Scorri Autori Unibg
Global Continuous Optimization: a Parallel Genetic Approach
1993-01-01 Giacometti, Rosella; Bertocchi, Marida
On Optimal Design of Treasury Bonds
1993-01-01 Giacometti, Rosella
Bond portfolio management with repo contracts: the Italian case
2000-01-01 Bertocchi, Maria; Giacometti, Rosella; Slominski, Leon
Performance of a Hedged portfolio Model in presence of Extreme events
2001-01-01 Giacometti, Rosella; Castellano, Rosella
A nonparametric model for analysis of the EURO bond market
2003-01-01 Abaffy, Jozsef; Bertocchi, Maria; Dupacova, Jitka; Giacometti, Rosella; Huskova, Marie; Moriggia, Vittorio
Risk measures for asset allocation models
2004-01-01 ORTOBELLI LOZZA, Sergio; Giacometti, Rosella
The Impact of Different Distributional Hypothesis on Returns in Asset Allocation
2005-01-01 Bertocchi, Maria; Giacometti, Rosella; Ortobelli Lozza, Sergio; Rachev, Svetlozar Todorov
On pricing of Credit spread options
2005-01-01 Giacometti, Rosella; Teocchi, Mariangela
Risk factor analysis and portfolio immunization in the corporate bond market
2005-01-01 Bertocchi, Maria; Giacometti, Rosella; Zenios, Stavros A.
A stochastic framework for gas retailer based on temperature and oil prices evolution
2007-01-01 Maggioni, Francesca; Vespucci, Maria Teresa; Gambarini, S.; Allevi, Elisabetta; Bertocchi, Maria; Giacometti, Rosella; Innorta, Mario
Heavy-tailed distributional model for operational losses
2007-01-01 Giacometti, Rosella; Rachev, Svetlozar Todorov; Chernobai, Anna; Bertocchi, Maria; Consigli, Giorgio
Stable distributions in the Black-Litterman approach to asset allocation
2007-01-01 Giacometti, Rosella; Bertocchi, Maria; Rachev, Svetlozar Todorov; Fabozzi, Frank
Stable distributions in the Black-Litterman approach to asset allocation
2008-01-01 Giacometti, Rosella; Rachev, SVETLOZAR TODOROV; Bertocchi, Maria; Fabozzi, FRANK J.
Aggregation issues in operational risk
2008-01-01 Giacometti, Rosella; Rachev, Svetlozar Todorov; Chernobai, Anna; Bertocchi, Maria
Funds of Hedge Funds: a Comparison among Different Portfolio Optimization Models implementing the Zero-Investment Strategy
2008-01-01 Giacometti, Rosella; Rachev, T. Svetlozar
Impact of different distributional assumptions in forecasting Italian mortality rates
2009-01-01 Giacometti, Rosella; Bertocchi, Maria; ORTOBELLI LOZZA, Sergio
Using Black & Litterman framework for stress testing analysis in asset management
2009-01-01 Giacometti, Rosella; Mignacca, Domenico
Appunti di matematica finanziaria
2010-01-01 Giacometti, Rosella; Epis, Cristian
A stochastic model for hedging electricity portfolio for an hydro-energy producer
2010-01-01 Giacometti, Rosella; Vespucci, Maria Teresa; Barone adesi, Giovanni; Bertocchi, Maria
A stochastic optimization model for gas retail with temperature scenarios and oil prices parameters
2010-01-01 Maggioni, Francesca; Bertocchi, Maria; Giacometti, Rosella; Vespucci, Maria Teresa; Innorta, Mario; Allevi, Elisabetta
Data di pubblicazione | Titolo | Autore/i | Tipologia | Documento allegato |
---|---|---|---|---|
1-gen-1993 | Global Continuous Optimization: a Parallel Genetic Approach | Giacometti, Rosella; Bertocchi, Marida | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-1993 | On Optimal Design of Treasury Bonds | Giacometti, Rosella | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2000 | Bond portfolio management with repo contracts: the Italian case | Bertocchi, Maria; Giacometti, Rosella; Slominski, Leon | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2001 | Performance of a Hedged portfolio Model in presence of Extreme events | Giacometti, Rosella; Castellano, Rosella | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2003 | A nonparametric model for analysis of the EURO bond market | Abaffy, Jozsef; Bertocchi, Maria; Dupacova, Jitka; Giacometti, Rosella; Huskova, Marie; Moriggia, Vittorio | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2004 | Risk measures for asset allocation models | ORTOBELLI LOZZA, Sergio; Giacometti, Rosella | 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays | |
1-gen-2005 | The Impact of Different Distributional Hypothesis on Returns in Asset Allocation | Bertocchi, Maria; Giacometti, Rosella; Ortobelli Lozza, Sergio; Rachev, Svetlozar Todorov | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2005 | On pricing of Credit spread options | Giacometti, Rosella; Teocchi, Mariangela | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2005 | Risk factor analysis and portfolio immunization in the corporate bond market | Bertocchi, Maria; Giacometti, Rosella; Zenios, Stavros A. | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2007 | A stochastic framework for gas retailer based on temperature and oil prices evolution | Maggioni, Francesca; Vespucci, Maria Teresa; Gambarini, S.; Allevi, Elisabetta; Bertocchi, Maria; Giacometti, Rosella; Innorta, Mario | Working paper del Dipartimento di Scienze aziendali, economiche e metodi quantitativi::WPs - Lorenzo Mascheroni Dep. of Mathematics, Statistics, Computing and Applications (2004-2012) | |
1-gen-2007 | Heavy-tailed distributional model for operational losses | Giacometti, Rosella; Rachev, Svetlozar Todorov; Chernobai, Anna; Bertocchi, Maria; Consigli, Giorgio | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2007 | Stable distributions in the Black-Litterman approach to asset allocation | Giacometti, Rosella; Bertocchi, Maria; Rachev, Svetlozar Todorov; Fabozzi, Frank | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2008 | Stable distributions in the Black-Litterman approach to asset allocation | Giacometti, Rosella; Rachev, SVETLOZAR TODOROV; Bertocchi, Maria; Fabozzi, FRANK J. | 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays | |
1-gen-2008 | Aggregation issues in operational risk | Giacometti, Rosella; Rachev, Svetlozar Todorov; Chernobai, Anna; Bertocchi, Maria | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2008 | Funds of Hedge Funds: a Comparison among Different Portfolio Optimization Models implementing the Zero-Investment Strategy | Giacometti, Rosella; Rachev, T. Svetlozar | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2009 | Impact of different distributional assumptions in forecasting Italian mortality rates | Giacometti, Rosella; Bertocchi, Maria; ORTOBELLI LOZZA, Sergio | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2009 | Using Black & Litterman framework for stress testing analysis in asset management | Giacometti, Rosella; Mignacca, Domenico | Working paper del Dipartimento di Scienze aziendali, economiche e metodi quantitativi::WPs - Lorenzo Mascheroni Dep. of Mathematics, Statistics, Computing and Applications (2004-2012) | |
1-gen-2010 | Appunti di matematica finanziaria | Giacometti, Rosella; Epis, Cristian | 1.3 Libri - Books::1.3.01 Monografie o trattati scientifici - Books | |
1-gen-2010 | A stochastic model for hedging electricity portfolio for an hydro-energy producer | Giacometti, Rosella; Vespucci, Maria Teresa; Barone adesi, Giovanni; Bertocchi, Maria | Working paper del Dipartimento di Scienze aziendali, economiche e metodi quantitativi::WPs - Lorenzo Mascheroni Dep. of Mathematics, Statistics, Computing and Applications (2004-2012) | |
1-gen-2010 | A stochastic optimization model for gas retail with temperature scenarios and oil prices parameters | Maggioni, Francesca; Bertocchi, Maria; Giacometti, Rosella; Vespucci, Maria Teresa; Innorta, Mario; Allevi, Elisabetta | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays |
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