Sfoglia per Autore
Efficient Portfolios when Housing Needs Change over the Life-Cycle
2009-01-01 Pelizzon, Loriana; Weber, G.
Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data
2009-01-01 Billio, Monica; M., Getmansky; Pelizzon, Loriana
Stock Market Returns and CorporateGovernance in Capital MarketEquilibrium
2011-01-01 Parigi, B.; Pelizzon, Loriana; Vonthadden, E.
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
2011-01-01 Billio, Monica; Getmansky, M.; Lo, A.; Pelizzon, Loriana
Bank Credit to Medium-Sized Enterprises in Italy: The Trends Before and During the Crisis
2011-01-01 Lorenzon, I.; Lucchetta, Marcella; Pelizzon, Loriana
Dynamic Risk Exposure in Hedge Funds
2012-01-01 Billio, Monica; Getmansky, M.; Pelizzon, Loriana
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
2012-01-01 Billio, Monica; Getmanski, M.; Lo, A.; Pelizzon, Loriana
Health Status and Portfolio Choice: Does Feeling Better Affect your Attitude Towards Risk?
2012-01-01 Bressan, S.; Pace, Noemi; Pelizzon, Loriana
Market volatility, optimal portfolios and naive asset allocations
2012-01-01 Pelizzon, Loriana; Caporin, M.
Efficienza, interconnessione e rischio sistemico
2012-01-01 Billio, Monica; Pelizzon, Loriana
On a New Approach for Analyzing and Managing Macrofinancial Risks
2013-01-01 Merton, R. C.; Billio, Monica; M., Getmansky; D., Gray; A. W., Lo; Pelizzon, Loriana
Crises and Fund of Hedge Funds Tail Risk
2013-01-01 Billio, Monica; K. Y., Mamo; Pelizzon, Loriana
Deciphering the libor and euribor spreads during the subprime crisis
2013-01-01 Pelizzon, Loriana; Sartore, Domenico
CDS Industrial Sector Indices, credit and liquidity risk
2013-01-01 Billio, Monica; M., Caporin; Pelizzon, Loriana; Sartore, Domenico
Proximity-structured multivariate volatility models for systemic risk
2013-01-01 Frattarolo, Lorenzo; Billio, Monica; M., Caporin; Pelizzon, Loriana
Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure
2013-01-01 Billio, Monica; Gregory Mathieu, Jannin; Bertrand Bruno, Maillet; Pelizzon, Loriana
Mutual excitation in Eurozone sovereign CDS
2014-01-01 Ait Sahlia, Y.; Laeven, R.; Pelizzon, Loriana
Liquidity Coinsurance and Bank Capital
2014-01-01 Castiglionesi, F.; Feriozzi, F.; Loranth, G.; Pelizzon, Loriana
A time varying performance evaluation of hedge fund strategies through aggregation
2014-01-01 Billio, Monica; Frattarolo, Lorenzo; Pelizzon, Loriana
Health status and portfolio choice: is their relationship economically relevant?
2014-01-01 Bressan, S.; Pace, Noemi; Pelizzon, Loriana
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile