1 citations · 1 across the 5 of their papers we have counts for
6 papers
A calibrated model of debt recycling with interest costs and tax shields: viability under different fiscal regimes and jurisdictions
Carlo von der Osten, Sabrina Aufiero, Pierpaolo Vivo +2
Debt recycling is a leveraged equity management strategy in which homeowners use accumulated home equity to finance investments, applying the resulting returns to accelerate mortga…
Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review
Sabrina Aufiero, Silvia Bartolucci, Fabio Caccioli +1
This work explores the formation and propagation of systemic risks across traditional finance (TradFi) and decentralized finance (DeFi), offering a comparative framework that bridg…
Introducing Repository Stability
Giuseppe Destefanis, Silvia Bartolucci, Daniel Graziotin +2
Drawing from engineering systems and control theory, we introduce a framework to understand repository stability, which is a repository activity capacity to return to equilibrium f…
Mining a Decade of Event Impacts on Contributor Dynamics in Ethereum: A Longitudinal Study
Matteo Vaccargiu, Sabrina Aufiero, Cheick Ba +6
We analyze developer activity across 10 major Ethereum repositories (totaling 129884 commits, 40550 issues) spanning 10 years to examine how events such as technical upgrades, mark…
Financial instability transition under heterogeneous investments and portfolio diversification
Preben Forer, Barak Budnick, Pierpaolo Vivo +3
We analyze the stability of financial investment networks, where financial institutions hold overlapping portfolios of assets. We consider the effect of portfolio diversification a…
Top eigenpair statistics of diluted Wishart matrices
Barak Budnick, Preben Forer, Pierpaolo Vivo +3
Using the replica method, we compute the statistics of the top eigenpair of diluted covariance matrices of the form , where is a…