Sfoglia per Autore HITAJ, ASMERILDA
Dissecting hedge funds' strategies
2023 Noori, M; Hitaj, A
Asset allocation: new evidence through network approaches
2021 Clemente, G; Grassi, R; Hitaj, A
Goodman and Kruskal’s Gamma Coefficient for Ordinalized Bivariate Normal Distributions
2020 Barbiero, A; Hitaj, A
Optimal Portfolio Selection via network theory in banking and insurance sector
2019 Paolo Clemente, G; Grassi, R; Hitaj, A
Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization
2019 Hitaj, A; Mercuri, L; Rroji, E
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study
2019 Consigli, G; Hitaj, A; Mastrogiacomo, E
Lévy CARMA models for shocks in mortality
2019 Hitaj, A; Mercuri, L; Rroji, E
VIX computation based on affine stochastic volatility models in discrete time
2018 Hitaj, A; Mercuri, L; Rroji, E
On Properties of the MixedTS Distribution and Its Multivariate Extension
2018 Hitaj, A; Hubalek, F; Mercuri, L; Rroji, E
Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail Risk
2018 Hitaj, A; Mateus, C; Peri, I
Portfolio optimization using modified herfindahl constraint
2018 Hitaj, A; Zambruno, G
Some Empirical Evidence on the Need of More Advanced Approaches in Mortality Modeling
2018 Hitaj, A; Mercuri, L; Rroji, E
On multivariate extensions of the Mixed Tempered Stable distribution
2016 Hitaj, A; Hubalek, F; Mercuri, L; Rroji, E
Are Smart Beta strategies suitable for hedge fund portfolios?
2016 Hitaj, A; Zambruno, G
Portfolio Choice Under Cumulative Prospect Theory: Sensitivity Analysis and an Empirical Study
2015 Hitaj, A; Mastrogiacomo, E
Portfolio selection with independent component analysis
2015 Hitaj, A; Mercuri, L; Rroji, E
Portfolio Allocation Using Omega Function: An Empirical Analysis
2014 Hitaj, A; Martinelli, F; Zambruno, G
Universal Performance Measures per Investimenti Alternativi
2013 Martinelli, F; Zambruno, G; Hitaj, A
Constructing a class of stochastic volatility models: empirical investigation with VIX data
2013 Hitaj, A; Rroji, E; Mercuri, L
Hedge Fund Portfolio Allocation with Higher Moments and MVG Models
2013 Hitaj, A; Mercuri, L
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