Tarelli, Andrea
Tarelli, Andrea
MILANO - Dipartimento di Matematica per le Scienze economiche, finanziarie ed attuariali (DiMSEFA)
Money Illusion and TIPS Demand
2023 Lioui, A.; Tarelli, Andrea
Chasing the ESG factor
2022 Lioui, A.; Tarelli, Andrea
Sustainable investing with ESG rating uncertainty
2022 Avramov, Doron; Cheng, Si; Lioui, Abraham; Tarelli, Andrea
Bail-in vs bail-out: Bank resolution and liability structure
2021 Leanza, Luca; Sbuelz, Alessandro; Tarelli, Andrea
Quantitative Finance: Problems and Solutions
2021 Sbuelz, Alessandro; Tarelli, Andrea
Factor investing for the long run
2020 Lioui, Abraham; Tarelli, Andrea
No-arbitrage one-factor term structure models in zero- or negative-lower-bound environments
2020 Tarelli, Andrea
Structural recovery of face value at default
2020 Guha, Rajiv; Sbuelz, Alessandro; Tarelli, Andrea
Macroeconomic environment, money demand and portfolio choice
2019 Lioui, Abraham; Tarelli, Andrea
Structural recovery of face value at default
2019 Guha, Rajiv; Sbuelz, Alessandro; Tarelli, Andrea
Capital Structure Decisions and the Optimal Design of Corporate Market Debt Programs
2018 Martellini, Lionel; Milhau, Vincent; Tarelli, Andrea
Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds
2015 Martellini, Lionel; Milhau, Vincent; Tarelli, Andrea
Toward conditional risk parity: Improving risk budgeting techniques in changing economic environments
2015 Martellini, Lionel; Milhau, Vincent; Tarelli, Andrea
Estimation risk versus optimality risk: An ex-ante efficiency analysis of alternative equity portfolio diversification strategies
2014 Martellini, Lionel; Milhau, Vincent; Tarelli, Andrea
Dynamic investment strategies for corporate pension funds in the presence of sponsor risk
2012 Martellini, Lionel; Milhau, Vincent; Tarelli, Andrea