Maccheroni, Fabio, Massimo Marinacci, and Doriana Ruffino. “Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis.” Econometrica, forthcoming.
Ruffino, Doriana, and Jonathan Treussard. “Financial Frictions and Risky Corporate Debt.” Economic Notes 36, n°. 1 (2007): 77-87.
Ruffino, Doriana, and Jonathan Treussard. “Derman and Taleb's ‘The Illusions of Dynamic Replication’: A Comment.” Quantitative Finance, 6, n°. 5 (2006): 365-67.
Ruffino, Doriana. “Real Options.” In Rama Cont (ed.), Encyclopedia of Quantitative Finance, John Wiley and Sons (2010): 1488-1493.
Bodie, Zvi, Doriana Ruffino, and Jonathan Treussard. “Contingent Claims Analysis and Life-Cycle Finance.” AER Papers and Proceeding , 98, n°. 2, (2008): 291-96.
“Does Uncertainty Vanish in The Small? The Smooth Ambiguity Case.” University of Minnesota, Manuscript (2012), with Fabio Maccheroni and Massimo Marinacci. Revise and resubmit at the Journal of Mathematical Economics (first round).
“Resuscitating Businessman Risk: A Rationale for Familiarity-Based Portfolios.” University of Minnesota, Manuscript (2012). Revise and resubmit at the Review of Economic Dynamics (second round).
Job Shopping: A Theory of Human Capital Accumulation. University of Minnesota, Manuscript (2013).
“Lumps and Clusters in Duopolistic Investment Games: An Early Exercise Premium Approach.” Boston University, Manuscript (2007), with Jonathan Treussard.
“A Study of Inaction in Investment Games via the Early Exercise Premium Representation.” Boston University, Manuscript (2006), with Jonathan Treussard.
“Optimal Age-Based Portfolios with Stochastic Investment Opportunity Sets.” Boston University, Manuscript (2006), with Jonathan Treussard.
“Estimating Return Parameters with Short Historical Data: The Case of U.S. Treasury Inflation-Protected Securities,” with Robert C. Merton.
“Pricing Policies by Dominant Firms: The Gorilla Sleeps Anywhere the Gorilla Wants to Sleep,” with Rosella Nicolini.
This individual is not scheduled to teach in the last, current, or next term.
Referee: Journal of Economic Theory, Review of Financial Studies, American Economic Review, Economic Modeling, Journal of Economic Dynamics and Control, Journal of Monetary Economics, Journal of Risk and Insurance, Management Science, Handbook of Technology Management
Program Committee Member: Mini-conference in Asset Pricing, Minneapolis (2011, 2012)
Chair, Young ISSNAF Minnesota, Feb. 2012-present
Outstanding Referee Award 2007, Journal of Economic Dynamics and Control, 2008
Scholarship “Luigi Einaudi,” Ente Luigi Einaudi, 2007-2008
Summer Research Award, Boston University, 2007
Higher Standard Award, PRMIA Institute, 2007
Scholarship “Bonaldo Stringher,” Bank of Italy, 2005-2007
Premio Optime, Unione Industriale di Torino, 2005
Presidential fellowship, Boston University, 2004-2005
Collegio Carlo Alberto Research Grant, Collegio Carlo Alberto, 2011
Deans' Small Research Grant, Carlson School of Management, 2009, 2011
Travel Grant, Institute for Economic Development, Boston University, 2007