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