Valerio Volpati

Capital Fund Management

23 rue de l'Université

Paris, 75007

France

  • Capital Fund Management

SCHOLARLY PAPERS

5

DOWNLOADS

1,805

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (5)

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1.

Zooming In on Equity Factor Crowding

Number of pages: 7 Posted: 05 Feb 2020
Valerio Volpati, Michael Benzaquen, Zoltan Eisler, Iacopo Mastromatteo, Bence Toth and Jean-Philippe Bouchaud
Capital Fund Management, Ecole Polytechnique, PalaiseauCapital Fund Management, Imperial College London - Department of Mathematics, Capital Fund Management, Capital Fund Management and Capital Fund Management
Downloads 1,361 (28,513)
Citation 1

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2.

The Interrupted Power Law and the Size of Shadow Banking

Number of pages: 12 Posted: 18 Sep 2013 Last Revised: 17 Apr 2014
Davide Fiaschi, Imre Kondor, Matteo Marsili and Valerio Volpati
University of Pisa - Department of Economics, Parmenides Foundation, Abdus Salam International Centre for Theoretical Physics (ICTP) and Capital Fund Management
Downloads 183 (313,879)
Citation 3

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Shadow Banking, Firm size distribution, Systemic financial stability

3.

Lost in Diversification

Number of pages: 10 Posted: 09 Feb 2019
Marco Bardoscia, Daniele d'Arienzo, Matteo Marsili and Valerio Volpati
Bank of England, Bocconi University - Department of Finance, Abdus Salam International Centre for Theoretical Physics (ICTP) and Capital Fund Management
Downloads 107 (482,264)

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Financial Transformation, Transparency, Information Theory, Diversification, Securitisation, Asset Backed Securities

4.

When Does Inequality Freeze an Economy?

Number of pages: 21 Posted: 23 Apr 2016
João Jerico, Francois Landes, Matteo Marsili, Isaac Perez Castillo and Valerio Volpati
University of São Paulo (USP), Abdus Salam International Centre for Theoretical Physics (ICTP), Abdus Salam International Centre for Theoretical Physics (ICTP), National Autonomous University of Mexico (UNAM) and Capital Fund Management
Downloads 91 (537,806)

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Inequality, Wealth, Liquidity

5.

The Missing Assets and the Size of Shadow Banking: An Update

Number of pages: 3 Posted: 10 Nov 2016
Davide Fiaschi, Imre Kondor, Matteo Marsili and Valerio Volpati
University of Pisa - Department of Economics, Parmenides Foundation, Abdus Salam International Centre for Theoretical Physics (ICTP) and Capital Fund Management
Downloads 63 (661,283)

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Firm Size Distribution, Shadow Banking