Doriana Ruffino
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
Working papers
- Doriana Ruffino, 2012. "Resuscitating Businessman Risk: A Rationale for Familiarity-Based Portfolios," Carlo Alberto Notebooks 252, Collegio Carlo Alberto.
- 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.
- Massimo Marinacci & Doriana Ruffino & Fabio Maccheroni, 2011. "Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case," 2011 Meeting Papers 619, Society for Economic Dynamics.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Jonathan Treussard & Doriana Ruffino, 2007. "Lumps and Clusters in Duopolistic Investment Games: An Early Exercise Premium Approach," 2007 Meeting Papers 77, Society for Economic Dynamics.
- 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
- 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.
- 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.
- 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.
- 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.
NEP Fields
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-BEC: Business Economics (1) 2012-05-15
- NEP-DCM: Discrete Choice Models (1) 2006-10-28
- NEP-FIN: Finance (1) 2006-10-28
- NEP-IFN: International Finance (1) 2006-10-28
- NEP-MAC: Macroeconomics (1) 2006-10-28
- NEP-UPT: Utility Models & Prospect Theory (1) 2010-12-18
Statistics
Most cited item
- 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.
Most downloaded item (past 12 months)
- 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.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
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