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Mostrati risultati da 52 a 71 di 87
Tipologia Anno Titolo Titolo inglese Autore File
Lauree specialistiche 2000 Model based clustering and asset allocation - Maniero, Stefano
Lauree magistrali 2023 Modelli dinamici e momenti realizzati: uno sviluppo basato sulla serie di Gram-Charlier Dynamic models and realized moments: an approach based on the Gram-Charlier series SPADETTO, GIANMARCO
Lauree triennali 2022 Modelli Garch in ottica Risk management: confronto pre e post covid Garch models from a Risk management perspective: pre and post covid comparison MANIERO, DAVIDE
Lauree magistrali 2016 A Multiplicative Error Model approach for trading volumes including company news and announcements - Zanon, Arianna
Lauree magistrali 2020 Oil price and shale oil rig nexus: an evaluation of oil price resilience - Romaniello, Rocco
Lauree magistrali 2013 On the relevance of higher order co-moments in Portfolio Asset Allocation - Zuin, Christopher
Lauree magistrali 2018 Performance measures: analysing and testing correlation, stability and other features by means of a study of managed portfolios - Bado, Riccardo
Lauree specialistiche 2009 Portfolio allocation with higher moments - Solin, Matteo
Lauree magistrali 2018 Portfolio allocation with penalized regression for sparse index tracking - Serra, Luca
Lauree magistrali 2015 Portfolio allocation with risk budgeting: evidence of Equal Risk Contribution portfolio in equity markets - Carando, Emanuele
Lauree specialistiche 2010 Portfolio management : performance measurement and feature- based clustering in asset allocation. - Nono, Simplice Aime
Lauree magistrali 2018 Portfolio management approaches within a risk budgeting framework: evidence from European markets. - Vanica, Vitalii
Lauree magistrali 2017 Previsione della volatilita realizzata tramite analisi del sentiment e riduzione della dimensionalita di un dataset di news finanziarie - Coccoli, Andrea
Lauree magistrali 2016 Pricing and hedging of a portfolio of options in the presence of stochastic volatility - Laguardia, David
Lauree magistrali 2016 Quantile regression methods in finance: the caviar case - Parmeggiani, Alessandro
Lauree specialistiche 2013 Quantile regression, risk factors, portfolio allocation - Lazzarini, Alessandro
Lauree triennali 2022 RATING ESG ED IL SUO UTILIZZO NELL’ALLOCAZIONE DI PORTAFOGLIO The ESG rating and its use in portfolio allocation IONCOLI, MATTEO
Lauree magistrali 2020 The relation between news releases, price jumps and assets interconnection. - Caselli, Victoria
Lauree specialistiche 2011 Relazione tra rendimenti e volumi nei titoli azionari: il caso IBM - Menin, Federica
Lauree magistrali 2022 Rischio di Mercato e Stima Congiunta di VaR ed ES: un'analisi empirica sull'EURSTOXX600 Market Risk and Joint Estimation of VaR and ES: An Empirical Analysis on the EURSTOXX600 AMADEI, LUCA
Mostrati risultati da 52 a 71 di 87
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