| Nome |
# |
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Portfolio selection with options, file e40f7b84-2ed5-afca-e053-6605fe0aeaf2
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1.118
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On the approximation of a conditional expectation, file e40f7b84-cce7-afca-e053-6605fe0aeaf2
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749
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Portfolio selection with GARCH volatility dynamics, file e40f7b84-00b7-afca-e053-6605fe0aeaf2
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598
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Set-Portfolio Selection with the Use of Market Stochastic Bounds, file e40f7b84-005d-afca-e053-6605fe0aeaf2
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566
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Optimal portfolio performance with exchange traded funds, file e40f7b84-5121-afca-e053-6605fe0aeaf2
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445
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An Analysis of Fixed Income BRICS Markets, file e40f7b84-f1ff-afca-e053-6605fe0aeaf2
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420
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Financial Applications of Bivariate Markov Processes, file e40f7b86-0241-afca-e053-6605fe0aeaf2
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345
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A conservative discontinuous target volatility strategy, file e40f7b86-5d8f-afca-e053-6605fe0aeaf2
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329
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Discrete Time portfolio selection with Lévy processes, file e40f7b84-00c7-afca-e053-6605fe0aeaf2
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288
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Exotic Options with Lévy Processes : the Markovian Approach, file e40f7b84-00cf-afca-e053-6605fe0aeaf2
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285
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Mathematical Finance with Applications, file e40f7b89-b2cb-afca-e053-6605fe0aeaf2
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258
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Structural credit risk models with subordinated processes, file e40f7b84-350e-afca-e053-6605fe0aeaf2
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250
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On the impact of association measures in portfolio theory, file e40f7b84-005b-afca-e053-6605fe0aeaf2
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246
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Asymptotic stochastic dominance rules for sums of i.i.d. random variables, file e40f7b84-eb51-afca-e053-6605fe0aeaf2
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225
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Price and market risk reduction for bond portfolio selection in BRICS markets, file e40f7b87-a865-afca-e053-6605fe0aeaf2
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209
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Option pricing with nonparametric Markovian trees, file e40f7b84-02fe-afca-e053-6605fe0aeaf2
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193
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Testing for Preference Orderings Efficiency, file e40f7b84-00ea-afca-e053-6605fe0aeaf2
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176
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LP active benchmarking strategies based on performance measures and stochastic dominance constraints, file e40f7b84-f40a-afca-e053-6605fe0aeaf2
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165
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On the valuation of the arbitrage opportunities, file e40f7b84-f407-afca-e053-6605fe0aeaf2
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155
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Managing Risk with Simulated Copula, file e40f7b86-28ac-afca-e053-6605fe0aeaf2
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135
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Risk profile using PCM and RSM, file e40f7b84-ebdd-afca-e053-6605fe0aeaf2
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126
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Dominance among financial markets, file e40f7b84-5054-afca-e053-6605fe0aeaf2
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123
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Choices based on asymptotic approximation, file e40f7b84-f202-afca-e053-6605fe0aeaf2
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110
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Portfolio selection in the BRICs stocks markets using Markov processes, file e40f7b84-53dc-afca-e053-6605fe0aeaf2
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109
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Reward and Risk in the Italian Fixed Income Market, file e40f7b86-141a-afca-e053-6605fe0aeaf2
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107
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Portfolio selection strategy for fixed income markets with immunization on average, file e40f7b8a-8e08-afca-e053-6605fe0aeaf2
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57
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Portfolio optimization with asset preselection using data envelopment analysis, file 31084127-dd97-42f3-962f-41c21a52a5f4
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51
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Portfolio selection during the crisis, file e40f7b8a-b6d5-afca-e053-6605fe0aeaf2
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42
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Implications of conditional expectation in portfolio theory, file e40f7b88-f70b-afca-e053-6605fe0aeaf2
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39
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Implications of conditional expectation in portfolio theory, file e40f7b88-f70c-afca-e053-6605fe0aeaf2
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30
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Risk profile versus portfolio selection: a case study, file e40f7b84-3da5-afca-e053-6605fe0aeaf2
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21
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Dynamic Return Scenario Generation Approach for Large-Scale Portfolio Optimization Framework, file 9411e144-bc8b-4c6d-bb00-5a5a37e55d0d
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15
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Parametric rules for stochastic comparisons, file e40f7b85-a7af-afca-e053-6605fe0aeaf2
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11
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Fusion of multiple diverse predictors in stock market, file e40f7b85-acab-afca-e053-6605fe0aeaf2
|
8
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Implications of conditional expectation in portfolio theory, file e40f7b88-30cd-afca-e053-6605fe0aeaf2
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8
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Modelling De novo programming within Simon’s satisficing theory: Methods and application in designing an optimal offshore wind farm location system, file 904d88e6-8d80-4fff-bc01-fcc8082fc7df
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6
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Backtesting AVaR and VaR with Simulated Copula, file e40f7b86-28b0-afca-e053-6605fe0aeaf2
|
6
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Online Portfolio Selection Models versus Mean Variance Optimal Choices, file 4dee4520-7fc1-4d86-8e35-2e7f4299a66b
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5
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XOR-analytic network process and assessing the impact of COVID-19 by sector, file cc49b53c-2e8f-415f-b60f-93f45cef14b6
|
5
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On the financial application of multivariate stochastic orderings, file e40f7b84-cce9-afca-e053-6605fe0aeaf2
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5
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Asymptotic stochastic dominance rules for sums of i.i.d. random variables, file e40f7b84-f2e0-afca-e053-6605fe0aeaf2
|
5
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Independence tests for financial variables, file e40f7b84-cddc-afca-e053-6605fe0aeaf2
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4
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Some implications of the moving average rule usage for portfolio trading, file e40f7b86-1c5c-afca-e053-6605fe0aeaf2
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4
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Portfolio selection strategy for fixed income markets with immunization on average, file e40f7b87-75e0-afca-e053-6605fe0aeaf2
|
4
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On the use of conditional expectation in portfolio selection problems, file e40f7b88-8846-afca-e053-6605fe0aeaf2
|
4
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The proper use of risk measures in portfolio theory, file aa5bef2e-50b1-4a45-8bc9-ff1d237b1565
|
3
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Mean–variance vs trend–risk portfolio selection, file b987717c-38f6-4ab4-a2a9-1ad135509100
|
3
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Portfolio selection in the presence of systemic risk, file e40f7b84-5358-afca-e053-6605fe0aeaf2
|
3
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On the estimation of the state price density, file e40f7b84-c557-afca-e053-6605fe0aeaf2
|
3
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Parametric asymptotic portfolio decisions, file e40f7b84-cf22-afca-e053-6605fe0aeaf2
|
3
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Alternative methods to estimate the State Price Density, file e40f7b84-fa54-afca-e053-6605fe0aeaf2
|
3
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Diversification versus optimality: is there really a diversification puzzle?, file e40f7b87-97c1-afca-e053-6605fe0aeaf2
|
3
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Multivariate Dominance among financial sectors, file e40f7b87-d58b-afca-e053-6605fe0aeaf2
|
3
|
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Theoretical and practical motivations for the use of the moving average rule in the stock market, file e40f7b88-ec0d-afca-e053-6605fe0aeaf2
|
3
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On the investor’s tendency to risk/earn on the stock market, file e40f7b84-0ab4-afca-e053-6605fe0aeaf2
|
2
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Calibrating affine stochastic mortality models using term assurance premiums, file e40f7b84-3695-afca-e053-6605fe0aeaf2
|
2
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On the use of contingent claims in portfolio
selection problems, file e40f7b84-44ea-afca-e053-6605fe0aeaf2
|
2
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Portfolio problems based on returns consistent with the investor's preferences, file e40f7b84-4cff-afca-e053-6605fe0aeaf2
|
2
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Multivariate stochastic orderings among different financial markets, file e40f7b84-4f82-afca-e053-6605fe0aeaf2
|
2
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Ex-post portfolio comparison in the BRICs stocks markets, file e40f7b84-5112-afca-e053-6605fe0aeaf2
|
2
|
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Impact of portfolio strategies based on different return definitions, file e40f7b84-528d-afca-e053-6605fe0aeaf2
|
2
|
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On the use of conditional expectation estimators, file e40f7b84-cd7c-afca-e053-6605fe0aeaf2
|
2
|
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Portfolio selection with uncertainty measures consistent with additive shifts, file e40f7b84-d092-afca-e053-6605fe0aeaf2
|
2
|
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A portfolio return definition coherent with the investors' preferences, file e40f7b84-d095-afca-e053-6605fe0aeaf2
|
2
|
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Measuring risk profile with a multidimensional Rasch analysis, file e40f7b84-e110-afca-e053-6605fe0aeaf2
|
2
|
|
The Impact of Different Distributional Hypothesis on Returns in Asset Allocation, file e40f7b86-a93f-afca-e053-6605fe0aeaf2
|
2
|
|
Impact of different distributional assumptions in forecasting Italian mortality rates, file e40f7b86-a9be-afca-e053-6605fe0aeaf2
|
2
|
|
On the impact of conditional expectation estimators in portfolio theory, file e40f7b87-6413-afca-e053-6605fe0aeaf2
|
2
|
|
Optimal choices among ethic assets of the Italian market, file e40f7b87-64c4-afca-e053-6605fe0aeaf2
|
2
|
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Timing portfolio strategies with exponential Lévy processes, file e40f7b88-b073-afca-e053-6605fe0aeaf2
|
2
|
|
Second order of stochastic dominance efficiency vs mean variance efficiency, file e40f7b89-9c4c-afca-e053-6605fe0aeaf2
|
2
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Impact of Google Trends on stock prices, file e40f7b8a-dc23-afca-e053-6605fe0aeaf2
|
2
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Safety-first analysis and stable Paretian approach to portfolio choice theory, file e40f7b8a-f4b5-afca-e053-6605fe0aeaf2
|
2
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The classification of parametric choices under uncertainty: Analysis of the portfolio choice problem, file e40f7b8b-066f-afca-e053-6605fe0aeaf2
|
2
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A stochastic model for mortality rate on Italian data, file e40f7b84-0a92-afca-e053-6605fe0aeaf2
|
1
|
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Structural credit risk models with Lévy processes: the VG and NIG cases, file e40f7b84-c551-afca-e053-6605fe0aeaf2
|
1
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On the impact of semidefinite positive correlation measures in portfolio theory, file e40f7b84-cce1-afca-e053-6605fe0aeaf2
|
1
|
|
Alternative methods to evaluate the arbitrage opportunities, file e40f7b84-cce5-afca-e053-6605fe0aeaf2
|
1
|
|
Independence tests based on the conditional expectation, file e40f7b84-cf20-afca-e053-6605fe0aeaf2
|
1
|
|
Discrete Time Portfolio Selection with Lévy Processes, file e40f7b86-666a-afca-e053-6605fe0aeaf2
|
1
|
|
Semiparametric Tests for Behavioral Finance Efficiency, file e40f7b87-97c4-afca-e053-6605fe0aeaf2
|
1
|
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Portfolio Theory and conditional Expectations: selected models and applications, file e40f7b88-e44b-afca-e053-6605fe0aeaf2
|
1
|
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Multivariate stochastic dominance: A parametric approach, file e40f7b88-fbaf-afca-e053-6605fe0aeaf2
|
1
|
|
Multivariate stochastic dominance applied to sector-based portfolio selection, file e40f7b89-20f6-afca-e053-6605fe0aeaf2
|
1
|
|
Impact of Volume on portfolio optimization, file e40f7b8a-c376-afca-e053-6605fe0aeaf2
|
1
|
|
A comparison among performance measures in portfolio theory, file e40f7b8a-f4b7-afca-e053-6605fe0aeaf2
|
1
|
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Portfolio Selection Using Multivariate Semiparametric Estimators and a Copula PCA-Based Approach, file e40f7b8b-10eb-afca-e053-6605fe0aeaf2
|
1
|
| Totale |
8.140 |