Working papers
"Life-cycle Investing with Personal Disaster Risk," with F. Bagliano and C.Fugazza. Proceedings of Paris December 2020 Finance Meeting EUROFIDAI – ESSEC
"Hedging Labor Income Risk over the Life-Cycle”, with F. Bagliano and C.Fugazza. Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
“Employment Risk over the Life Cycle” Carolina Fugazza, Carlo Alberto Notebooks 280, 2012, Collegio Carlo Alberto.
“Life-Cycle Portfolio Choice with Liquid and Illiquid Financial Assets” Carlo Alberto Notebooks 269, 2012, Collegio Carlo Alberto (con Claudio Campanale e Francisco Gomes)
“Optimal life-cycle portfolios for heterogeneous workers” Carlo Alberto Notebooks 266, 2012 Collegio Carlo Alberto (con Fabio Bagliano e Giovanna Nicodano)
“Optimal life-cycle portfolios for heterogeneous workers” Working papers 012, (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche) , 2012 University of Turin (con Fabio Bagliano e Giovanna Nicodano)
“Tracking the Italian employees' TFR over their working life careers” CeRP Working Papers 125, 2011.
“1/N and long run optimal portfolios: results for mixed asset menus” Working Papers 2010-003, Federal Reserve Bank of St. Louis, 2010 (con Massimo Guidolin e Giovanna Nicodano)
“International diversification and industry-related labor income risk” Carlo Alberto Notebooks 192, Collegio Carlo Alberto, 2010 (con Maela Giofrè e Giovanna Nicodano)
“Time and risk diversification in real estate investments: assessing the ex post economic value” Working Papers 2009-001, Federal Reserve Bank of St. Louis, 2009 (con Massimo Guidolin e Giovanna Nicodano)
“Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value” Carolina Fugazza, Massimo Guidolin and Giovanna Nicodano, CeRP Working Papers 82, 2009 (con Massimo Guidolin e Giovanna Nicodano)
“International Diversification and Labour Income Risk ” Netspar DP 01/2008-002 –Funded by Rotman ICPM, International Centre for Pension Management (Toronto, Canada) and Netspar - Network for Studies on Pensions, Ageing and Retirement (the Netherlands) (con Maela Giofrè e Giovanna Nicodano)
“Time and risk diversification in real estate investments: assessing the ex post economic value” Carolina Fugazza, Massimo Guidolin e Giovanna Nicodano, Netspar DP, 2008-030.
“Investing in Mixed Asset Portfolios: the Ex- Post Performance” Carolina Fugazza, Massimo Guidolin and Giovanna Nicodano, CeRP Working Papers 69 , 2007.
“International Diversification and Labor Income Risk” Carolina Fugazza, Maela Giofré and Giovanna Nicodano, CeRP Working Papers 67, 2007 (con Maela Giofrè e Giovanna Nicodano)
“Investing for the long-run in European real estate” Working Papers 2006-028, Federal Reserve Bank of St. Louis, also CeRP Working Papers 40, 2006 (con Massimo Guidolin e Giovanna Nicodano)
“Investing for the Long-Run in European Real Estate. Does Predictability Matter?” CeRP Working Papers 40, 2005 (con Massimo Guidolin e Giovanna Nicodano)
“An Empirical Assessment of the Italian Severance Payment (TFR)” CeRP Working Papers 38, 2005, (con Federica Teppa)
“A Comparative Analysis of the Costs of Italian Individual Pension Plans” CeRP Working Papers 33, 2004 (con Elsa Fornero e Giacomo Ponzetto)