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Paolo Vanini

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

RePEc Short-ID: pva551

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
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Affiliation

(50%) Swiss Finance Institute
Location: Genève/Zürich, Switzerland
Homepage: http://www.swissfinanceinstitute.ch/
Email:
Phone: 41 22 / 312 09 61
Fax: 41 22 / 312 10 26
Postal: 40 bd. du Pont d'Arve, Case postale 3, CH - 1211 Geneva 4
Handle: RePEc:edi:fameech (more details at EDIRC)
(50%) Abteilung Finanzmarkttheorie
Wirtschaftswissenschaftliches Zentrum
Universität Basel
Location: Basel, Switzerland
Homepage: http://www.wwz.unibas.ch/finance/
Email:
Phone: +41 (0)61 267 33 16
Fax: +41 (0)61 267 08 98
Postal: Holbeinstrasse 12, CH-4051 Basel
Handle: RePEc:edi:afmbsch (more details at EDIRC)

Works

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Working papers

  1. Vanini, Paolo, 2012. "Fiancial Innovation, Structuring and Risk Transfer," MPRA Paper 42536, University Library of Munich, Germany.
  2. Holger Strulik & Jean-Robert Tyran & Paolo Vanini, 2006. "Staying on the Dole," Discussion Papers 06-18, University of Copenhagen. Department of Economics.
  3. Fabio Trojani & Markus Leippold & Paolo Vanini, 2005. "Learning and Asset Prices under Ambiguous Information," University of St. Gallen Department of Economics working paper series 2005 2005-03, Department of Economics, University of St. Gallen.
  4. Markus LEIPPOLD & Fabio TROJANI & Paolo VANINI, 2002. "A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities," FAME Research Paper Series rp48, International Center for Financial Asset Management and Engineering.
  5. Miret PADOVANI & Paolo VANINI, . "An Intergenerational Cross-Country Swap," Swiss Finance Institute Research Paper Series 09-17, Swiss Finance Institute.

Articles

  1. Juerg Syz & Paolo Vanini, 2011. "Arbitrage Free Price Bounds for Property Derivatives," The Journal of Real Estate Finance and Economics, Springer, vol. 43(3), pages 281-298, October.
  2. Döbeli, Barbara & Vanini, Paolo, 2010. "Stated and revealed investment decisions concerning retail structured products," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1400-1411, June.
  3. Juerg Syz & Paolo Vanini & Marco Salvi, 2008. "Property Derivatives and Index-Linked Mortgages," The Journal of Real Estate Finance and Economics, Springer, vol. 36(1), pages 23-35, January.
  4. Markus Leippold & Fabio Trojani & Paolo Vanini, 2008. "Learning and Asset Prices Under Ambiguous Information," Review of Financial Studies, Society for Financial Studies, vol. 21(6), pages 2565-2597, November.
  5. Ebnother, Silvan & Vanini, Paolo, 2007. "Credit portfolios: What defines risk horizons and risk measurement?," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3663-3679, December.
  6. Egloff, Daniel & Leippold, Markus & Vanini, Paolo, 2007. "A simple model of credit contagion," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2475-2492, August.
  7. Leippold, Markus & Trojani, Fabio & Vanini, Paolo, 2006. "Equilibrium impact of value-at-risk regulation," Journal of Economic Dynamics and Control, Elsevier, vol. 30(8), pages 1277-1313, August.
  8. Leippold, Markus & Vanini, Paolo & Ebnoether, Silvan, 2006. "Optimal credit limit management under different information regimes," Journal of Banking & Finance, Elsevier, vol. 30(2), pages 463-487, February.
  9. Dobeli, Barbara & Vanini, Paolo, 2004. "An analysis of IMF-induced moral hazard," Journal of Banking & Finance, Elsevier, vol. 28(12), pages 2933-2956, December.
  10. Leippold, Markus & Trojani, Fabio & Vanini, Paolo, 2004. "A geometric approach to multiperiod mean variance optimization of assets and liabilities," Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1079-1113, March.
  11. Fabio Trojani & Paolo Vanini, 2004. "Robustness and Ambiguity Aversion in General Equilibrium," Review of Finance, Springer, vol. 8(2), pages 279-324.
  12. Norman Brown & Paolo Vanini, 2003. "On Habits and Addictions," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 159(4), pages 603-, December.
  13. Fabio Trojani & Paolo Vanini & Luigi Vignola, 2002. "A Note on the Three-Portfolios Matching Problem," European Financial Management, European Financial Management Association, vol. 8(4), pages 515-527.
  14. Trojani, Fabio & Vanini, Paolo, 2002. "A note on robustness in Merton's model of intertemporal consumption and portfolio choice," Journal of Economic Dynamics and Control, Elsevier, vol. 26(3), pages 423-435, March.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DGE: Dynamic General Equilibrium (1) 2006-11-12
  2. NEP-FIN: Finance (1) 2005-05-29
  3. NEP-HRM: Human Capital & Human Resource Management (3) 2006-11-12 2006-12-09 2007-11-03. Author is listed
  4. NEP-IAS: Insurance Economics (3) 2006-11-12 2006-12-09 2007-11-03. Author is listed
  5. NEP-INO: Innovation (1) 2012-12-10
  6. NEP-LAB: Labour Economics (3) 2006-11-12 2006-12-09 2007-11-03. Author is listed

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