2021
2021
New personal website online (send to me comments and feedback at raffaele.corvino@unito.it)
My job market paper "Dynamic Ownership and Private Benefits" (with M. Breugem) has been accepted for publication and is now forthcoming in the Journal of Corporate Finance. The full-text published version of the paper available here
Portfolio Optimization matlab codes with application on real stocks data available here (from my Asset Allocation & Pricing lectures at the University of Torino)
Matlab codes for Econometrics available here. For teaching and research: GLS, IV, GMM, MLE, and others (from my Econometrics & Programming lectures at the Collegio Carlo Alberto - Master in Finance, Insurance and Risk Management)
Our research project “The income-hedging motive of stock market participation” has been finally accepted for funding from the INQUIRE Europe and will be shortly presented on their webinar.
Our research project “Pandemic Tail Risk” (with M. Breugem, R. Marfè, L. Schoenleber) has received funding from the INQUIRE Europe. Latest version of the paper available here
The preliminary draft of our new working paper "Gambling on Education: Investment Skills and Wealth Inequality" (with F. Ruggiero) is now finally ready on SSRN. Visit the page and download the paper.
Our working paper "Hedging Permanent Income Shocks" (with F. Bagliano, C. Fugazza, G. Nicodano) has been accepted for presentation at the ESEM Conference 2022.
Our working paper "Control Motivations and Firm Growth" (with A. Ellul and A. Piccolo) has been accepted for presentation at the CICF Conference 2022.
Our paper "Default Risk Premium and Asset Prices" (with G. Fusai) has been accepted for publication and is now forthcoming in the Journal of Financial Stability. Link to the published paper here.
Our research project "Investment Skills and Wealth Inequality" (with F. Ruggiero and A. Ruggieri) has been selected and will receive funding from the OEE (Observatoire de l'epargne européenne). A previous version of the paper is available on SSRN
Our working paper "Hedging Permanent Income Shocks" (with F. Bagliano, C. Fugazza, G. Nicodano) has been accepted for presentation at the CEPR Workshop on Household Finance 2022. The latest draft is available here.
Our working paper "Control Motivations and Firm Growth" (with A. Ellul and A. Piccolo) has been accepted for presentation at the next 2023 Annual Meeting of the Midwest Finance Asssociation
Our working paper "Hedging Permanent Income Shocks" (with F. Bagliano, C. Fugazza, G. Nicodano) has been accepted for presentation at the Paris Rik Forum 2023
Our working paper "Hedging Permanent Income Shocks" (with F. Bagliano, C. Fugazza, G. Nicodano) has been accepted for presentation at the ZEW Mannheim Conference on "Ageing and Sustainable Finance"
Our working paper "Nowcasting Corporate Leverage" (with F. Maglione and B. Palazzo) has been accepted for presentation at the Annual Meeting of the French Finance Association
Our working papers "Nowcasting Corporate Leverage" (with F. Maglione and B. Palazzo) and "Skills, Education and Wealth Inequality" (with E. Castagno and F. Ruggiero) have been accepted for presentation at the Quantitative Finance Workshop 2023
Our working paper "Nowcasting Corporate Leverage" (with F. Maglione and B. Palazzo) has been accepted for presentation at the International Risk Management Conference 2023
Our working papers "Hedging Permanent Income Shocks" (with F. Bagliano, C. Fugazza, G. Nicodano) and "Skills, Education and Wealth Inequality" (with E. Castagno and F. Ruggiero) have been accepted for presentation at the NETSPAR International Pension Workshop 2023
Our working paper "Control Motivations and Firm Growth" (with A. Ellul and A. Piccolo) has been accepted for presentation at the 2023 Dolomites Summer Finance Conference
Our working paper "Skills, Education and Wealth Inequality" (with E. Castagno and F. Ruggiero) has been accepted for presentation at the 2023 CEAR-RSI Conference. Watch the presentation on YouTube
Our working paper "Control Motivations and Firm Growth" (with A. Ellul and A. Piccolo) has been accepted for presentation at the 4th Annual Boca Corporate Finance and Governance Conference
Our working paper "Skills, Education and Wealth Inequality" (with E. Castagno and F. Ruggiero) is on the program of the First Turin Workshop on Financial Literacy. Download the program
Our working paper "Hedging Permanent Income Shocks" (with F. Bagliano, C. Fugazza, G. Nicodano) has been accepted for presentation at the 2024 annual meeting of the American Finance Association. See the program & download the slides
In June 2024, I have joined the Finance Department of NEOMA Business School as an Assistant Professor of Finance.
Our paper "Pandemic Tail Risk" (with M. Breugem, R. Marfè, L. Schoenleber) has been accepted for publication in the Journal of Banking and Finance.
Our paper "Pandemic Tail Risk" (with M. Breugem, R. Marfè, L. Schoenleber) is now finally published in the Journal of Banking and Finance (October 2024, Volume 167).
Our paper "Market leverage and Financial Soundness" has been accepted for presentation at the annual Conference on Real-Time Data Analysis, Methods and Applications hosted by the Bank of Canada in Ottawa.
Our paper "Market leverage and Financial Soundness" (with F. Maglione and B. Palazzo) has been accepted for presentation at the annual Conference on Real-Time Data Analysis, Methods and Applications hosted by the Bank of Canada in Ottawa
Our paper "Market leverage and Financial Soundness" (with F. Maglione and B. Palazzo) has been accepted for presentation at the annual meetings of the International Association Applied Econometrics and the Spanish Finance Association (Finance Forum)
Our working paper "Control Motivations and Firm Growth" (with A. Ellul, A. Piccolo, and S. Sacchetto) has been accepted for presentation at the 7th Erasmus Corporate Governance Conference hosted by the Erasmums University in Rotterdam