Similar Search Results

Narrow search

Contingent Claims Analysis and Life-Cycle Finance

Bodie, Zvi; Ruffino, Doriana; Treussard, Jonathan - In: American Economic Review 98 (2008) 2, pp. 291-96

Persistent link: https://www.econbiz.de/10005241105

Derman and Taleb's 'The illusions of dynamic replication': a comment

Ruffino, Doriana; Treussard, Jonathan - In: Quantitative Finance 6 (2006) 5, pp. 365-367

Persistent link: https://www.econbiz.de/10009215043

Resuscitating Businessman Risk: A Rationale for Familiarity-Based Portfolios

Ruffino, Doriana - In: Review of Economic Dynamics 17 (2014) 1, pp. 107-130

This paper studies two frequently observed portfolio behaviors that are seemingly inconsistent with rational portfolio choice. The first is the tendency of workers and entrepreneurs to hold their company's stock. The second is the propensity of workers to limit their equity holdings through...

Persistent link: https://www.econbiz.de/10010729240

Alpha as Ambiguity: Robust Mean‐Variance Portfolio Analysis

Maccheroni, Fabio; Marinacci, Massimo; Ruffino, Doriana - In: Econometrica 81 (2013) 3, pp. 1075-1113

Persistent link: https://www.econbiz.de/10011026277

Comments on: "lending on hold : regulatory uncertainty and bank lending standards" by Stefan Gissler, Jeremy Oldfather, and Doriana Ruffino

Wallace, Nancy E. - In: Journal of monetary economics 81 (2016), pp. 102-110

Persistent link: https://www.econbiz.de/10011716781

Lending on hold : regulatory uncertainty and bank lending standards

Gissler, Stefan; Oldfather, Jeremy; Ruffino, Doriana - In: Journal of monetary economics 81 (2016), pp. 89-101

Persistent link: https://www.econbiz.de/10011709409