LAURIA, Davide Statistiche

LAURIA, Davide  

Dipartimento di Scienze Aziendali  

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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