Claudio Tebaldi



Latest publications

Buraschi A., TEBALDI C. Financial Contagion in Network Economies and Asset Prices Management Science, 2024, vol.70, no. 1, pp.485-506
CERREIA-VIOGLIO S., Ortu F., Severino F., TEBALDI C. Multivariate Wold decompositions: a Hilbert A-module approach Decisions in Economics and Finance, 2023, vol.46, no. 1, pp.45-96
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

Grants & Honors

Excellence in Research Award - Università Commerciale Luigi Bocconi , 2023

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