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Doriana Ruffino

Personal Details

First Name:Doriana
Middle Name:
Last Name:Ruffino
Suffix:
RePEc Short-ID:pru85
[This author has chosen not to make the email address public]
Board of Governors of the Federal Reserve System 20th & C St NW Washington, DC 20551
202-452-5235

Affiliation

Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (United States)
http://www.federalreserve.gov/
RePEc:edi:frbgvus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Azamat Abdymomunov & Ronel Elul & Doriana Ruffino & James Z. Wang, 2025. "Examining the Relationship Between Loan Pricing and Credit Risk," FEDS Notes 2025-09-24-1, Board of Governors of the Federal Reserve System (U.S.).
  2. Stefan Gissler & Jeremy Oldfather & Doriana Ruffino, 2016. "Bank Complexity: Is Size Everything?," FEDS Notes 2016-07-15, Board of Governors of the Federal Reserve System (U.S.).
  3. Doriana Ruffino, 2014. "A Robust Capital Asset Pricing Model," Finance and Economics Discussion Series 2014-01, Board of Governors of the Federal Reserve System (U.S.).
  4. Doriana Ruffino, 2014. "Some Implications of Knightian Uncertainty for Finance and Regulation," FEDS Notes 2014-04-10, Board of Governors of the Federal Reserve System (U.S.).
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.

Articles

  1. Gissler, Stefan & Oldfather, Jeremy & Ruffino, Doriana, 2016. "Lending on hold: Regulatory uncertainty and bank lending standards," Journal of Monetary Economics, Elsevier, vol. 81(C), pages 89-101.
  2. Doriana Ruffino, 2014. "Resuscitating Businessman Risk: A Rationale for Familiarity-Based Portfolios," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(1), pages 107-130, January.
  3. Fabio Maccheroni & Massimo Marinacci & Doriana Ruffino, 2013. "Alpha as Ambiguity: Robust Mean‐Variance Portfolio Analysis," Econometrica, Econometric Society, vol. 81(3), pages 1075-1113, May.
  4. Zvi Bodie & Doriana Ruffino & Jonathan Treussard, 2008. "Contingent Claims Analysis and Life-Cycle Finance," American Economic Review, American Economic Association, vol. 98(2), pages 291-296, May.
  5. 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, February.
  6. Doriana Ruffino & Jonathan Treussard, 2006. "Derman and Taleb's 'The illusions of dynamic replication': a comment," Quantitative Finance, Taylor & Francis Journals, vol. 6(5), pages 365-367.

Software components

  1. Doriana Ruffino, 2013. "Code and data files for "Resuscitating Businessman Risk: A Rationale for Familiarity-based Portfolios"," Computer Codes 11-295, Review of Economic Dynamics.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BEC: Business Economics (1) 2012-05-15
  2. NEP-DCM: Discrete Choice Models (1) 2006-10-28
  3. NEP-FMK: Financial Markets (1) 2014-06-22
  4. NEP-IFN: International Finance (1) 2006-10-28
  5. NEP-MAC: Macroeconomics (1) 2006-10-28
  6. NEP-RMG: Risk Management (1) 2025-10-06
  7. NEP-UPT: Utility Models and Prospect Theory (1) 2010-12-18

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