Zobrazeno 1 - 10
of 18
pro vyhledávání: '"Doriana Ruffino"'
Publikováno v:
Journal of Monetary Economics. 81:89-101
The 2011–2013 rule-making process for the regulation of qualified mortgages was correlated with a reduction in mortgage lending. In this paper, we document this correlation at the bank level. Using a novel measure of banks׳ perception of regulator
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::97794c2382da363e1b1d637a2c33f7d7
https://doi.org/10.1016/j.jmoneco.2016.03.011
https://doi.org/10.1016/j.jmoneco.2016.03.011
Publikováno v:
FEDS Notes. 2016
Can we measure the complexity of large banks by comparing their balance sheets?
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6fba27333e284b7869d95b738f9218ac
https://doi.org/10.17016/2380-7172.1802
https://doi.org/10.17016/2380-7172.1802
Autor:
Doriana Ruffino
Publikováno v:
FEDS Notes. 2014
With the recession of 2008, "uncertainty" became a buzzword. Since then, economists have largely shaped how policymakers, politicians, and the general public think about uncertainty, through, among other means, models that explicitly account for unce
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::854dff75fddb404653139590fc9c2c89
https://doi.org/10.17016/2380-7172.0013
https://doi.org/10.17016/2380-7172.0013
Autor:
Doriana Ruffino
Publikováno v:
SSRN Electronic Journal.
We build a market equilibrium theory of asset prices under Knightian uncertainty. Adopting the mean-variance decision making model of Maccheroni, Marinacci, and Ruffino (2013a), we derive explicit demands for assets and formulate a robust version of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3b4f96f61fe23145d82c9605fee081ec
https://doi.org/10.2139/ssrn.2376371
https://doi.org/10.2139/ssrn.2376371
Autor:
Doriana Ruffino
This paper studies two frequently observed portfolio behaviors that are seemingly inconsistent with rational portfolio choice. The first is the tendency of workers and entrepreneurs to hold their companyʼs stock. The second is the propensity of work
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8e82377adf32ae9d0044be47aabd76a8
http://www.carloalberto.org/assets/working-papers/no.252.pdf
http://www.carloalberto.org/assets/working-papers/no.252.pdf
Autor:
Rosella Nicolini, Doriana Ruffino
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::db3e4d98de2502a6e24e31d1f00325fb
https://doi.org/10.2139/ssrn.1782923
https://doi.org/10.2139/ssrn.1782923
Publikováno v:
Econometrica
We derive the analogue of the classic Arrow-Pratt approximation of the certainty equivalent under model uncertainty as described by the smooth model of decision making under ambiguity of Klibano¤, Marinacci and Mukerji (2005). We study its scope by
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::51150f3ec6fa753cf56b702102be1e36
https://doi.org/10.2139/ssrn.1571620
https://doi.org/10.2139/ssrn.1571620
Autor:
Doriana Ruffino
Publikováno v:
SSRN Electronic Journal.
Academic research on consumption and portfolio choices over an individual’s life cycle has been flourishing for almost four decades. Since the seminal work of Merton (1969) and Samuelson (1969), economists’ models have supplied many asset allocat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7c339e6714205eb14ff9dcd514690fb5
https://doi.org/10.2139/ssrn.1910167
https://doi.org/10.2139/ssrn.1910167
Autor:
Doriana Ruffino
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::83abcf0b357040c12cb140b2a27dd83e
https://doi.org/10.2139/ssrn.1339991
https://doi.org/10.2139/ssrn.1339991