Daniele d'Arienzo

Bocconi University - Department of Finance

Via Roentgen 1

Milano, MI 20136

Italy

SCHOLARLY PAPERS

2

DOWNLOADS

1,009

TOTAL CITATIONS

6

Scholarly Papers (2)

1.

Maturity Increasing Overreaction and Bond Market Puzzles

Number of pages: 93 Posted: 07 Dec 2020
Daniele d'Arienzo
Bocconi University - Department of Finance
Downloads 898 (54,624)
Citation 6

Abstract:

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Affine Term-Structure Models, Diagnostic Expectations, Excess volatility, Overreaction

2.

Lost in Diversification

Number of pages: 10 Posted: 09 Feb 2019
Bank of England, Bocconi University - Department of Finance, Abdus Salam International Centre for Theoretical Physics (ICTP) and Capital Fund Management
Downloads 111 (501,080)

Abstract:

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