PETRONIO, Filomena Statistiche
PETRONIO, Filomena
Universita' degli Studi di Bergamo
Optimal multistage defined-benefit pension fund management
2018-01-01 Consigli, Giorgio; Moriggia, Vittorio; Benincasa, Elena; Landoni, Giacomo Maria; Petronio, Filomena; Vitali, Sebastiano; Tria, Massimo di; Skoric, Mario; Uristani, Angelo
Price and market risk reduction for bond portfolio selection in BRICS markets
2018-01-01 ORTOBELLI LOZZA, Sergio; Petronio, Filomena; Vitali, Sebastiano
A portfolio return definition coherent with the investors' preferences
2017-01-01 ORTOBELLI LOZZA, Sergio; Petronio, Filomena; Lando, Tommaso
Asymptotic Multivariate Dominance: A Financial Application
2016-01-01 ORTOBELLI LOZZA, Sergio; Lando, Tommaso; Petronio, Filomena; Tichy, Tomáš
Asymptotic stochastic dominance rules for sums of i.i.d. random variables
2016-01-01 ORTOBELLI LOZZA, Sergio; Lando, Tommaso; Petronio, Filomena; Tichy, Tomas
An Analysis of Fixed Income BRICS Markets
2015-01-01 ORTOBELLI LOZZA, Sergio; Petronio, Filomena
Choices based on asymptotic approximation
2015-01-01 ORTOBELLI LOZZA, Sergio; Petronio, Filomena
On the financial application of multivariate stochastic orderings
2015-01-01 ORTOBELLI LOZZA, Sergio; Tichy, Tomas; Lando, Tommaso; Petronio, Filomena
Parametric asymptotic portfolio decisions
2015-01-01 ORTOBELLI LOZZA, Sergio; Tichy, Tomas; Lando, Tommaso; Petronio, Filomena
Dominance among financial markets
2014-01-01 ORTOBELLI LOZZA, Sergio; Tichy, Tomas; Petronio, Filomena
Ex-post portfolio comparison in the BRICs stocks markets
2014-01-01 Petronio, Filomena; ORTOBELLI LOZZA, Sergio
Impact of portfolio strategies based on different return definitions
2014-01-01 ORTOBELLI LOZZA, Sergio; Petronio, Filomena; Lando, Tommaso
Multivariate stochastic orderings among different financial markets
2014-01-01 ORTOBELLI LOZZA, Sergio; Petronio, Filomena; Tichy, Tomas
On the use of dispersion measures consistent with additive shifts
2014-01-01 ORTOBELLI LOZZA, Sergio; Tichy, T.; Petronio, Filomena
Optimal portfolio performance with exchange traded funds
2014-01-01 Petronio, Filomena; Lando, Tommaso; Biglova, Almira; ORTOBELLI LOZZA, Sergio
Portfolio problems based on returns consistent with the investor's preferences
2014-01-01 ORTOBELLI LOZZA, Sergio; Petronio, Filomena; Lando, Tommaso
Portfolio selection in the BRICs stocks markets using Markov processes
2014-01-01 Petronio, Filomena; Tamborini, Lidia; Lando, Tommaso; ORTOBELLI LOZZA, Sergio
A Financial Application of Multivariate Stochastic Orderings Consistent with Preferences
2013-01-01 Petronio, Filomena; ORTOBELLI LOZZA, Sergio; Tichy, Tomas
Multivariate stochastic orderings consistent with preferences and their possible applications
2013-01-01 Petronio, Filomena; ORTOBELLI LOZZA, Sergio; Tichy, Tomas
Using thermal energy, wind resource and storage technologies: a stochastic model for a small producer
2013-01-01 Petronio, Filomena; Moriggia, Vittorio; Vespucci, Maria Teresa
Data di pubblicazione | Titolo | Autore/i | Tipologia | Documento allegato |
---|---|---|---|---|
1-gen-2018 | Optimal multistage defined-benefit pension fund management | Consigli, Giorgio; Moriggia, Vittorio; Benincasa, Elena; Landoni, Giacomo Maria; Petronio, Filomena; Vitali, Sebastiano; Tria, Massimo di; Skoric, Mario; Uristani, Angelo | 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays | |
1-gen-2018 | Price and market risk reduction for bond portfolio selection in BRICS markets | ORTOBELLI LOZZA, Sergio; Petronio, Filomena; Vitali, Sebastiano | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2017 | A portfolio return definition coherent with the investors' preferences | ORTOBELLI LOZZA, Sergio; Petronio, Filomena; Lando, Tommaso | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2016 | Asymptotic Multivariate Dominance: A Financial Application | ORTOBELLI LOZZA, Sergio; Lando, Tommaso; Petronio, Filomena; Tichy, Tomáš | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2016 | Asymptotic stochastic dominance rules for sums of i.i.d. random variables | ORTOBELLI LOZZA, Sergio; Lando, Tommaso; Petronio, Filomena; Tichy, Tomas | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2015 | An Analysis of Fixed Income BRICS Markets | ORTOBELLI LOZZA, Sergio; Petronio, Filomena | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
1-gen-2015 | Choices based on asymptotic approximation | ORTOBELLI LOZZA, Sergio; Petronio, Filomena | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
1-gen-2015 | On the financial application of multivariate stochastic orderings | ORTOBELLI LOZZA, Sergio; Tichy, Tomas; Lando, Tommaso; Petronio, Filomena | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
1-gen-2015 | Parametric asymptotic portfolio decisions | ORTOBELLI LOZZA, Sergio; Tichy, Tomas; Lando, Tommaso; Petronio, Filomena | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
1-gen-2014 | Dominance among financial markets | ORTOBELLI LOZZA, Sergio; Tichy, Tomas; Petronio, Filomena | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2014 | Ex-post portfolio comparison in the BRICs stocks markets | Petronio, Filomena; ORTOBELLI LOZZA, Sergio | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
1-gen-2014 | Impact of portfolio strategies based on different return definitions | ORTOBELLI LOZZA, Sergio; Petronio, Filomena; Lando, Tommaso | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
1-gen-2014 | Multivariate stochastic orderings among different financial markets | ORTOBELLI LOZZA, Sergio; Petronio, Filomena; Tichy, Tomas | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
1-gen-2014 | On the use of dispersion measures consistent with additive shifts | ORTOBELLI LOZZA, Sergio; Tichy, T.; Petronio, Filomena | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
1-gen-2014 | Optimal portfolio performance with exchange traded funds | Petronio, Filomena; Lando, Tommaso; Biglova, Almira; ORTOBELLI LOZZA, Sergio | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2014 | Portfolio problems based on returns consistent with the investor's preferences | ORTOBELLI LOZZA, Sergio; Petronio, Filomena; Lando, Tommaso | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
1-gen-2014 | Portfolio selection in the BRICs stocks markets using Markov processes | Petronio, Filomena; Tamborini, Lidia; Lando, Tommaso; ORTOBELLI LOZZA, Sergio | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2013 | A Financial Application of Multivariate Stochastic Orderings Consistent with Preferences | Petronio, Filomena; ORTOBELLI LOZZA, Sergio; Tichy, Tomas | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
1-gen-2013 | Multivariate stochastic orderings consistent with preferences and their possible applications | Petronio, Filomena; ORTOBELLI LOZZA, Sergio; Tichy, Tomas | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
1-gen-2013 | Using thermal energy, wind resource and storage technologies: a stochastic model for a small producer | Petronio, Filomena; Moriggia, Vittorio; Vespucci, Maria Teresa | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations |