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Doriana Ruffino

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This is information that was supplied by Doriana Ruffino in registering through RePEc. If you are Doriana Ruffino , 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: Doriana
Middle Name:
Last Name: Ruffino
Suffix:

RePEc Short-ID: pru85

Email:
Homepage: https://netfiles.umn.edu/users/druffino/www/
Postal Address: Carlson School of Management 321 19th Avenue South Suite 3-117 Minneapolis MN 55455
Phone:

Affiliation

Carlson School of Management
University of Minnesota
Location: Minneapolis, Minnesota (United States)
Homepage: http://www.csom.umn.edu/
Email:
Phone:
Fax:
Postal: 321 19th Avenue South, Minneapolis, MN 55455
Handle: RePEc:edi:csumnus (more details at EDIRC)

Works

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Working papers

  1. Doriana Ruffino, 2012. "Resuscitating Businessman Risk: A Rationale for Familiarity-Based Portfolios," Carlo Alberto Notebooks 252, Collegio Carlo Alberto.
  2. Fabio Maccheroni & Massimo Marinacci & Doriana Ruffino, 2011. "Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case," Working Papers 391, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  3. Fabio Maccheroni & Massimo Marinacci & Doriana Ruffino, 2010. "Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis," Working Papers 373, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  4. Doriana Ruffino, 2007. "Resuscitating The Businessman Risk: A Rationale For Familiarity-Based Portfolios," Boston University - Department of Economics - Working Papers Series WP2007-037, Boston University - Department of Economics.
  5. Doriana Ruffino & Jonathan Treussard, 2006. "A Study of Inaction in Investment Games via the Early Exercise Premium Representation," Boston University - Department of Economics - Working Papers Series WP2006-040, Boston University - Department of Economics.
  6. Doriana Ruffino & Jonathan Treussard, 2006. "Optimal Age-Based Portfolios with Stochastic Investment Opportunity Sets," Boston University - Department of Economics - Working Papers Series WP2006-041, Boston University - Department of Economics.
  7. Doriana Ruffino & Jonathan Treussard, 2006. "Derman and Taleb's The Illusions of Dynamic Replication: A Comment," Boston University - Department of Economics - Working Papers Series WP2006-019, Boston University - Department of Economics.
  8. Doriana Ruffino & Jonathan Treussard, 2006. "Lumps and Clusters in Duopolistic Investment Games: An Early Exercise Premium Approach," Boston University - Department of Economics - Working Papers Series WP2006-044, Boston University - Department of Economics.
  9. Doriana Ruffino & Jonathan Treussard, 2006. "A Note on Financial Frictions and Risky Corporate Debt in Relation to Cooley and Quadrini (2001)," Boston University - Department of Economics - Working Papers Series WP2006-017, Boston University - Department of Economics.

Articles

  1. Zvi Bodie & Doriana Ruffino & Jonathan Treussard, 2008. "Contingent Claims Analysis and Life-Cycle Finance," American Economic Review, American Economic Association, vol. 98(2), pages 291-96, May.
  2. Doriana Ruffino & Jonathan Treussard, 2007. "Financial Frictions and Risky Corporate Debt," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 36(1), pages 77-87, 02.
  3. Doriana Ruffino & Jonathan Treussard, 2006. "Derman and Taleb's 'The illusions of dynamic replication': a comment," Quantitative Finance, Taylor and Francis Journals, vol. 6(5), pages 365-367.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2012-05-15
  2. NEP-DCM: Discrete Choice Models (1) 2006-10-28
  3. NEP-FIN: Finance (1) 2006-10-28
  4. NEP-IFN: International Finance (1) 2006-10-28
  5. NEP-MAC: Macroeconomics (1) 2006-10-28
  6. NEP-UPT: Utility Models & Prospect Theory (1) 2010-12-18

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