Marco Taboga at IDEAS
This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Information
about: Marco Taboga
Personal Details | Affiliation | Works
This is information that was supplied by Marco Taboga in registering
through RePEc. If you are Marco Taboga , you may change this information at
RePEc . Or if
you are not registered and would like to be listed as well, register at RePEc . When you
register or update your RePEc registration, you may identify the papers and articles you have
authored.
Other registered authors
Personal Details
First Name: Marco
Middle Name:
Last Name: Taboga
Suffix:
RePEc Short-ID: pta33
Email: Homepage:
http://scipanda.com/
Postal Address: Via Giacomo Medici 33 10143 - Torino Italy
Phone: Affiliation (in no particular order)
Works | Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields | Download all references for this author: available formats: HTML ,
plain text ,
BibTeX ,
RIS (EndNote),
ReDIF
Working papers
Taboga, Marco, 2007.
"Structural change and the bond yield conundrum ,"
MPRA Paper
4965, University Library of Munich, Germany.
[Downloadable!]
Marcello Pericoli & Marco Taboga, 2006.
"Canonical term-structure models with observable factors and the dynamics of bond risk premiums ,"
Temi di discussione (Economic working papers)
580, Bank of Italy, Economic Research Department.
[Downloadable!]
Marcello, Pericoli & Marco, Taboga, 2005.
"A specification analysis of discrete-time no-arbitrage term structure models with observable and unobservable factors ,"
MPRA Paper
4969, University Library of Munich, Germany, revised Sep 2007.
[Downloadable!]
Marco Taboga, 2005.
"Portfolio Selection with Two-Stage Preferences ,"
Finance
0506009, EconWPA.
[Downloadable!] Published as:
Marco Taboga, 2005.
"Maxmin Portfolio Choice ,"
Temi di discussione (Economic working papers)
543, Bank of Italy, Economic Research Department.
[Downloadable!]
Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2004.
"Portfolio Selection with Monotone Mean-Variance Preferences ,"
ICER Working Papers - Applied Mathematics Series
27-2004, ICER - International Centre for Economic Research, revised Dec 2004.
[Downloadable!] Other versions:
Marco Taboga, 2002.
"The realized equity premium has been higher than expected: further evidence ,"
Finance
0210004, EconWPA.
[Downloadable!] Other versions:
Articles
Marco Taboga, 2006.
"Robust Portfolio Selection with and without Relative Entropy ,"
Topics in Theoretical Economics ,
Berkeley Electronic Press, vol. 6(1), pages 1252-1252.
[Downloadable!] (restricted)
Taboga, Marco, 2005.
"Portfolio selection with two-stage preferences ,"
Finance Research Letters ,
Elsevier, vol. 2(3), pages 152-164, September.
[Downloadable!] (restricted) Other versions:
Marco Taboga, 2004.
"The equity premium in the long-run ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 14(9), pages 645-650, June.
[Downloadable!] (restricted)
NEP Fields 9 papers by this author were announced in NEP , and specifically in the following field reports (number of papers):
NEP-ECM : Econometrics (1) 2007-09-24
NEP-FIN : Finance (6) 2005-02-13 2005-04-16 2005-06-27 2005-07-11 2006-05-27 2006-09-16 Author is listed
NEP-FMK : Financial Markets (2) 2006-05-27 2006-09-16
NEP-MAC : Macroeconomics (1) 2007-09-24
NEP-MON : Monetary Economics (1) 2007-09-24
NEP-RMG : Risk Management (1) 2005-07-11
Did you know? All top Economics journals are listed on RePEc .
This page was last updated on 2008-5-1.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .