Latest publications
Buraschi A., TEBALDI C.
Financial Contagion in Network Economies and Asset Prices
Management Science, 2023
Castagnoli E., Cattelan G., MACCHERONI F. A., TEBALDI C., Wang R.
Star-Shaped Risk Measures
Operations Research, 2022, vol.70, no. 5, pp.2637-2654
Carr P., TEBALDI C.
Financial Interpretation of Fellerās Factorization
Journal of Derivatives, 2022, vol.30, no. 2, pp.49-63
Di Giacinto M., TEBALDI C., Wang T.
Optimal order execution under price impact: a hybrid model
Annals of Operations Research, 2022
Gruber P. H., TEBALDI C., Trojani F.
The Price of the Smile and Variance Risk Premia
Management Science, 2021, vol.67, no. 7, pp.4056-4074
TEBALDI C.
Self-Organized Criticality in Economic Fluctuations: The Age of Maturity
Frontiers in Physics, 2021, vol.8, pp.616408