Galvani, Valentina
Assistant Professor of Economics
Dr. Galvani has graduate degrees in Mathematics from the University of Milan (1998) and in Financial Mathematics from the University of Brescia (2001). She also received a Masters (2003) and a Ph.D. (2005) in Economics from Purdue University.
Valentina’s work interests include general equilibrium asset pricing, fixed income securities and derivative markets. Her current research focuses on financial market completeness obtained by derivative trading and on the assessment of diversification benefits in fixed income securities and derivative markets.
Teaching Winter 2010
- Econ 387: Applications of Mathematics to Economics II
- Econ 699: Research Topics
Publications
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V. Galvani, A. Plourde, "Portfolio Diversification in Energy Markets", Energy Economics, 32, pp 257-268, 2010. Available online at http://dx.doi.org/10.1016/j.eneco.2009.05.015
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Valentina Galvani and Aslan Behnamian, 2008, "Diversification Gains in the Market for Provincial Bonds", of the Quarterly Journal of Finance and Accounting, formerly, Quarterly Journal of Business and Economics, 47(4), 125-143. Special MFA issue; Financing Costs, Earnings Management, and Risks: Debt and Equity Markets, Editors: John Wingender and Lloyd Blenman.
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Valentina Galvani, 2008, "Option Spanning with Exogenous Information Structure", Journal of Mathematical Economics, Vol. 45(1-2), pp 73-79, Jan. 2009.
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Valentina Galvani and Aslan Behnamian, 2008, "Diversification Gains in the Market for Provincial Bonds", Proceedings of the 2008 Annual Meeting of the Midwest Finance Society, San Antonio, February 27-March 1, 2008.
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Valentina Galvani , 2007, "Underlying assets for which options complete the market", Finance Research Letters, Vol. 4(1), pp 59-66.
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Valentina Galvani , 2007, "A Note on Spanning With Options", Mathematical Social Sciences, Vol. 54, pp 106-114.
Work in Progress
- V. Galvani, A. Behnamian, "A Comparative Analysis of the Returns on Provincial and Federal Canadian Bonds".
- V. Galvani, A. Plourde "Spanning with Zero-Price Investment Assets"
- V. Galvani, V.G. Troitsky, "Options and Efficiency in Spaces of Bounded Claims"