Paolo Porchia

IE Business School

Assistant Professor of Finance

Serrano 99

Madrid, 28006

Spain

http://paolo-porchia.profesores.ie.edu/

SCHOLARLY PAPERS

8

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CITATIONS
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58

Scholarly Papers (8)

1.

Correlation Risk and Optimal Portfolio Choice

AFA 2008 New Orleans Meetings Paper
Number of pages: 58 Posted: 14 Jun 2006 Last Revised: 16 Feb 2009
Andrea Buraschi, Paolo Porchia and Fabio Trojani
University of Chicago - Booth School of Business, IE Business School and Swiss Finance Institute
Downloads 1,859 (7,955)
Citation 36

Abstract:

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Dynamic Porfolio Choice, Stochastic Correlation, Intertemporal Hedging

2.

Dynamic Networks and Asset Pricing

AFA 2013 San Diego Meetings Paper
Number of pages: 33 Posted: 19 Mar 2012 Last Revised: 23 Dec 2012
Andrea Buraschi and Paolo Porchia
University of Chicago - Booth School of Business and IE Business School
Downloads 730 (32,938)
Citation 1

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Dynamic Networks, Cross-Section of Expected Returns, Lucas Orchard

Ambiguity Aversion and the Term Structure of Interest Rates

University of St. Gallen, Department of Economics, Discussion Paper No. 2007-29, Swiss Finance Institute Research Paper No. 08-19
Number of pages: 48 Posted: 09 Aug 2007 Last Revised: 05 Aug 2008
Patrick Gagliardini, Paolo Porchia and Fabio Trojani
University of Lugano - Institute of Finance, IE Business School and Swiss Finance Institute
Downloads 363 (78,984)
Citation 12

Abstract:

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General Equilibrium, Term Structure of Interest Rates, Ambiguity Aversion, Expectations Hypothesis, Campbell-Shiller Regression

Ambiguity Aversion and the Term Structure of Interest Rates

The Review of Financial Studies, Vol. 22, Issue 10, pp. 4157-4188, 2009
Posted: 28 Sep 2009
Patrick Gagliardini, Paolo Porchia and Fabio Trojani
University of Lugano - Institute of Finance, IE Business School and Swiss Finance Institute

Abstract:

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C68, G12, G13

4.

The Cross-Section of Expected Stock Returns: Learning about Distress and Predictability in Heterogeneous Orchards

AFA 2011 Denver Meetings Paper
Number of pages: 84 Posted: 22 Mar 2010 Last Revised: 26 Oct 2010
Andrea Buraschi, Paolo Porchia and Fabio Trojani
University of Chicago - Booth School of Business, IE Business School and Swiss Finance Institute
Downloads 313 (94,171)
Citation 3

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General Equilibrium, Event Risk, Learning

5.

Ambiguity Aversion, Bond Pricing and the Non-Robustness of Some Affine Term Structures

EFA 2005 Moscow Meetings Paper
Number of pages: 56 Posted: 01 Mar 2005
Patrick Gagliardini, Paolo Porchia and Fabio Trojani
University of Lugano - Institute of Finance, IE Business School and Swiss Finance Institute
Downloads 218 (136,921)
Citation 5

Abstract:

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General equilibrium, ambiguity, term structure, interest rate derivatives

6.

Multiple Trees Subject to Event Risk

EFA 2009 Bergen Meetings Paper
Number of pages: 59 Posted: 08 Feb 2009 Last Revised: 30 Jun 2009
Paolo Porchia and Fabio Trojani
IE Business School and Swiss Finance Institute
Downloads 116 (233,851)
Citation 1

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general equilibrium, event risk, disaster premia, credit-spread

7.

Fertility and Consumption When Having a Child is a Risky Investment

Number of pages: 27 Posted: 15 Jan 2011 Last Revised: 28 Aug 2014
Pedro Gete and Paolo Porchia
IE Business School and IE Business School
Downloads 52 (373,255)

Abstract:

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8.

A Real Options Analysis of Dual Labor Markets and the Single Labor Contract

Number of pages: 17 Posted: 12 Oct 2011 Last Revised: 12 Jun 2013
Pedro Gete and Paolo Porchia
IE Business School and IE Business School
Downloads 35 (434,952)

Abstract:

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Single Contract, Dual Labor, Real Options