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Paolo Vanini
Prof. Dr.
Assistant Professor of Finance
+41 44 292 45 10am Institut: until March 2011
Details Team Research Projects
Publikationen von Paolo Vanini
Paolo Vanini hat derzeit 19 Publikationen online...
Um Publikationen anderer Autoren in unserer Datenbank zu finden, steht Ihnen eine Suchmaske zur Verfügung unter: Publications
Publikationen in akademischen Fachzeitschriften (16) Efficient Portfolios with Endogenous Liabilities
Vanini P., Trojani F., Leippold M.
In: Quantitative Finance, Oct 2009, pages: 1469-1488Property Derivatives and Index-Linked Mortgages
Syz J., Vanini P., Salvi M.
In: Journal of Real Estate Finance & Economics, 2008Learning and Asset Pricing under Uncertainty
Leippold M., Vanini P., Trojani F.
In: Review of Financial Studies, 2008, pages: 2565 - 2597A Simple Model for Credit Contagion
Leippold M., Vanini P., Egloff D.
In: Journal of Banking and Finance, 2007, pages: 2475 - 2492Equilibrium Impact of Value-at-Risk Regulation,
Leippold M., Trojani F., Vanini P.
In: Journal of Economic Dynamics and Control, 2006, pages: 1277 - 1313Optimal Credit Limit Management under Different Information Regimes
Vanini P., Ebnoether S., Leippold M.
In: Journal of Banking and Finance, 2006, pages: 463-487The Quantification of Operational Risk
Leippold M., Vanini P.
In: Journal of Risk, Haymarket London SW1Y 4RX, UK , 2005, pages: 59-85A Geometric Approach To Multiperiod Mean Variance Optimization of Assets and Liabilities
Leippold M., Trojani F., Vanini P.
In: Journal of Economic Dynamics and Control, 2004, pages: 1079-1113Periodic Potential Schrödinger Equation Coupled to a Wall Potential
Vanini P.
pages: 331-346Half as Many Cheers - The Multiplier Reviewed
Vanini P., Leippold M.
In: The Wilmott MagazineOptimal Decision Making under Time Diversification
Luigi V., Vanini P.
In: European Finance Review, pages: 1-30On the 3 Portfolios Matching Problem
Vanini P., Trojani F., Luigi V.
In: European Financial Management, pages: 515-528Operational Risk: A Practitioners Point of View
Vanini P., Ebnoether S., McNeil A., Antolinez-Fehr P.On Habits and Addictions
Braun N., Vanini P.
In: Journal of Institutional and Theoretical EconomicsIMF Lending: A Three Players Moral Hazard Game
Vanini P., Doebeli B.
In: Journal of Banking and Finance, pages: 2933-2956Robustness and Ambiguity in General Equilibrium
Vanini P., Trojani F.
In: Review of Finance, pages: 279-324Kapitel oder Artikel in Büchern (3) A Simple Model of Credit Contation
Vanini P., Leippold M., Egloff D.
In: Validation of Credit Risk Models, 2004From Operational Risk to Operational Excellence
Vanini P., Leippold M., Doebeli B.
In: Advances in Operational Risk Management, 2003, pages: Chapter 15Optimization of Assets and Liabilities, Proceeding of International Scientific School
Leippold M., Trojani F., Vanini P.
In: Modelling and Analysis of Safety, Risk and Quality in Complex Systems, Saint-Petersburg, 2002
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