WORK IN PROGRESS

Books

  • Hedging and risk-return frontier in insurance: an ALM perspective, Springer-Bocconi, with Clemente de Rosa and Luca Regis

Articles in progress

  • Cyclicality in Risk Aversion (was Insurance capacity), with J.C. Rochet
  • Complex financial institutions and systemic risk, with C. Wihlborg, presented at the ASSA
    Meeting, San Francisco, January 2016, submitted
  • A portfolio for the long run, with B. Dumas

Projects on hold