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Robustness and Ambiguity Aversion in General Equilibrium
Trojani, Fabio; Vanini, Paolo - In: Review of finance : journal of the European Finance … 8 (2004) 2, pp. 279
Persistent link: https://www.econbiz.de/10006022169
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Optimal credit limit management under different information regimes
Leippold, Markus; Vanini, Paolo; Ebnoether, Silvan - In: Journal of banking & finance 30 (2006) 2, pp. 463-488
Persistent link: https://www.econbiz.de/10005878632
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An analysis of IMF-induced moral hazard
Döbeli, Barbara; Vanini, Paolo - In: Journal of banking & finance 28 (2004) 12, pp. 2933-2956
Persistent link: https://www.econbiz.de/10005882383
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Credit portfolios: What defines risk horizons and risk measurement?
Ebnöther, Silvan; Vanini, Paolo - In: Journal of banking & finance 31 (2007) 12, pp. 3663-3679
Persistent link: https://www.econbiz.de/10007876224
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Learning and Asset Prices Under Ambiguous Information
Leippold, Markus; Trojani, Fabio; Vanini, Paolo - In: The review of financial studies 21 (2013) 6, pp. 2565-2564
Persistent link: https://www.econbiz.de/10010114004
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A simple model of credit contagion
Egloff, Daniel; Leippold, Markus; Vanini, Paolo - In: Journal of banking & finance 31 (2007) 8, pp. 2475-2492
Persistent link: https://www.econbiz.de/10007757874
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On Habits and Addictions
Braun, Norman; Vanini, Paolo - In: Journal of institutional and theoretical economics : JITE 159 (2003) 4, pp. 603-626
Persistent link: https://www.econbiz.de/10007456478
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Property Derivatives and Index-Linked Mortgages
Syz, Juerg; Vanini, Paolo; Salvi, Marco - In: The journal of real estate finance and economics 36 (2008) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10007894606
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Learning and Asset Prices Under Ambiguous Information
Leippold, Markus; Trojani, Fabio; Vanini, Paolo - In: The review of financial studies 21 (2008) 6, pp. 2565-2598
Persistent link: https://www.econbiz.de/10008152467
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Equilibrium impact of value-at-risk regulation
Leippold, Markus; Trojani, Fabio; Vanini, Paolo - In: Journal of economic dynamics & control 30 (2006) 8, pp. 1277-1314
Persistent link: https://www.econbiz.de/10007286122