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Roberto Marfè

This is information that was supplied by Roberto Marfè in registering through RePEc. If you are Roberto Marfè , 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:Roberto
Middle Name:
Last Name:Marfè
Suffix:
RePEc Short-ID:pma1377
http://robertomarfe.altervista.org/
(in no particular order)
Genève/Zürich, Switzerland
http://www.swissfinanceinstitute.ch/

41 22 / 312 09 61
41 22 / 312 10 26
40 bd. du Pont d'Arve, Case postale 3, CH - 1211 Geneva 4
RePEc:edi:fameech (more details at EDIRC)
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  1. Roberto Marfè, 2015. "Survey Expectations and the Equilibrium Risk-Return Trade Off," Carlo Alberto Notebooks 408, Collegio Carlo Alberto.
  2. Roberto Marfè, 2015. "Income Insurance and the Equilibrium Term-Structure of Equity," Carlo Alberto Notebooks 407, Collegio Carlo Alberto.
  3. Roberto Marfè, 2015. "Corporate Fraction and the Equilibrium Term-Structure of Equity Risk," Carlo Alberto Notebooks 409, Collegio Carlo Alberto.
  4. Roberto Marfè, 2015. "Labor Rigidity and the Dynamics of the Value Premium," Carlo Alberto Notebooks 429, Collegio Carlo Alberto.
  1. Roberto Marfè, 2012. "A Multivariate Pure-Jump Model With Multi-Factorial Dependence Structure," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(04), pages 1250028-1-1.
  2. Roberto Marfè, 2012. "A generalized variance gamma process for financial applications," Quantitative Finance, Taylor & Francis Journals, vol. 12(1), pages 75-87, June.
  3. Roberto Marfè, 2011. "Multivariate Lévy processes with dependent jump intensity," Quantitative Finance, Taylor & Francis Journals, vol. 14(8), pages 1383-1398, July.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 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-CFN: Corporate Finance (2) 2015-07-18 2015-10-04. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (2) 2015-05-16 2015-05-22. Author is listed
  3. NEP-MAC: Macroeconomics (2) 2015-05-22 2015-10-04. Author is listed
  4. NEP-UPT: Utility Models & Prospect Theory (2) 2015-07-18 2015-10-04. Author is listed
  5. NEP-IAS: Insurance Economics (1) 2015-05-22. Author is listed
  6. NEP-RMG: Risk Management (1) 2015-07-18. Author is listed

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