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Flavia Giammarino

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This is information that was supplied by Flavia Giammarino in registering through RePEc. If you are Flavia Giammarino , 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: Flavia
Middle Name:
Last Name: Giammarino
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RePEc Short-ID: pgi191

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Affiliation

London School of Economics (LSE)
Location: London, United Kingdom
Homepage: http://www.lse.ac.uk/
Email:
Phone: +44 (020) 7405 7686
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Postal: Houghton Street, London WC2A 2AE
Handle: RePEc:edi:lsepsuk (more details at EDIRC)

Works

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Working papers

  1. Giammarino, Flavia & Barrieu, Pauline, 2011. "Indifference pricing with uncertainty averse preferences," MPRA Paper 40636, University Library of Munich, Germany, revised 09 Mar 2012.

Articles

  1. Giammarino, Flavia & Barrieu, Pauline, 2013. "Indifference pricing with uncertainty averse preferences," Journal of Mathematical Economics, Elsevier, vol. 49(1), pages 22-27.
  2. Giammarino, Flavia & Barrieu, Pauline, 2009. "A semiparametric model for the systematic factors of portfolio credit risk premia," Journal of Empirical Finance, Elsevier, vol. 16(4), pages 655-670, September.

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