UBERTI, PIERPAOLO

UBERTI, PIERPAOLO  

DIPARTIMENTO DI STATISTICA E METODI QUANTITATIVI  

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Risultati 1 - 20 di 44 (tempo di esecuzione: 0.049 secondi).
Titolo Tipologia Data di pubblicazione Autori File
Risk-adjusted geometric diversified portfolios 01 - Articolo su rivista 2024 Uberti, P +
The equally weighted portfolio still remains a challenging benchmark 01 - Articolo su rivista 2024 Uberti, P +
A rescaling technique to improve numerical stability of portfolio optimization problems 01 - Articolo su rivista 2023 Uberti, Pierpaolo +
A theoretical generalization of the Markowitz model incorporating skewness and kurtosis 01 - Articolo su rivista 2023 Uberti, Pierpaolo
An empirical comparison of correlation-based systemic risk measures 01 - Articolo su rivista 2023 Pastorino, CUberti, P
Minimizing the impact of geographical basis risk on weather derivatives 01 - Articolo su rivista 2023 Mainini, AlessandraMoretto, EnricoStefani, SilvanaUberti, Pierpaolo +
A new approach in model selection for ordinal target variables 01 - Articolo su rivista 2022 Uberti, Pierpaolo +
A singular value decomposition based approach to handle ill-conditioning in optimization problems with applications to portfolio theory 01 - Articolo su rivista 2022 Pierpaolo Uberti +
Connectedness versus diversification: two sides of the same coin 01 - Articolo su rivista 2021 Pierpaolo Uberti +
Google search volumes for portfolio management: performances and asset concentration 01 - Articolo su rivista 2021 Pierpaolo Uberti +
Numerical stability of optimal mean variance portfolios 03 - Contributo in libro 2021 Uberti, P +
Polarized Classification Tree Models: Theory and Computational Aspects 01 - Articolo su rivista 2021 Pierpaolo Uberti +
Risk seeking or risk averse? Phenomenology and perception 03 - Contributo in libro 2021 Uberti, P +
Unleveraged Portfolios and Pure Allocation Return 01 - Articolo su rivista 2021 Uberti, Pierpaolo +
Portfolio Leverage in Asset Allocation Problems 03 - Contributo in libro 2020 Uberti, P +
Proper measures of connectedness 01 - Articolo su rivista 2020 Pierpaolo Uberti +
The market rank indicator to detect financial distress 01 - Articolo su rivista 2020 Uberti, P +
A Note on Statistical Arbitrage and Long Term Market Efficiency 01 - Articolo su rivista 2019 Pierpaolo Uberti +
Advances in Optimization and Decision Science for Society, Services and Enterprises 05 - Curatele 2019 Uberti, P +
MODEL OF MODELS: A NEW PERSPECTIVE TO DEAL WITH MODEL UNCERTAINTY 01 - Articolo su rivista 2019 Pierpaolo Uberti +