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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

  1. Taboga, Marco, 2007. "Structural change and the bond yield conundrum," MPRA Paper 4965, University Library of Munich, Germany. [Downloadable!]

  2. 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!]

  3. 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!]

  4. Marco Taboga, 2005. "Portfolio Selection with Two-Stage Preferences," Finance 0506009, EconWPA. [Downloadable!]
    Published as:

  5. Marco Taboga, 2005. "Maxmin Portfolio Choice," Temi di discussione (Economic working papers) 543, Bank of Italy, Economic Research Department. [Downloadable!]

  6. 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:

  7. Marco Taboga, 2002. "The realized equity premium has been higher than expected: further evidence," Finance 0210004, EconWPA. [Downloadable!]
    Other versions:

Articles

  1. 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)

  2. Taboga, Marco, 2005. "Portfolio selection with two-stage preferences," Finance Research Letters, Elsevier, vol. 2(3), pages 152-164, September. [Downloadable!] (restricted)
    Other versions:

  3. 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):
  1. NEP-ECM: Econometrics (1) 2007-09-24
  2. 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
  3. NEP-FMK: Financial Markets (2) 2006-05-27 2006-09-16
  4. NEP-MAC: Macroeconomics (1) 2007-09-24
  5. NEP-MON: Monetary Economics (1) 2007-09-24
  6. NEP-RMG: Risk Management (1) 2005-07-11
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This page was last updated on 2008-5-1.

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