WORK IN PROGRESS
Articles- ESG asset demand with information costs, with A.
Tolomeo,
- Fees and equilibria in Crypto Markets, solo paper
- Money demand, with S. Villeneuve and JC Rochet
- General Equilibria with ESG assets, with R. Marfe’ and
T. Mariotti
- Validation of Machine Learning Techniques in joint
default assessment, with E. Fadda and P. Semeraro
- A portfolio for the long run, with B. Dumas
- Machine Learning Techniques in joint default
assessment, with M. Doria and P. Semeraro, wp, http://arxiv.org/abs/2205.01524
Projects on hold
- Equilibrium bid-ask spreads and the effect of
competitive trading delays, with A. Tolomeo, Collegio
Carlo Alberto Notebook 467/2016
- Are Information and diversification substitutes or complements? with. A. Tolomeo, CCA Notebook 456/2016
- Information effects in longevity-linked versus purely financial portfolios, with. A. Tolomeo, presented at Scuola Normale Superiore di Pisa, January 2016, CeRP wp 2016
- Equilibrium bid-ask spread and infrequent trade with
outside options, with R. Giacomelli Collegio
Carlo Alberto Notebook 445/2016.
- Life Insurance Demand and Financial Inclusion: Evidence from Italian Households, with M. Rossi and D. Sansone, was CCA Notebook 398/2014, now Netspar Working Paper 11/2015-039, GFLEC e-Journal.
- Default risk in business groups, with G. Nicodano, 2012, Collegio Carlo Alberto Notebook 283/2012. A previous version has been circulated as “Ownership structure, leverage and credit risk”, Collegio Carlo Alberto Notebook 69/2008. Presented at the GRETA 2007 Conference, Venice, September 2007, at the IX Workshop in Quantitative Finance, Rome, 2008, at the Higher School of Economics XIV April Conference, Moscow, April 2013.
- Equilibrium price of immediacy and infrequent trade, with R. Giacomelli (an incomplete, solo version has been circulated as “Equilibrium bid-ask spreads in a continuous-time, infinite horizon economy”), Collegio Carlo Alberto Notebook 221/2011 (updated 2013).