5 papers in the archive (2023–2025), average empirical rigor 4.5/10, average math complexity 6.2/10. Quadrant mix: Holy Grail ×2, Lab Rats ×2, Philosophers ×1.
Works mostly in Crypto Markets & DeFi, Risk Management & Tail Risk, Fixed Income & Interest Rates.
Frequent co-authors: Silvia Bartolucci (5), Fabio Caccioli (5), Sabrina Aufiero (4), Preben Forer (2), Francesco Caravelli (1), Barak Budnick (1).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
This paper is concerned with upstreamness and downstreamness of industries and countries. Upstreamness and downstreamness measure respectively the average distance of an industrial sector from final consumption and from primary inputs. Recently, Antràs and Chor reported a puzzling and counter-intuit
Debt recycling is a leveraged equity management strategy in which homeowners use accumulated home equity to finance investments, applying the resulting returns to accelerate mortgage repayment. We propose a novel framework to model equity and mortgage dynamics in presence of mortgage interest rates,
We analyze the stability of financial investment networks, where financial institutions hold overlapping portfolios of assets. We consider the effect of portfolio diversification and heterogeneous investments using a random matrix dynamical model driven by portfolio rebalancing. While heterogeneity
Debt recycling is an aggressive equity extraction strategy that potentially permits faster repayment of a mortgage. While equity progressively builds up as the mortgage is repaid monthly, mortgage holders may obtain another loan they could use to invest on a risky asset. The wealth produced by a suc
This work explores the formation and propagation of systemic risks across traditional finance (TradFi) and decentralized finance (DeFi), offering a comparative framework that bridges these two increasingly interconnected ecosystems. We propose a conceptual model for systemic risk formation in TradFi