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Andrea Tarelli
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Year
Sustainable investing with ESG rating uncertainty
D Avramov, S Cheng, A Lioui, A Tarelli
Journal of Financial Economics 145 (2), 642-664, 2022
5472022
Chasing the ESG factor
A Lioui, A Tarelli
Journal of Banking & Finance 139 (June 2022), 106498, 2022
702022
Capital structure decisions and the optimal design of corporate market debt programs
L Martellini, V Milhau, A Tarelli
Journal of Corporate Finance 49, 141-167, 2018
392018
Dynamic ESG equilibrium
D Avramov, A Lioui, Y Liu, A Tarelli
Management Science, 2024
322024
Toward conditional risk parity: Improving risk budgeting techniques in changing economic environments
L Martellini, V Milhau, A Tarelli
The Journal of Alternative Investments 18 (1), 48-64, 2015
142015
Bail-in vs bail-out: Bank resolution and liability structure
L Leanza, A Sbuelz, A Tarelli
International Review of Financial Analysis 73, 101642, 2021
112021
Structural recovery of face value at default
R Guha, A Sbuelz, A Tarelli
European Journal of Operational Research 283 (3), 1148-1171, 2020
112020
Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds
L Martellini, V Milhau, A Tarelli
The Journal of Fixed Income 24 (3), 5-29, 2015
112015
Macroeconomic environment, money demand and portfolio choice
A Lioui, A Tarelli
European Journal of Operational Research 274 (1), 357-374, 2019
82019
Factor investing for the long run
A Lioui, A Tarelli
Journal of Economic Dynamics and Control 117 (August 2020), N/A-N/A, 2020
62020
Money illusion and TIPS demand
A Lioui, A Tarelli
Journal of Money, Credit and Banking 55 (1), 171-214, 2023
42023
Active fund management when ESG matters
D Avramov, S Cheng, A Tarelli
Available at SSRN 4182602, 2024
3*2024
Dynamic investment strategies for corporate pension funds in the presence of sponsor risk
L Martellini, V Milhau
Investment Magazine, 42-43, 2012
22012
Estimation risk versus optimality risk: An ex-ante efficiency analysis of alternative equity portfolio diversification strategies
L Martellini, V Milhau, A Tarelli
Bankers, Markets & Investors, 26-42, 2014
12014
Quantitative Finance: Problems and Solutions
A Sbuelz, A Tarelli
Giappichelli, 2021
2021
No-arbitrage one-factor term structure models in zero- or negative-lower-bound environments
A Tarelli
Investment Management and Financial Innovations 17 (1), 197-212, 2020
2020
Does monetary policy matter for a long-term investor?
A Lioui, A Tarelli
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Articles 1–17