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Mostrati risultati da 1 a 20 di 27
Data di pubblicazione Titolo Autore(i) File
1-gen-2022 Combining Upside and Downside Volatility in Investment Decision Bramante, Riccardo; Facchinetti, Silvia
1-gen-2022 A Multiple Rolling Turning Point Detection Method Bramante, Riccardo; Facchinetti, Silvia; Zappa, Diego
1-gen-2021 Market Crashes and Recoveries: The "Zero Risk Line" Approach Bramante, Riccardo; Facchinetti, Silvia
1-gen-2021 Black’s model in a negative interest rate environment, with application to OTC derivatives Bramante, Riccardo; Dallago, Gimmi; Facchinetti, Silvia
1-gen-2019 Online detection of financial time series peaks and troughs: A probability‐based approach* Bramante, Riccardo; Facchinetti, Silvia; Zappa, Diego
1-gen-2019 Online detection of financial time series peaks and troughs: A probability-based approach Bramante, Riccardo; Facchinetti, Silvia; Zappa, Diego
1-gen-2018 Sovereign co-risk measures in the Euro Area Arbia, Giuseppe; Bramante, Riccardo; Facchinetti, Silvia; Zappa, Diego
1-gen-2018 Modelling Inter-country Spatial Financial Interaction with Graphical Lasso: An application to Sovereign co-risk Evaluation Arbia, Giuseppe; Bramante, Riccardo; Facchinetti, Silvia; Zappa, Diego
1-gen-2017 ON THE TURNING POINT DETECTION IN FINANCIAL TIME SERIES Bramante, Riccardo; Facchinetti, Silvia
1-gen-2015 PORTFOLIO SELECTION WITH LASSO ALGORITHM Bramante, Riccardo; Facchinetti, Silvia; Zappa, Diego
1-gen-2015 On the use of the market model R-square as a measure of stock price efficiency Bramante, Riccardo; Petrella, Giovanni; Zappa, Diego
1-gen-2015 Global versus local beta models: A partitioned distribution approach Bramante, Riccardo; Zappa, Diego
1-gen-2014 Fitting Financial Returns Distributions: A Mixture Normality Approach . Bramante, Riccardo; Zappa, Diego
1-gen-2013 Credit Risk Measurement and Ethical Issues: some Evidences from the Italian Banks Bramante, Riccardo; Nai Ruscone, Marta; Spani, Pasquale
1-gen-2013 Credit risk measurement and ethical issue: some evidences from the italian banks Nai Ruscone, Marta; Bramante, Riccardo; Spani, Pasquale
1-gen-2013 PORTFOLIO OPTIMIZATION UNDER A PARTITIONED-BETA MODEL Bramante, Riccardo; Zappa, Diego
1-gen-2013 On the interpretation and estimation of the market model R-square Bramante, Riccardo; Petrella, Giovanni; Zappa, Diego
1-gen-2013 On the use of the market model R-square as a measure of stock price efficiency Bramante, Riccardo; Petrella, Giovanni; Zappa, Diego
1-gen-2012 Appunti di Metodi Statistici per la Finanza e le Assicurazioni Zappa, Diego; Nai Ruscone, Marta; Bramante, Riccardo
1-gen-2012 Decorrelation techniques in Value at Risk estimation Bramante, Riccardo
Mostrati risultati da 1 a 20 di 27
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