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Paolo Vanini
Paolo Vanini
Bestätigte E-Mail-Adresse bei unibas.ch - Startseite
Titel
Zitiert von
Zitiert von
Jahr
A geometric approach to multiperiod mean variance optimization of assets and liabilities
M Leippold, F Trojani, P Vanini
Journal of Economic Dynamics and Control 28 (6), 1079-1113, 2004
2362004
A simple model of credit contagion
D Egloff, M Leippold, P Vanini
Journal of Banking & Finance 31 (8), 2475-2492, 2007
1652007
Learning and asset prices under ambiguous information
M Leippold, F Trojani, P Vanini
The Review of Financial Studies 21 (6), 2565-2597, 2008
1562008
The quantification of operational risk
M Leippold, P Vanini
Available at SSRN 481742, 2003
1142003
Robustness and ambiguity aversion in general equilibrium
F Trojani, P Vanini
Review of Finance 8 (2), 279-324, 2004
1012004
Equilibrium impact of value-at-risk regulation
M Leippold, F Trojani, P Vanini
Journal of Economic Dynamics and Control 30 (8), 1277-1313, 2006
662006
Modelling operational risk
S Ebnöther, P Vanini, A McNeil, P Antolinez-Fehr
Journal of Risk 5 (3), 1-16, 2003
622003
Operational risk: A practitioner's view
S Ebnother, P Vanini, A McNeil, P Antolinez
Journal of Risk 5, 1-16, 2003
602003
A note on robustness in Merton's model of intertemporal consumption and portfolio choice
F Trojani, P Vanini
Journal of economic dynamics and control 26 (3), 423-435, 2002
562002
Stated and revealed investment decisions concerning retail structured products
B Döbeli, P Vanini
Journal of Banking & Finance 34 (6), 1400-1411, 2010
502010
Property derivatives and index-linked mortgages
J Syz, P Vanini, M Salvi
The Journal of Real Estate Finance and Economics 36 (1), 23-35, 2008
412008
Multiperiod mean-variance efficient portfolios with endogenous liabilities
M Leippold, F Trojani, P Vanini
Quantitative Finance 11 (10), 1535-1546, 2011
352011
Credit portfolios: What defines risk horizons and risk measurement?
S Ebnöther, P Vanini
Journal of Banking & Finance 31 (12), 3663-3679, 2007
332007
Credit migration risk modelling
A Andersson, P Vanini
Journal of Credit Risk, 2008
222008
From operational risk to operational excellence
B Doebeli, M Leippold, P Vanini
Advances in operational risk management, 2003
222003
On habits and addictions
N Braun, P Vanini
Journal of Institutional and Theoretical Economics (JITE)/Zeitschrift für …, 2003
202003
Optimal credit limit management under different information regimes
M Leippold, P Vanini, S Ebnoether
Journal of Banking & Finance 30 (2), 463-487, 2006
192006
Old-age provision: past, present, future
H Albrecher, P Embrechts, D Filipović, GW Harrison, P Koch, S Loisel, ...
European Actuarial Journal 6, 287-306, 2016
172016
Online payment fraud: from anomaly detection to risk management
Vanini, Zvizdic, Domenig, Rossi
Financial Innovation. Published 13 March 2023 https://doi.org/10.1186/s40854 …, 2023
142023
Arbitrage free price bounds for property derivatives
JM Syz, P Vanini
The Journal of Real Estate Finance and Economics 43 (3), 281-298, 2011
142011
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