Mainini, Alessandra
Dettaglio
Mainini, Alessandra
Pubblicazioni
Risultati 1 - 7 di 7 (tempo di esecuzione: 0.0 secondi).
Data di pubblicazione | Titolo | Autore(i) | File | |
---|---|---|---|---|
1 | 2018 | Use of copulas for Value-At-Risk calculation and back-testing with an application to Italian data | Agosto, Arianna; Mainini, Alessandra; Moretto, Enrico | - |
2 | 2018 | Welfare effects of information and rationality in portfolio decisions under parameter uncertainty | Longo, Michele; Mainini, Alessandra | - |
3 | 2016 | Learning and Portfolio Decisions for CRRA Investors | Longo, Michele; Mainini, Alessandra | - |
4 | 2013 | Portfolio comparison with complete and partial observation for a hara investor | Mainini, Alessandra; Longo, Michele | - |
5 | 2013 | Portfolio optimization under partial information and cara preferences | Mainini, Alessandra; Longo, Michele | - |
6 | 2011 | Continuous-Time Principal-Agent Problems under Partial Information (A Stochastic Control Approach) | Mainini, Alessandra | - |
7 | 2010 | Political Accountability: A Stochastic Control Approach | Longo, Michele; Mainini, Alessandra | - |