Concepedia

Andrea Buraschi

AB

35

Publications

2.8K

Citations

24

H-Index

1999

Active since

Affiliations

Centre for Economic Policy Research(Current)

Imperial College London

Swiss Finance Institute

University of Geneva

London Business School

Andrea Buraschi is an author at Centre for Economic Policy Research specializing in finance, business, and asset pricing.

ORCID

Top concepts

Publications per year

1999–2021

35

Publications

35

Model Uncertainty and Option Markets with Heterogeneous Beliefs

Andrea Buraschi, Alexei Jiltsov · The Journal of Finance · 2006 · 367 citations

, , +17

Inflation risk premia and the expectations hypothesis

Andrea Buraschi, Alexei Jiltsov · Journal of Financial Economics · 2005 · 266 citations

, , +6

Correlation Risk and Optimal Portfolio Choice

Andrea Buraschi, Paolo Porchia, Fabio Trojani · The Journal of Finance · 2010 · 254 citations

, , +14

The Price of a Smile: Hedging and Spanning in Option Markets

Andrea Buraschi, Jens Carsten Jackwerth · Review of Financial Studies · 2001 · 232 citations

When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia

Andrea Buraschi, Fabio Trojani, Andrea Vedolin · The Journal of Finance · 2013 · 200 citations

, , +17

Rows per page

1–5 of 35