| A geometric approach to multiperiod mean variance optimization of assets and liabilities M Leippold, F Trojani, P Vanini Journal of Economic Dynamics and Control 28 (6), 1079-1113, 2004 | 237 | 2004 |
| A simple model of credit contagion D Egloff, M Leippold, P Vanini Journal of Banking & Finance 31 (8), 2475-2492, 2007 | 167 | 2007 |
| Learning and asset prices under ambiguous information M Leippold, F Trojani, P Vanini The Review of Financial Studies 21 (6), 2565-2597, 2008 | 157 | 2008 |
| The quantification of operational risk M Leippold, P Vanini Available at SSRN 481742, 2003 | 115 | 2003 |
| Robustness and ambiguity aversion in general equilibrium F Trojani, P Vanini Review of Finance 8 (2), 279-324, 2004 | 103 | 2004 |
| Equilibrium impact of value-at-risk regulation M Leippold, F Trojani, P Vanini Journal of Economic Dynamics and Control 30 (8), 1277-1313, 2006 | 67 | 2006 |
| Modelling operational risk S Ebnöther, P Vanini, A McNeil, P Antolinez-Fehr Journal of Risk 5 (3), 1-16, 2003 | 65 | 2003 |
| Operational risk: A practitioner's view S Ebnother, P Vanini, A McNeil, P Antolinez Journal of Risk 5, 1-16, 2003 | 59 | 2003 |
| A note on robustness in Merton's model of intertemporal consumption and portfolio choice F Trojani, P Vanini Journal of economic dynamics and control 26 (3), 423-435, 2002 | 57 | 2002 |
| Stated and revealed investment decisions concerning retail structured products B Döbeli, P Vanini Journal of Banking & Finance 34 (6), 1400-1411, 2010 | 50 | 2010 |
| Property derivatives and index-linked mortgages J Syz, P Vanini, M Salvi The Journal of Real Estate Finance and Economics 36 (1), 23-35, 2008 | 42 | 2008 |
| Multiperiod mean-variance efficient portfolios with endogenous liabilities M Leippold, F Trojani, P Vanini Quantitative Finance 11 (10), 1535-1546, 2011 | 36 | 2011 |
| Online payment fraud: from anomaly detection to risk management Vanini, Zvizdic, Domenig, Rossi Financial Innovation. Published 13 March 2023 https://doi.org/10.1186/s40854 …, 2023 | 32 | 2023 |
| Credit portfolios: What defines risk horizons and risk measurement? S Ebnöther, P Vanini Journal of Banking & Finance 31 (12), 3663-3679, 2007 | 30 | 2007 |
| Credit migration risk modelling A Andersson, P Vanini Journal of Credit Risk, 2008 | 23 | 2008 |
| Optimal credit limit management under different information regimes M Leippold, P Vanini, S Ebnoether Journal of Banking & Finance 30 (2), 463-487, 2006 | 21 | 2006 |
| From operational risk to operational excellence B Doebeli, M Leippold, P Vanini Advances in operational risk management, 2003 | 21 | 2003 |
| On habits and addictions N Braun, P Vanini Journal of Institutional and Theoretical Economics (JITE)/Zeitschrift für …, 2003 | 20 | 2003 |
| Old-age provision: past, present, future H Albrecher, P Embrechts, D Filipović, GW Harrison, P Koch, S Loisel, ... European Actuarial Journal 6, 287-306, 2016 | 17 | 2016 |
| Arbitrage free price bounds for property derivatives JM Syz, P Vanini The Journal of Real Estate Finance and Economics 43 (3), 281-298, 2011 | 15 | 2011 |
Markus LeippoldUniversity of Zurich, Department of Finance在 bf.uzh.ch 的电子邮件经过验证
