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Andrea Buraschi

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This is information that was supplied by Andrea Buraschi in registering through RePEc. If you are Andrea Buraschi , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Andrea
Middle Name:
Last Name: Buraschi
Suffix:

RePEc Short-ID: pbu99

Email:
Homepage: http://www3.imperial.ac.uk/people/a.buraschi
Postal Address:
Phone:

Affiliation

Business School
Imperial College
Location: London, United Kingdom
Homepage: http://www.imperial.ac.uk/business-school
Email:
Phone: +44 (0)20 7594 9137
Fax: +44 (0)20 7823 7685
Postal: South Kensington campus, London SW7 2AZ
Handle: RePEc:edi:sbimpuk (more details at EDIRC)

Works

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Working papers

  1. Buraschi, Andrea & Cornelli, Francesca, 2002. "Donations," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3488, C.E.P.R. Discussion Papers.

Articles

  1. Andrea Buraschi & Fabio Trojani & Andrea Vedolin, 2014. "When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia," Journal of Finance, American Finance Association, American Finance Association, vol. 69(1), pages 101-137, 02.
  2. Buraschi Andrea & Carnelli Andrea, 2013. "The economic value of predictability in portfolio management," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, Società editrice il Mulino, issue 1, pages 11-25, January.
  3. Beber, Alessandro & Breedon, Francis & Buraschi, Andrea, 2010. "Differences in beliefs and currency risk premiums," Journal of Financial Economics, Elsevier, Elsevier, vol. 98(3), pages 415-438, December.
  4. Andrea Buraschi & Paolo Porchia & Fabio Trojani, 2010. "Correlation Risk and Optimal Portfolio Choice," Journal of Finance, American Finance Association, American Finance Association, vol. 65(1), pages 393-420, 02.
  5. Andrea Buraschi & Alexei Jiltsov, 2007. "Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates," Journal of Finance, American Finance Association, American Finance Association, vol. 62(6), pages 3009-3063, December.
  6. Andrea Buraschi & Alexei Jiltsov, 2006. "Model Uncertainty and Option Markets with Heterogeneous Beliefs," Journal of Finance, American Finance Association, American Finance Association, vol. 61(6), pages 2841-2897, December.
  7. Buraschi, Andrea & Jiltsov, Alexei, 2005. "Inflation risk premia and the expectations hypothesis," Journal of Financial Economics, Elsevier, Elsevier, vol. 75(2), pages 429-490, February.
  8. Buraschi, Andrea & Corielli, Francesco, 2005. "Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models," Journal of Banking & Finance, Elsevier, Elsevier, vol. 29(11), pages 2883-2907, November.
  9. Buraschi, Andrea & Menini, Davide, 2002. "Liquidity risk and specialness," Journal of Financial Economics, Elsevier, Elsevier, vol. 64(2), pages 243-284, May.
  10. Buraschi, Andrea & Jackwerth, Jens, 2001. "The Price of a Smile: Hedging and Spanning in Option Markets," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 14(2), pages 495-527.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. No paper was announced in a field specific NEP report

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Simple Impact Factor
  2. Number of Journal Pages, Weighted by Recursive Impact Factor
  3. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

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Co-authorship network on CollEc

Corrections

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