TORRI, Gabriele Statistiche

TORRI, Gabriele  

Dipartimento di Scienze Aziendali  

Mostra schede
Risultati 1 - 20 di 21 (tempo di esecuzione: 0.113 secondi).
Data di pubblicazione Titolo Autore/i Tipologia Documento allegato
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
26-set-2023 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 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-2022 Catastrophic and systemic risk in the non-life insurance sector: A micro-structural contagion approach Torri, Gabriele; Radi, Davide; Dvořáčková, Hana 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2021 A revised version of the Cathcart & El-Jahel model and its application to CDS market Radi, Davide; Hoang, V. P.; Torri, Gabriele; Dvorackova, H. 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 Network Theory in Finance: Applications to Financial Contagion Analysis and Portfolio Optimization Torri, Gabriele 1.9 Tesi di dottorato - Unibg doctoral theses::1.9.03 Collana della Scuola di Alta Formazione Dottorale
1-gen-2021 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-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 Minimum deviation enhanced portfolio replication with expectiles Torri, Gabriele 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations
1-gen-2020 On the origin of systemic risk Montagna, Mattia; Torri, Gabriele; Covi, Giovanni 1.8 Working Papers::1.8.01 Working paper con ISBN
1-gen-2019 Calibration of one-factor and two-factor Hull–White models using swaptions Russo, Vincenzo; Torri, Gabriele 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2019 Economic shocks and contagion in the euro area banking sector: a new micro-structural approach Montagna, Mattia; Torri, Gabriele; Covi, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
15-feb-2019 Network Theory in Finance: Applications to Financial Contagion Analysis and Portfolio Optimization Torri, Gabriele 1.9 Tesi di dottorato - Unibg doctoral theses::1.9.01 Tesi di dottorato
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-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
1-gen-2018 Robust and sparse banking network estimation 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-2017 Option Pricing in Non-Gaussian Ornstein-Uhlenbeck Markets Torri, Gabriele; Giacometti, Rosella; Rachev, Svetlozar 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations
1-gen-2017 Sparse Precision matrices for minimum variance portfolios Torri, Gabriele; Paterlini, Sandra; Giacometti, Rosella 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.02 Abstract in atti di convegno - Conference abstracts
13-gen-2017 Systemic Risk and Community Structure in the European Banking System Torri, Gabriele 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations