IDEAS home Printed from https://ideas.repec.org/f/pva551.html
   My authors  Follow this author

Paolo Vanini

Personal Details

First Name:Paolo
Middle Name:
Last Name:Vanini
Suffix:
RePEc Short-ID:pva551
[This author has chosen not to make the email address public]

Affiliation

Abteilung Finanzmarkttheorie
Wirtschaftswissenschaftliches Zentrum
Universität Basel

Basel, Switzerland
http://www.wwz.unibas.ch/finance/
RePEc:edi:afmbsch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Vanini, Paolo, 2012. "Fiancial Innovation, Structuring and Risk Transfer," MPRA Paper 42536, University Library of Munich, Germany.
  2. Miret PADOVANI & Paolo VANINI, 2009. "An Intergenerational Cross-Country Swap," Swiss Finance Institute Research Paper Series 09-17, Swiss Finance Institute.
  3. Tyran, Jean-Robert & Vanin, Paolo & Strulik, Holger, 2006. "Staying on the Dole," CEPR Discussion Papers 5967, C.E.P.R. Discussion Papers.
  4. 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.
  5. 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.

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," The 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 & 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.
  8. 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.
  9. Fabio Trojani & Paolo Vanini, 2004. "Robustness and Ambiguity Aversion in General Equilibrium," Review of Finance, Springer, vol. 8(2), pages 279-324.
  10. Dobeli, Barbara & Vanini, Paolo, 2004. "An analysis of IMF-induced moral hazard," Journal of Banking & Finance, Elsevier, vol. 28(12), pages 2933-2956, December.
  11. 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.
  12. Norman Brown & Paolo Vanini, 2003. "On Habits and Addictions," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 159(4), pages 603-626, December.
  13. 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.
  14. Paolo Vanini & Luigi Vignola, 2002. "Optimal Decision-Making with Time Diversification," Review of Finance, European Finance Association, vol. 6(1), pages 1-30.
  15. 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, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 5 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-HRM: Human Capital and Human Resource Management (3) 2006-11-12 2006-12-09 2007-11-03
  2. NEP-IAS: Insurance Economics (3) 2006-11-12 2006-12-09 2007-11-03
  3. NEP-LAB: Labour Economics (3) 2006-11-12 2006-12-09 2007-11-03
  4. NEP-DGE: Dynamic General Equilibrium (1) 2006-11-12
  5. NEP-FIN: Finance (1) 2005-05-29
  6. NEP-INO: Innovation (1) 2012-12-10

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Paolo Vanini should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.