Carolina Fugazza

University of Torino -Department of Economics ESOMAS

Torino

Italy

Center for Research on Pensions and Welfare Policies

Via Real Collegio, 30

Moncalieri, Turin - Piedmont 10124

Italy

  • University of Torino -Department of Economics ESOMAS

  • Center for Research on Pensions and Welfare Policies

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 44,915

SSRN RANKINGS

Top 44,915

in Total Papers Downloads

1,488

SSRN CITATIONS
Rank 24,754

SSRN RANKINGS

Top 24,754

in Total Papers Citations

20

CROSSREF CITATIONS

18

Scholarly Papers (10)

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
University of Torino -Department of Economics ESOMAS, University of Liverpool Management School and University of Turin - Department ESOMAS
Downloads 360 (117,531)
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 327 (130,489)
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
University of Torino -Department of Economics ESOMAS, University of Liverpool Management School and University of Turin - Department ESOMAS
Downloads 228 (186,983)

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
University of Liverpool Management School, University of Torino -Department of Economics ESOMAS and University of Turin - Department ESOMAS
Downloads 95 (378,038)
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
University of Torino -Department of Economics ESOMAS, University of Liverpool Management School and University of Turin - Department ESOMAS
Downloads 4 (888,252)

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
University of Torino -Department of Economics ESOMAS, University of Turin - Department ESOMAS and University of Liverpool Management School
Downloads 316 (135,154)

Abstract:

Loading...

Optimal asset allocation, Real estate, Predictability, Parameter uncertainty

4.

Investing for the Long-Run in European Real Estate

Downloads 213 (199,822)
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
University of Torino -Department of Economics ESOMAS, University of Turin - Department ESOMAS and University of Liverpool Management School
Downloads 213 (199,671)
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
University of Torino -Department of Economics ESOMAS, University of Turin - Department ESOMAS and University of Liverpool Management School

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
University of Torino -Department of Economics ESOMAS, University of Turin - Department of Economics and Statistics and University of Turin - Department ESOMAS
Downloads 133 (296,957)

Abstract:

Loading...

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

6.

Diversifying in Public Real Estate: The Ex-Post Performance

Downloads 120 (320,495)

Diversifying in Public Real Estate: The Ex-Post Performance

Number of pages: 22 Posted: 16 Jan 2008
Carolina Fugazza, Giovanna Nicodano and Massimo Guidolin
University of Torino -Department of Economics ESOMAS, University of Turin - Department ESOMAS and University of Liverpool Management School
Downloads 120 (322,068)

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
University of Torino -Department of Economics ESOMAS, University of Turin - Department ESOMAS and University of Liverpool Management School

Abstract:

Loading...

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

7.

Optimal Life-Cycle Portfolios for Heterogeneous Workers

Downloads 0 (367,707)
Citation 7

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, University of Torino -Department of Economics ESOMAS and University of Turin - Department ESOMAS

Abstract:

Loading...

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

8.

Life-Cycle Risk-Taking with Personal Disaster Risk

ESRB: Working Paper Series 2021/132
Number of pages: 50 Posted: 30 Dec 2021
Fabio C. Bagliano, Carolina Fugazza and Giovanna Nicodano
University of Turin - Department of Economics and Statistics, University of Torino -Department of Economics ESOMAS and University of Turin - Department ESOMAS
Downloads 18 (718,955)

Abstract:

Loading...

beta distribution, disability risk, disaster risk, non-linear income process, portfolio choice, unemployment risk

9.

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, University of Torino -Department of Economics ESOMAS and London Business School
Downloads 1 (892,835)
Citation 9
  • Add to Cart

Abstract:

Loading...

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

10.

Life-Cycle Risk-Taking with Personal Disaster Risk

CEPR Discussion Paper No. DP16234
Number of pages: 51 Posted: 14 Jul 2021
Fabio C. Bagliano, Carolina Fugazza and Giovanna Nicodano
University of Turin - Department of Economics and Statistics, University of Torino -Department of Economics ESOMAS and University of Turin - Department ESOMAS
Downloads 0 (909,419)
  • Add to Cart

Abstract:

Loading...

Other Papers (1)

Total Downloads: 13
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
University of Torino -Department of Economics ESOMAS, University of Turin - Department of Economics and Statistics and University of Turin - Department ESOMAS
Downloads 13

Abstract:

Loading...

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