Pubblicazioni recenti

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
Ortu F., Severino F., Tamoni A., TEBALDI C. A persistence-based Wold-type decomposition for stationary time series Quantitative Economics, 2020, vol.11, no. 1, pp.203-230
Di Virgilio D., Ortu F., Severino F., TEBALDI C. Optimal Asset Allocation with Heterogeneous Persistent Shocks and Myopic and Intertemporal Hedging Demand in Behavioral Finance: the coming of age Itzhak Venezia (a cura di), World Scientific Publishers, pp.57-108, 2019
Bandi F., Perron B., Tamoni A., TEBALDI C. The scale of predictability Journal of Econometrics, 2019, vol.208, no. 1, pp.120-140
Bisetti E., Favero C. A., Nocera G., TEBALDI C. A Multivariate Model of Strategic Asset Allocation with Longevity Risk Journal of Financial and Quantitative Analysis, 2017, vol.52, no. 5, pp.2251-2275