

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ESG, Information acquisition, Mutual funds, Asset pricing

8.

Money Illusion and TIPS Demand

Number of pages: 137 Posted: 07 May 2018 Last Revised: 01 Feb 2022
Abraham Lioui and Andrea Tarelli
EDHEC Business School and Catholic University of Milan
Downloads 212 (217,209)

Abstract:

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Money Illusion, Term Structure of Interest Rates, TIPS, Portfolio Choice