Carolina Fugazza

Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)

Piazza dell'Ateneo Nuovo, 1

Milan, 20126

Italy

Center for Research on Pensions and Welfare Policies

Via Real Collegio, 30

Moncalieri, Turin - Piedmont 10124

Italy

  • Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)

  • Center for Research on Pensions and Welfare Policies

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 35,332

SSRN RANKINGS

Top 35,332

in Total Papers Downloads

1,428

SSRN CITATIONS
Rank 24,656

SSRN RANKINGS

Top 24,656

in Total Papers Citations

16

CROSSREF CITATIONS

19

Scholarly Papers (8)

Actions:
Email selected abstracts
1.

1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus

Federal Reserve Bank of St, Louis, Working Paper No. 2010-003A
Number of pages: 47 Posted: 09 Jan 2010 Last Revised: 19 May 2014
Carolina Fugazza, Massimo Guidolin and Giovanna Nicodano
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), Bocconi University - Department of Finance and University of Turin - Department ESOMAS
Downloads 346 (95,878)
Citation 1

Abstract:

Loading...

equally weighted portfolios, long investment horizon, real-time strategic asset allocation, public real estate vehicles, ex post performance, predictability, parameter uncertainty

2.

Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value

Downloads 313 (107,131)
Citation 6

Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value

Federal Reserve Bank of St. Louis Working Paper No. 2009-001A
Number of pages: 35 Posted: 15 Jan 2009
Carolina Fugazza, Massimo Guidolin and Giovanna Nicodano
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), Bocconi University - Department of Finance and University of Turin - Department ESOMAS
Downloads 216 (156,047)

Abstract:

Loading...

real time asset allocation, real estate, ex post performance, predictability, parameter uncertainty

Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value

Manchester Business School Research Paper No. 581
Number of pages: 45 Posted: 01 Dec 2009
Massimo Guidolin, Carolina Fugazza and Giovanna Nicodano
Bocconi University - Department of Finance, Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS) and University of Turin - Department ESOMAS
Downloads 94 (306,303)
Citation 1

Abstract:

Loading...

real time asset allocation, real estate, ex post performance, predictability, parameter uncertainty

Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value

Real Estate Economics, Vol. 37, Issue 3, pp. 341-381, Fall 2009
Number of pages: 41 Posted: 13 Oct 2009
Carolina Fugazza, Massimo Guidolin and Giovanna Nicodano
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), Bocconi University - Department of Finance and University of Turin - Department ESOMAS
Downloads 3 (724,415)
  • Add to Cart

Abstract:

Loading...

3.

Investing for the Long-Run in European Real Estate: Does Predictability Matter?

Number of pages: 43 Posted: 28 Jan 2005
Carolina Fugazza, Giovanna Nicodano and Massimo Guidolin
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Turin - Department ESOMAS and Bocconi University - Department of Finance
Downloads 313 (107,131)
Citation 1

Abstract:

Loading...

Optimal asset allocation, Real estate, Predictability, Parameter uncertainty

4.

Investing for the Long-Run in European Real Estate

Downloads 210 (160,518)
Citation 8

Investing for the Long-Run in European Real Estate

FRB of St. Louis Working Paper No. 2006-028A
Number of pages: 44 Posted: 04 May 2006
Carolina Fugazza, Giovanna Nicodano and Massimo Guidolin
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Turin - Department ESOMAS and Bocconi University - Department of Finance
Downloads 210 (160,220)
Citation 8

Abstract:

Loading...

optimal asset allocation, real estate, predictability, parameter uncertainty

Investing for the Long-Run in European Real Estate

Journal of Real Estate Finance and Economics, Vol. 34, No. 1, 2007
Posted: 18 Aug 2006
Carolina Fugazza, Giovanna Nicodano and Massimo Guidolin
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Turin - Department ESOMAS and Bocconi University - Department of Finance

Abstract:

Loading...

optimal asset allocation, real estate, predictability, parameter uncertainty

5.

Can Pension Funds Hedge Wage Risk?

Rotman International Journal of Pension Management, Vol. 2, No. 1, 2009
Number of pages: 8 Posted: 23 May 2009
Carolina Fugazza, Maela Giofré and Giovanna Nicodano
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Turin - Department of Economics and Statistics and University of Turin - Department ESOMAS
Downloads 128 (244,959)

Abstract:

Loading...

International Diversification, Labour Income, Pension Funds, Portfolio Choice, Rotman

6.

Diversifying in Public Real Estate: The Ex-Post Performance

Downloads 118 (260,361)

Diversifying in Public Real Estate: The Ex-Post Performance

Number of pages: 22 Posted: 16 Jan 2008
Carolina Fugazza, Giovanna Nicodano and Massimo Guidolin
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Turin - Department ESOMAS and Bocconi University - Department of Finance
Downloads 118 (261,492)

Abstract:

Loading...

Optimal asset allocation, Real estate, Parameter uncertainty, Out-of-sample performance

Diversifying in Public Real Estate: The Ex-Post Performance

Journal of Asset Management, Forthcoming
Posted: 16 Jan 2008
Carolina Fugazza, Giovanna Nicodano and Massimo Guidolin
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Turin - Department ESOMAS and Bocconi University - Department of Finance

Abstract:

Loading...

Optimal asset allocation; Real estate; Parameter uncertainty; Out-of-sample performance

7.

Optimal Life-Cycle Portfolios for Heterogeneous Workers

Downloads 0 (312,463)
Citation 4

Optimal Life-Cycle Portfolios for Heterogeneous Workers

Forthcoming, Review of Finance © by Oxford University Press
Posted: 11 Aug 2013 Last Revised: 03 Jul 2017
Fabio C. Bagliano, Carolina Fugazza and Giovanna Nicodano
University of Turin - Department of Economics and Statistics, Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS) and University of Turin - Department ESOMAS

Abstract:

Loading...

Household portfolios include risky bonds, beyond stocks, respond to permanent labour income shocks

8.

Life-Cycle Portfolio Choice with Liquid and Illiquid Assets

CEPR Discussion Paper No. DP10369
Number of pages: 78 Posted: 02 Feb 2015
Claudio Campanale, Carolina Fugazza and Francisco Gomes
Universidad de Alicante - Faculty of Economic and Business Sciences, Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS) and London Business School
Downloads 0 (733,409)
Citation 5
  • Add to Cart

Abstract:

Loading...

cash-in-advance, household portfolio choice, self-insurance, transaction cost

Other Papers (1)

Total Downloads: 11
Actions:
Email selected abstracts
1.

International Diversification and Labor Income Risk

EFA 2008 Athens Meetings Paper
Number of pages: 38 Posted: 06 Mar 2008 Last Revised: 18 Mar 2009
Carolina Fugazza, Maela Giofré and Giovanna Nicodano
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Turin - Department of Economics and Statistics and University of Turin - Department ESOMAS
Downloads 11

Abstract:

Loading...

optimal portfolio choice, labor income risk, industry-specific human capital, occupational pension funds