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 Feller’s 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

Grants & Honors

Excellence in Research Award - Università Commerciale Luigi Bocconi , 2023