GIACOMETTI, Rosella Statistiche

GIACOMETTI, Rosella  

Dipartimento di Scienze Aziendali  

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Data di pubblicazione Titolo Autore/i Tipologia Documento allegato
7-feb-2026 Assessing climate risk on the European financial system: a multi-scenario Analysis Giacchetta, Gianandrea; Giacometti, Rosella; Torri, Gabriele 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
20-apr-2026 Enhanced optimal tracking error portfolio via quantile regression with SSD constraints Bonomelli, Marco; Cassader, Marco; Giacometti, Rosella; Lauria, Davide; Ortobelli Lozza, Sergio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2026 Mean-CVaR portfolio optimization under ESG disagreement Lauria, Davide; Bonomelli, Marco; Torri, Gabriele; Giacometti, Rosella 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2026 Modeling portfolio loss distribution under infectious defaults and immunization Torri, Gabriele; Giacometti, Rosella; Farina, Gianluca 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2025 A return-diversification approach to portfolio selection Cesarone, Francesco; Giacometti, Rosella; Martino, Manuel L.; Tardella, Fabio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2025 Outlier detection of multivariate data via the maximization of the cumulant generating function Cesarone, Francesco; Giacometti, Rosella; Ricci, Jacopo Maria 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2024 Measuring European Banks’ Exposure To Climate Risk Giacchetta, Gianandrea; Giacometti, Rosella 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2024 Penalized enhanced portfolio replication with asymmetric deviation measures Torri, Gabriele; Giacometti, Rosella; Paterlini, Sandra 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2023 Financial contagion in banking networks with community structure Torri, Gabriele; Giacometti, Rosella 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2023 Spatial Multivariate GARCH Models and Financial Spillovers Giacometti, Rosella; Torri, Gabriele; Rujirarangsan, Kamonchai; Cameletti, Michela 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2021 Network tail risk estimation in the European banking system Torri, Gabriele; Giacometti, Rosella; Tichy, Tomáš 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2021 Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models Giacometti, Rosella; Torri, Gabriele; Paterlini, Sandra 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2020 Closed-Form Solution for Defaultable Bond Options under a Two-Factor Gaussian Model for Risky Rates Modeling Russo, Vincenzo; Giacometti, Rosella; Fabozzi, Frank J. 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2020 Joint tails impact in stochastic volatility portfolio selection models Bonomelli, Marco; Giacometti, Rosella; ORTOBELLI LOZZA, Sergio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2020 Risk attribution and interconnectedness in the EU via CDS data Giacometti, Rosella; Torri, Gabriele; Farina, Gaetano; De Giuli, Maria Elena 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2019 Market implied volatilities for defaultable bonds Russo, Vincenzo; Giacometti, Rosella; Fabozzi, Frank J. 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2019 Sparse precision matrices for minimum variance portfolios Torri, Gabriele; Giacometti, Rosella; Paterlini, Sandra 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2019 Special issue: 14th International Conference on Computational Management Science Giacometti, Rosella; Rustam, Berç 1.6 Curatele - Editorships::1.6.01 Curatele - Edited books
1-gen-2019 Systemic risk attribution in the EU Farina, Gianluca; Giacometti, Rosella; De Giuli, M. E. 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2018 Network conditional tail risk estimation in the European Banking System Torri, Gabriele; Tichý, Tomáš; Giacometti, Rosella 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations