Work in Progress
  • “Momentum and Reversal Under Uncertainty,” with Rhys Bidder and Kent Smetters.

  • “A Robust Capital Asset Pricing Model.”

Working Papers
  • “Uncertainty Does Not Vanish in The Small,” with Francesco Girlanda, Fabio Maccheroni, Massimo Marinacci, and Sujoy Mukerji (2016).

  • “Does Uncertainty Vanish in The Small? The Smooth Ambiguity Case.” University of Minnesota, Manuscript (2014), with Fabio Maccheroni and Massimo Marinacci. Revise and resubmit at the Journal of Mathematical Economics (first 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.

  • Gissler Stefan, Jeremy Oldfather, and Doriana Ruffino. “Lending on Hold: Regulatory Uncertainty and Bank Credit Standards.” Accepted at the Journal of Monetary Economics.

  • Ruffino, Doriana. “Some Implications of Knightian Uncertainty for Finance and Regulation.” In FEDS Notes (2014).

  • Ruffino, Doriana. “Resuscitating Businessman Risk: A Rationale for Familiarity-Based Portfolios.” Review of Economic Dynamics, 17, n° 1, (2014): 107-130.

  • Maccheroni, Fabio, Massimo Marinacci, and Doriana Ruffino. “Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis.” Econometrica, 81, n° 3, (2013): 1075–1113.

  • 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.

  • 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.