Claudio Tebaldi



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