Carolina Fugazza

University of Torino - Department of Economics ESOMAS

Torino

Italy

SCHOLARLY PAPERS

5

DOWNLOADS

257

SSRN CITATIONS
Rank 45,309

SSRN RANKINGS

Top 45,309

in Total Papers Citations

14

CROSSREF CITATIONS

1

Scholarly Papers (5)

Optimal Life-Cycle Portfolios for Heterogeneous Workers

Netspar Discussion Paper No. 06/2013-025
Number of pages: 46 Posted: 19 Aug 2013
Fabio C. Bagliano, Carolina Fugazza and Giovanna Nicodano
University of Turin - Department of Economics and Statistics, University of Torino - Department of Economics ESOMAS and University of Turin - Department ESOMAS
Downloads 65 (461,772)
Citation 5

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Life-cycle portfolio choice, background risk, age rule, investor heterogeneity, stock market participation

Optimal Life-Cycle Portfolios for Heterogeneous Workers

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 260
Number of pages: 38 Posted: 07 Dec 2013
Fabio C. Bagliano, Carolina Fugazza and Giovanna Nicodano
University of Turin - Department of Economics and Statistics, University of Torino - Department of Economics ESOMAS and University of Turin - Department ESOMAS
Downloads 32 (620,098)
Citation 2

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Life-cycle portfolio choice, background risk, age rule, investor heterogeneity

2.

Life-Cycle Asset Allocation and Unemployment Risk

Netspar Discussion Paper No. 10/2015-079
Number of pages: 20 Posted: 08 Mar 2016
Fabio C. Bagliano, Carolina Fugazza and Giovanna Nicodano
University of Turin - Department of Economics and Statistics, University of Torino - Department of Economics ESOMAS and University of Turin - Department ESOMAS
Downloads 62 (466,435)

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Life-cycle portfolio choice, unemployment risk, human capital depreciation, age rule

3.

Hedging Labor Income Risk over the Life-Cycle

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 39 Posted: 29 Oct 2019
University of Turin - Department of Economics and Statistics, University of Torino & CERP, University of Torino - Department of Economics ESOMAS and University of Turin - Department ESOMAS
Downloads 51 (509,979)
Citation 1

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4.

Life-cycle Investing with Personal Disaster Risk

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 35 Posted: 14 Oct 2020
Fabio C. Bagliano, Carolina Fugazza and Giovanna Nicodano
University of Turin - Department of Economics and Statistics, University of Torino - Department of Economics ESOMAS and University of Turin - Department ESOMAS
Downloads 44 (541,709)

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Equally Weighted vs. Long‐Run Optimal Portfolios

European Financial Management, Vol. 21, Issue 4, pp. 742-789, 2015
Number of pages: 48 Posted: 19 May 2020
Carolina Fugazza, Massimo Guidolin and Giovanna Nicodano
University of Torino - Department of Economics ESOMAS, University of Liverpool Management School and University of Turin - Department ESOMAS
Downloads 3 (870,054)

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equally weighted portfolios, strategic asset allocation, Real Estate Investment Trusts (REITs), return predictability, parameter uncertainty

Equally Weighted vs. Long-Run Optimal Portfolios

Forthcoming, European Financial Management
Posted: 28 Feb 2014
Giovanna Nicodano, Carolina Fugazza and Massimo Guidolin
University of Turin - Department ESOMAS, University of Torino - Department of Economics ESOMAS and University of Liverpool Management School

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asset allocation, return predictability, parameter uncertainty, REITs, portfolio performance