LAURIA, Davide Statistiche
LAURIA, Davide
Dipartimento di Scienze Aziendali
Mostra
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Risultati 1 - 7 di 7 (tempo di esecuzione: 0.002 secondi).
Unifying Market Microstructure and Dynamic Asset Pricing
2023-01-01 Lauria, Davide; Lindquist, Brent W.; Rachev, Svetlozar T.; Hu, Yuan
ESG-Valued Portfolio Optimization and Dynamic Asset Pricing
2022-01-01 Lauria, Davide; Lindquist, Brent W.; Mittnik, Stefan; Rachev, Svetlozar T.
Hedonic Models of Real Estate Prices: GAM Models; Environmental and Sex-Offender-Proximity Factors
2022-01-01 Bailey, Jason Robert; Lauria, Davide; Lindquist, W. Brent; Mittnik, Stefan; Rachev, Svetlozar Todorov
Nonparametric estimation of systemic risk via conditional value-at-risk
2022-01-01 Belhad, Ahmed; Lauria, Davide; Trindade, Alexandre A.
Optimal chance-constrained pension fund management through dynamic stochastic control
2022-01-01 Lauria, Davide; Consigli, Giorgio; Maggioni, Francesca
Insuring Hollywood: A Movie Returns Index and the American Stock Market
2021-01-21 Lauria, Davide; Phillips, Wyatt D.
Pricing and Hedging Pension Fund Liability via Portfolio Replication
2017-05-31 Lauria, Davide
| Data di pubblicazione | Titolo | Autore/i | Tipologia | Documento allegato |
|---|---|---|---|---|
| 1-gen-2023 | Unifying Market Microstructure and Dynamic Asset Pricing | Lauria, Davide; Lindquist, Brent W.; Rachev, Svetlozar T.; Hu, Yuan | 1.8 Working Papers::1.8.05 Working paper senza ISSN/ISBN | |
| 1-gen-2022 | ESG-Valued Portfolio Optimization and Dynamic Asset Pricing | Lauria, Davide; Lindquist, Brent W.; Mittnik, Stefan; Rachev, Svetlozar T. | 1.8 Working Papers::1.8.05 Working paper senza ISSN/ISBN | |
| 1-gen-2022 | Hedonic Models of Real Estate Prices: GAM Models; Environmental and Sex-Offender-Proximity Factors | Bailey, Jason Robert; Lauria, Davide; Lindquist, W. Brent; Mittnik, Stefan; Rachev, Svetlozar Todorov | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2022 | Nonparametric estimation of systemic risk via conditional value-at-risk | Belhad, Ahmed; Lauria, Davide; Trindade, Alexandre A. | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2022 | Optimal chance-constrained pension fund management through dynamic stochastic control | Lauria, Davide; Consigli, Giorgio; Maggioni, Francesca | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 21-gen-2021 | Insuring Hollywood: A Movie Returns Index and the American Stock Market | Lauria, Davide; Phillips, Wyatt D. | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 31-mag-2017 | Pricing and Hedging Pension Fund Liability via Portfolio Replication | Lauria, Davide | 1.9 Tesi di dottorato - Unibg doctoral theses::1.9.01 Tesi di dottorato |