Sfoglia per Autore  HITAJ, ASMERILDA

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Mostrati risultati da 1 a 20 di 25
Titolo Tipologia Data di pubblicazione Autori File
Dissecting hedge funds' strategies 01 - Articolo su rivista 2023 Noori, MHitaj, A
Asset allocation: new evidence through network approaches 01 - Articolo su rivista 2021 Grassi, RosannaHitaj, Asmerilda +
Goodman and Kruskal’s Gamma Coefficient for Ordinalized Bivariate Normal Distributions 01 - Articolo su rivista 2020 Hitaj A. +
Optimal Portfolio Selection via network theory in banking and insurance sector 03 - Contributo in libro 2019 Rosanna GrassiAsmerilda Hitaj +
Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization 01 - Articolo su rivista 2019 Hitaj, AsmerildaMercuri, LorenzoRroji, Edit
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study 01 - Articolo su rivista 2019 Hitaj, AsmerildaMastrogiacomo, Elisa +
Lévy CARMA models for shocks in mortality 01 - Articolo su rivista 2019 Hitaj, AsmerildaMercuri, LorenzoRroji, Edit
VIX computation based on affine stochastic volatility models in discrete time 03 - Contributo in libro 2018 Hitaj, A.Mercuri, L.Rroji, E.
Some Empirical Evidence on the Need of More Advanced Approaches in Mortality Modeling 03 - Contributo in libro 2018 Hitaj, AMercuri, LRroji, E
On Properties of the MixedTS Distribution and Its Multivariate Extension 01 - Articolo su rivista 2018 Hitaj, AsmerildaMercuri, LorenzoRroji, Edit +
Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail Risk 01 - Articolo su rivista 2018 Hitaj, APeri, I +
Portfolio optimization using modified herfindahl constraint 03 - Contributo in libro 2018 Hitaj, AsmerildaZambruno, Giovanni
On multivariate extensions of the Mixed Tempered Stable distribution 03 - Contributo in libro 2016 Hitaj, AMercuri, LRroji, E +
Are Smart Beta strategies suitable for hedge fund portfolios? 01 - Articolo su rivista 2016 HITAJ, ASMERILDAZAMBRUNO, GIOVANNI
Portfolio Choice Under Cumulative Prospect Theory: Sensitivity Analysis and an Empirical Study 99 - Altro 2015 HITAJ, ASMERILDAMASTROGIACOMO, ELISA
Portfolio selection with independent component analysis 01 - Articolo su rivista 2015 HITAJ, ASMERILDAMERCURI, LORENZORROJI, EDIT
Portfolio Allocation Using Omega Function: An Empirical Analysis 03 - Contributo in libro 2014 HITAJ, ASMERILDAZAMBRUNO, GIOVANNI +
Universal Performance Measures per Investimenti Alternativi 99 - Altro 2013 ZAMBRUNO, GIOVANNIHITAJ, ASMERILDA +
Constructing a class of stochastic volatility models: empirical investigation with VIX data 99 - Altro 2013 HITAJ, ASMERILDARROJI, EDITMERCURI, LORENZO
Hedge Fund Portfolio Allocation with Higher Moments and MVG Models 03 - Contributo in libro 2013 HITAJ, ASMERILDA +
Mostrati risultati da 1 a 20 di 25
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