Equilibrium asset pricing, portfolio theory, behavioral finance, CEO compensation and risk-taking.
Asset prices when large investors interact strategically, Quantitative Finance, 2024
A Representation of Keynes's long-term expectation in financial markets, International Journal of Theoretical and Applied Finance, 2023 (with M. Basili, A. Chateauneuf and G. Scianna)
International capital markets with interdependent preferences: Theory and empirical evidence, Journal of Economic Behavior & Organization, 2023 (with Ilya Dergunov)
Price impact, strategic interaction and portfolio choice, North American Journal of Economics and Finance, 2022
Divergent risk-attitudes and endogenous collateral constraints, Journal of Economic Theory, 2021 (with Ester Faia)
Technology trade with asymmetric tax regimes and heterogeneous labor markets: implications for macro quantities and asset prices, International Journal of Finance and Economics, 2020 (with M. Donandelli and P. Grüning )
Pricing sin stocks: ethical preference vs. risk aversion, European Economic Review, 2019 (with S. Colonnello and Alessandro Gioffré)
CEO investment of deferred compensation plans and firm performances , Journal of Business Finance & Accounting, 2019, (with D. Cambrea, S. Colonnello and G. Fantini)
Portfolio choice and asset prices when preferences are interdependent, Journal of Economic Behavior & Organization, 2017,
Direct and indirect risk-taking incentives of inside debt, Journal of Corporate Finance, 2017 (with S. Colonnello and G. N. Hoang)
Optimal portfolio choice with loss aversion over consumption, 2017, The Quarterly Review of Economics and Finance
Investor sentiment and sectoral stock returns: evidence from world cup games, Finance Research Letters, 2016, (with M. Donadelli, R. Kizys and M. Riedel)
Loss Aversion, habit formation and the term structures of equity and interest rates, 2015, Journal of Economic Dynamics and Control
Matching the BRIC ERP: A structural approach, Emerging Markets Review, 2015 (with M. Donadelli and P. Grüning)
Whose forecaster matters? The risk premium of ptimistic and pessimistic disagreement (with Ilya Dergunov and Christian Schlag )
Trading away incentives (with S. Colonnello and S. Xia)
When does deferring pay reduce Bank Risk? (with S. Colonnello and S. Xia)
Ambiguity in pricing climate uncertainty (with M. Donadelli, Ivan Gufler, Valeria Patella, and Massimo Ziad Ammar)
Investor behavior in the pre-opening: the role of price impact and strategic interaction