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Number of items: 7.

Albrecher, Hansjörg; Embrechts, Paul; Filipović, Damir; Harrison, Glenn; Koch-Medina, Pablo; Loisel, Stéphane; Vanini, Paolo; Wagner, Joël (2016). Old-age provision: past, present, future. European Actuarial Journal, 6(2):287-306.

Leippold, Markus; Trojani, Fabio; Vanini, Paolo (2011). Multiperiod mean-variance efficient portfolios with endogenous liabilities. Quantitative Finance, 11(10):1535-1546.

Leippold, Markus; Vanini, Paolo; Trojani, Fabio (2008). Learning and Asset Pricing under Uncertainty. Review of Financial Studies, 21(6):2565-2597.

Vanini, Paolo; Egloff, Daniel; Leippold, Markus (2007). A simple model of credit contagion. Journal of Banking and Finance, 31(8):2475-2492.

Vanini, Paolo; Trojani, Fabio; Leippold, Markus (2006). Equilibrium impact of value-at-risk regulation. Journal of Economic Dynamics and Control, 30:1277-1313.

Vanini, Paolo; Ebnoether, Silvan; Leippold, Markus (2006). Optimal credit limit management under different information regimes. Journal of Banking and Finance, 30:463-487.

Leippold, Markus; Trojani, Fabio; Vanini, Paolo (2002). Optimization of Assets and Liabilities, Proceeding of International Scientific School. In: Leippold, Markus. Modelling and Analysis of Safety, Risk and Quality in Complex Systems. Saint-Petersburg: Russian Foundation of Fundamental Research, n/a.

This list was generated on Sat Jul 20 22:13:32 2019 CEST.