Paolo Vanini
Personal Details
First Name: | Paolo |
Middle Name: | |
Last Name: | Vanini |
Suffix: | |
RePEc Short-ID: | pva551 |
[This author has chosen not to make the email address public] | |
Affiliation
Abteilung Finanzmarkttheorie
Wirtschaftswissenschaftliches Zentrum
Universität Basel
Basel, Switzerlandhttp://www.wwz.unibas.ch/finance/
RePEc:edi:afmbsch (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Vanini, Paolo, 2012. "Fiancial Innovation, Structuring and Risk Transfer," MPRA Paper 42536, University Library of Munich, Germany.
- Miret PADOVANI & Paolo VANINI, 2009. "An Intergenerational Cross-Country Swap," Swiss Finance Institute Research Paper Series 09-17, Swiss Finance Institute.
- Tyran, Jean-Robert & Vanin, Paolo & Strulik, Holger, 2006.
"Staying on the Dole,"
CEPR Discussion Papers
5967, C.E.P.R. Discussion Papers.
- Holger Strulik & Jean-Robert Tyran & Paolo Vanini, 2006. "Staying on the Dole," Discussion Papers 06-18, University of Copenhagen. Department of Economics.
- Strulik, Holger & Tyran, Jean-Robert & Vanini, Paolo, 2007. "Staying on the Dole," Hannover Economic Papers (HEP) dp-377, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Fabio Trojani & Markus Leippold & Paolo Vanini, 2005.
"Learning and Asset Prices under Ambiguous Information,"
University of St. Gallen Department of Economics working paper series 2005
2005-03, Department of Economics, University of St. Gallen.
- Markus Leippold & Fabio Trojani & Paolo Vanini, 2008. "Learning and Asset Prices Under Ambiguous Information," The Review of Financial Studies, Society for Financial Studies, vol. 21(6), pages 2565-2597, November.
- Markus LEIPPOLD & Fabio TROJANI & Paolo VANINI, 2002.
"A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities,"
FAME Research Paper Series
rp48, International Center for Financial Asset Management and Engineering.
- Leippold, Markus & Trojani, Fabio & Vanini, Paolo, 2004. "A geometric approach to multiperiod mean variance optimization of assets and liabilities," Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1079-1113, March.
Articles
- Juerg Syz & Paolo Vanini, 2011. "Arbitrage Free Price Bounds for Property Derivatives," The Journal of Real Estate Finance and Economics, Springer, vol. 43(3), pages 281-298, October.
- Döbeli, Barbara & Vanini, Paolo, 2010. "Stated and revealed investment decisions concerning retail structured products," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1400-1411, June.
- Juerg Syz & Paolo Vanini & Marco Salvi, 2008. "Property Derivatives and Index-Linked Mortgages," The Journal of Real Estate Finance and Economics, Springer, vol. 36(1), pages 23-35, January.
- Markus Leippold & Fabio Trojani & Paolo Vanini, 2008.
"Learning and Asset Prices Under Ambiguous Information,"
The Review of Financial Studies, Society for Financial Studies, vol. 21(6), pages 2565-2597, November.
- Fabio Trojani & Markus Leippold & Paolo Vanini, 2005. "Learning and Asset Prices under Ambiguous Information," University of St. Gallen Department of Economics working paper series 2005 2005-03, Department of Economics, University of St. Gallen.
- Ebnother, Silvan & Vanini, Paolo, 2007. "Credit portfolios: What defines risk horizons and risk measurement?," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3663-3679, December.
- Egloff, Daniel & Leippold, Markus & Vanini, Paolo, 2007. "A simple model of credit contagion," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2475-2492, August.
- Leippold, Markus & Vanini, Paolo & Ebnoether, Silvan, 2006. "Optimal credit limit management under different information regimes," Journal of Banking & Finance, Elsevier, vol. 30(2), pages 463-487, February.
- Leippold, Markus & Trojani, Fabio & Vanini, Paolo, 2006. "Equilibrium impact of value-at-risk regulation," Journal of Economic Dynamics and Control, Elsevier, vol. 30(8), pages 1277-1313, August.
- Fabio Trojani & Paolo Vanini, 2004.
"Robustness and Ambiguity Aversion in General Equilibrium,"
Review of Finance, Springer, vol. 8(2), pages 279-324.
- Fabio Trojani & Paolo Vanini, 2004. "Robustness and Ambiguity Aversion in General Equilibrium," Review of Finance, European Finance Association, vol. 8(2), pages 279-324.
- Dobeli, Barbara & Vanini, Paolo, 2004. "An analysis of IMF-induced moral hazard," Journal of Banking & Finance, Elsevier, vol. 28(12), pages 2933-2956, December.
- Leippold, Markus & Trojani, Fabio & Vanini, Paolo, 2004.
"A geometric approach to multiperiod mean variance optimization of assets and liabilities,"
Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1079-1113, March.
- Markus LEIPPOLD & Fabio TROJANI & Paolo VANINI, 2002. "A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities," FAME Research Paper Series rp48, International Center for Financial Asset Management and Engineering.
- Norman Brown & Paolo Vanini, 2003. "On Habits and Addictions," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 159(4), pages 603-626, December.
- Trojani, Fabio & Vanini, Paolo, 2002. "A note on robustness in Merton's model of intertemporal consumption and portfolio choice," Journal of Economic Dynamics and Control, Elsevier, vol. 26(3), pages 423-435, March.
- Paolo Vanini & Luigi Vignola, 2002. "Optimal Decision-Making with Time Diversification," Review of Finance, European Finance Association, vol. 6(1), pages 1-30.
- Fabio Trojani & Paolo Vanini & Luigi Vignola, 2002. "A Note on the Three–Portfolios Matching Problem," European Financial Management, European Financial Management Association, vol. 8(4), pages 515-527, December.
More information
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-HRM: Human Capital and Human Resource Management (3) 2006-11-12 2006-12-09 2007-11-03
- NEP-IAS: Insurance Economics (3) 2006-11-12 2006-12-09 2007-11-03
- NEP-LAB: Labour Economics (3) 2006-11-12 2006-12-09 2007-11-03
- NEP-DGE: Dynamic General Equilibrium (1) 2006-11-12
- NEP-FIN: Finance (1) 2005-05-29
- NEP-INO: Innovation (1) 2012-12-10
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