Tarelli, Andrea

Tarelli, Andrea  

MILANO - Dipartimento di Matematica per le Scienze economiche, finanziarie ed attuariali (DiMSEFA)  

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Risultati 1 - 14 di 14 (tempo di esecuzione: 0.012 secondi).
Data di pubblicazione Titolo Autore(i) File
1-gen-2022 Chasing the ESG factor Lioui, A.; Tarelli, A.
1-gen-2022 Money Illusion and TIPS Demand Lioui, A.; Tarelli, A.
1-gen-2021 Sustainable investing with ESG rating uncertainty Avramov, Doron; Cheng, Si; Lioui, Abraham; Tarelli, Andrea
1-gen-2021 Bail-in vs bail-out: Bank resolution and liability structure Leanza, L.; Sbuelz, A.; Tarelli, A.
1-gen-2021 Quantitative Finance: Problems and Solutions Sbuelz, Alessandro; Tarelli, Andrea
1-gen-2020 Factor investing for the long run Lioui, Abraham; Tarelli, Andrea
1-gen-2020 No-arbitrage one-factor term structure models in zero- or negative-lower-bound environments Tarelli, Andrea
1-gen-2020 Structural recovery of face value at default Guha, Rajiv; Sbuelz, Alessandro; Tarelli, Andrea
1-gen-2019 Macroeconomic environment, money demand and portfolio choice Lioui, Abraham; Tarelli, Andrea
1-gen-2018 Capital Structure Decisions and the Optimal Design of Corporate Market Debt Programs Martellini, Lionel; Milhau, Vincent; Tarelli, Andrea
1-gen-2015 Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds Martellini, Lionel; Milhau, Vincent; Tarelli, Andrea
1-gen-2015 Toward conditional risk parity: Improving risk budgeting techniques in changing economic environments Martellini, Lionel; Milhau, Vincent; Tarelli, Andrea
1-gen-2014 Estimation risk versus optimality risk: An ex-ante efficiency analysis of alternative equity portfolio diversification strategies Martellini, Lionel; Milhau, Vincent; Tarelli, Andrea
1-gen-2012 Dynamic investment strategies for corporate pension funds in the presence of sponsor risk Martellini, Lionel; Milhau, Vincent; Tarelli, Andrea