Nicola Carcano
http://usi.to/fpj
Publications
Key publications (5)
- Carcano N. (2015) Modern multi-factor analyses of bond portfolios: critical implications for hedging and investing (edited with Giovanni Barone-Adesi)
- Carcano N., Dall'O H. (2011) Alternative models for hedging yield curve risk: An empirical comparison
- Carcano N. (2009) Yield curve risk management: adjusting principal component analysis for model errors
- Carcano N. (2007) Country and currency diversification of bond investments: do they really make sense for Swiss investors?
- Carcano N., Foresi S. (1997) Hedging versus Interest Rate Risk: Reconsidering Volatility-Adjusted Immunization
Journal Article (6)
- Carcano N., Dall'O H. (2011) Alternative models for hedging yield curve risk: An empirical comparison, Journal of Banking and Finance, November
- Carcano N. (2009) Yield curve risk management: adjusting principal component analysis for model errors, Journal of Risk, Volume 12/Number 1, Fall 2009
- Carcano N. (2007) Country and currency diversification of bond investments: do they really make sense for Swiss investors?, Financial Markets and Portfolio Management, Springer Boston, 21 (1)
- Carcano N., Foresi S. (1997) Hedging versus Interest Rate Risk: Reconsidering Volatility-Adjusted Immunization, Journal of Banking and Finance, February 1997
- Carcano N. (1996) Il Forfaiting come Forma di Finanziamento del Commercio Internazionale: Tendenze e Prospettive, Bancaria, February 1996
- Carcano N. (1995) Le Grandi Banche Commerciali Americane verso la Metà degli Anni '90: Strategie e Prospettive, Rivista Bancaria
Book (2)
- Carcano N. (2015) Modern multi-factor analyses of bond portfolios: critical implications for hedging and investing (edited with Giovanni Barone-Adesi). Palgrave MacMillan
- Carcano N. (2004) An Equilibrium Model of Expected Returns for Long-Term Risk_free Bonds. (Ph.D. Dissertation at the HSG, University of St. Gallen), Difo-Druck GmbH, Bamberg
