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Paolo Zaffaroni (1967-)

Wirtschaftswissenschaftler

Name	Paolo Zaffaroni
Time	1967- (Date of birth and death)
Place	Italien
Gender	männlich
Academic degree	Prof. Dr.
Profession	Wirtschaftswissenschaftler (characteristic profession)
Variant	P. Zaffaroni
Related	Università degli studi di Roma "La Sapienza" Banca d'Italia. Servizio Studi London School of Economics and Political Science Imperial College of Science, Technology and Medicine
Further information	Ph.D. London 1997
Source	LCAuth; PHP Homepage: http://www.imperial.ac.uk/AP/faces/pages/read/Home.jsp?person=p.zaffaroni&_adf.ctrl-state=bqq2eln5y_3&_afrRedirect=391682317946000
Record type	Person
GND-Identifier	129789984
Record ID	129789984
Involved in show all Optimality and diversifiability of mean variance and arbitrage pricing portfolios Model averaging in risk management with an application to futures markets Optimal asset allocation with factor models for large portfolios Fast micro and slow macro : can aggregation explain the persistence of inflation? Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management

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Paolo Zaffaroni (1967-)

Optimality and diversifiability of mean variance and arbitrage pricing portfolios

Model averaging in risk management with an application to futures markets

Optimal asset allocation with factor models for large portfolios

Fast micro and slow macro : can aggregation explain the persistence of inflation?

Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management