Sfoglia per Autore
Hedge Fund Portfolio Allocation with Higher Moments and MVG Models
2013 Hitaj, A; Mercuri, L
Portfolio allocation using multivariate variance gamma models
2013 Hitaj, A; Mercuri, L
Optimal Hedge Fund Allocation with Improved Estimates for Coskewness and Cokurtosis Parameters
2012 Hitaj, A; Martellini, L; Zambruno, G
Portfolio Allocation using Multivariate Variance Gamma
2011 Hitaj, A; Mercuri, L
Optimal Hedge Fund Allocation with Improved Estimates for Co-Skewness and Co-Kurtosis parameters
2010 Hitaj, A; Martellini, L; Zambruno, G
Portfolio allocation under general return distribution
2010 Hitaj, A
| Titolo | Tipologia | Data di pubblicazione | Autori | File |
|---|---|---|---|---|
| Hedge Fund Portfolio Allocation with Higher Moments and MVG Models | 03 - Contributo in libro | 2013 | HITAJ, ASMERILDA + | |
| Portfolio allocation using multivariate variance gamma models | 01 - Articolo su rivista | 2013 | HITAJ, ASMERILDA + | |
| Optimal Hedge Fund Allocation with Improved Estimates for Coskewness and Cokurtosis Parameters | 01 - Articolo su rivista | 2012 | HITAJ, ASMERILDAZAMBRUNO, GIOVANNI + | |
| Portfolio Allocation using Multivariate Variance Gamma | 99 - Altro | 2011 | HITAJ, ASMERILDAMERCURI, LORENZO | |
| Optimal Hedge Fund Allocation with Improved Estimates for Co-Skewness and Co-Kurtosis parameters | 99 - Altro | 2010 | HITAJ, ASMERILDAZAMBRUNO, GIOVANNI + | |
| Portfolio allocation under general return distribution | 07 - Tesi di dottorato Bicocca post 2009 | 2010 | HITAJ, ASMERILDA |
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