| Nome |
# |
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Sparse Precision matrices for minimum variance portfolios, file e40f7b87-5f20-afca-e053-6605fe0aeaf2
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3.129
|
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Capturing systemic risk by robust and sparse network estimation, file e40f7b87-63cb-afca-e053-6605fe0aeaf2
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1.792
|
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Extracting joint probability of default from CDS data, file e40f7b84-0822-afca-e053-6605fe0aeaf2
|
918
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Using Black & Litterman framework for stress testing analysis in asset management, file e40f7b84-0208-afca-e053-6605fe0aeaf2
|
637
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A stochastic model for hedging electricity portfolio for an hydro-energy producer, file e40f7b83-febb-afca-e053-6605fe0aeaf2
|
378
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Scenario generation for long term fuel prices, file e40f7b84-10a6-afca-e053-6605fe0aeaf2
|
340
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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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A stochastic framework for gas retailer based on temperature and oil prices evolution, file e40f7b84-00c9-afca-e053-6605fe0aeaf2
|
186
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Market implied volatilities for defaultable bonds, file e40f7b8a-77ca-afca-e053-6605fe0aeaf2
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139
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Factor decomposition of the Eurozone sovereign CDS spreads, file e40f7b8a-a905-afca-e053-6605fe0aeaf2
|
123
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Portfolio loss modeling: an infectious framework, file e40f7b84-f5ab-afca-e053-6605fe0aeaf2
|
122
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Sparse precision matrices for minimum variance portfolios, file e40f7b8a-969e-afca-e053-6605fe0aeaf2
|
116
|
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Network conditional tail risk estimation in the European Banking System, file e40f7b89-08a5-afca-e053-6605fe0aeaf2
|
80
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Robust and sparse banking network estimation, file e40f7b87-c96a-afca-e053-6605fe0aeaf2
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76
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Option Pricing in Non-Gaussian Ornstein-Uhlenbeck Markets, file e40f7b87-6c55-afca-e053-6605fe0aeaf2
|
66
|
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Estimating the probability of multiple EU sovereign defaults using CDS and bond data, file e40f7b8a-65e9-afca-e053-6605fe0aeaf2
|
61
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Penalized enhanced portfolio replication with asymmetric deviation measures, file b957042a-8b0b-4576-b80d-b6d78eca8bb6
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35
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Spatial Multivariate GARCH Models and Financial Spillovers, file 6288d3bd-1216-4ca7-9015-d5eeaebb3ea0
|
30
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A nonparametric model for analysis of the EURO bond market, file e40f7b86-b03a-afca-e053-6605fe0aeaf2
|
6
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Stable distributions in the Black-Litterman approach to asset allocation, file e40f7b86-b197-afca-e053-6605fe0aeaf2
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5
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Hedging electricity portfolio for an hydro-energy producer via stochastic programming, file e40f7b84-0ab8-afca-e053-6605fe0aeaf2
|
4
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A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates, file e40f7b84-362a-afca-e053-6605fe0aeaf2
|
4
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Time series and copula dependency analysis for Eurozone sovereign bond returns, file e40f7b84-52c4-afca-e053-6605fe0aeaf2
|
4
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Credit derivatives markets, file e40f7b84-219f-afca-e053-6605fe0aeaf2
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3
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Estimating the probability of multiple EU sovereign defaults using CDS and bond data, file e40f7b84-3953-afca-e053-6605fe0aeaf2
|
3
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Deterministic and stochastic models for hedging electricity portfolio of a hydropower producer, file e40f7b84-3c21-afca-e053-6605fe0aeaf2
|
3
|
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A stochastic optimization model for gas retail with temperature scenarios and oil prices parameters, file e40f7b84-e4b1-afca-e053-6605fe0aeaf2
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3
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Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models, file e40f7b89-499b-afca-e053-6605fe0aeaf2
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3
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Risk attribution and interconnectedness in the EU via CDS data, file e40f7b89-f2bb-afca-e053-6605fe0aeaf2
|
3
|
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Measuring European Banks’ Exposure To Climate Risk, file 52e50c24-50ec-4dc9-8851-b7a018236a16
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2
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Securitization market, file e40f7b84-2219-afca-e053-6605fe0aeaf2
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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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Pricing life insurance contracts as financial options: the endowment policy case, file e40f7b84-38cb-afca-e053-6605fe0aeaf2
|
2
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Bayesian estimation of truncated data with applications to operational risk measurement, file e40f7b84-38d6-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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Risk measures and management in the energy sector, file e40f7b85-0535-afca-e053-6605fe0aeaf2
|
2
|
|
Using Black and Litterman framework for stress testing analysis in asset management, file e40f7b86-a92d-afca-e053-6605fe0aeaf2
|
2
|
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The Impact of Different Distributional Hypothesis on Returns in Asset Allocation, file e40f7b86-a93f-afca-e053-6605fe0aeaf2
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2
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Impact of different distributional assumptions in forecasting Italian mortality rates, file e40f7b86-a9be-afca-e053-6605fe0aeaf2
|
2
|
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Bond portfolio management with repo contracts: the Italian case, file e40f7b86-aa59-afca-e053-6605fe0aeaf2
|
2
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Heavy-tailed distributional model for operational losses, file e40f7b86-b195-afca-e053-6605fe0aeaf2
|
2
|
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Sparse precision matrices for minimum variance portfolios, file e40f7b88-56f0-afca-e053-6605fe0aeaf2
|
2
|
|
Systemic risk attribution in the EU, file e40f7b88-bbce-afca-e053-6605fe0aeaf2
|
2
|
|
Closed-Form Solution for Defaultable Bond Options under a Two-Factor Gaussian Model for Risky Rates Modeling, file e40f7b88-cfec-afca-e053-6605fe0aeaf2
|
2
|
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Network tail risk estimation in the European banking system, file e40f7b8a-2dee-afca-e053-6605fe0aeaf2
|
2
|
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Financial contagion in banking networks with community structure, file a688ca74-7059-4859-a323-66a9d9eaa4fe
|
1
|
|
A stochastic model for mortality rate on Italian data, file e40f7b84-0a92-afca-e053-6605fe0aeaf2
|
1
|
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Credit default swaps: implied ratings versus official ones, file e40f7b84-1331-afca-e053-6605fe0aeaf2
|
1
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Estimating the joint probability of default using Credit Default Swap and Bond Data, file e40f7b84-3511-afca-e053-6605fe0aeaf2
|
1
|
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A Three-Factor model for mortality modeling, file e40f7b84-8baf-afca-e053-6605fe0aeaf2
|
1
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|
Intensity-based framework for surrender modeling in life insurance, file e40f7b85-b253-afca-e053-6605fe0aeaf2
|
1
|
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Factor decomposition of the Eurozone sovereign CDS spreads, file e40f7b85-bc8d-afca-e053-6605fe0aeaf2
|
1
|
|
Risk factor analysis and portfolio immunization in the corporate bond market, file e40f7b86-ae86-afca-e053-6605fe0aeaf2
|
1
|
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Global Continuous Optimization: a Parallel Genetic Approach, file e40f7b86-b130-afca-e053-6605fe0aeaf2
|
1
|
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On Optimal Design of Treasury Bonds, file e40f7b86-b210-afca-e053-6605fe0aeaf2
|
1
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Funds of Hedge Funds: a Comparison among Different Portfolio Optimization Models implementing the Zero-Investment Strategy, file e40f7b86-b31e-afca-e053-6605fe0aeaf2
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1
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On pricing of Credit spread options, file e40f7b86-b4f9-afca-e053-6605fe0aeaf2
|
1
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Performance of a Hedged portfolio Model in presence of Extreme events, file e40f7b86-b4fe-afca-e053-6605fe0aeaf2
|
1
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Aggregation issues in operational risk, file e40f7b86-b601-afca-e053-6605fe0aeaf2
|
1
|
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Special issue: 14th International Conference on Computational Management Science, file e40f7b88-2626-afca-e053-6605fe0aeaf2
|
1
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| Totale |
8.566 |