Concepedia

Paolo Vanini

PV

23

Publications

1.1K

Citations

17

H-Index

2001

Active since

Affiliations

University of Zurich(Current)

University of Basel

Swiss Finance Institute

Swiss National Bank

ETH Zurich

Paolo Vanini is an author at University of Zurich specializing in business, finance, and management.

Top concepts

Publications per year

2001–2023

23

Publications

23

A geometric approach to multiperiod mean variance optimization of assets and liabilities

Markus Leippold, Fabio Trojani, Paolo Vanini · Journal of Economic Dynamics and Control · 2003 · 187 citations · Full text

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Learning and Asset Prices Under Ambiguous Information

Markus Leippold, Fabio Trojani, Paolo Vanini · Review of Financial Studies · 2007 · 132 citations

A simple model of credit contagion

Daniel Egloff, Markus Leippold, Paolo Vanini · Journal of Banking & Finance · 2007 · 110 citations

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Online payment fraud: from anomaly detection to risk management

Paolo Vanini, Sebastiano Rossi, Ermin Zvizdic et al. · Financial Innovation · 2023 · 107 citations · Full text

Robustness and Ambiguity Aversion in General Equilibrium

Fabio Trojani, Paolo Vanini · European Finance Review · 2004 · 75 citations

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