Sfoglia per Relatore  

Opzioni
Vai a: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Mostrati risultati da 44 a 63 di 87
Tipologia Anno Titolo Titolo inglese Autore File
Lauree triennali 2022 MARKET TIMING DURANTE LA PANDEMIA DA COVID-19: UN’ANALISI STATISTICA DELLE PERFORMANCE DEI FONDI COMUNI DI INVESTIMENTO EUROPEI MARKET TIMING DURING THE COVID-19 PANDEMIC: A STATISTICAL ANALYSIS OF EUROPEAN MUTUAL FUND PERFORMANCE ORINI, STEFANO
Lauree magistrali 2018 Market timing e regressione quantilica: un'applicazione sui mutual fund americani - Parenti, Giulia
Lauree triennali 2021 Market Timing: analisi empiriche con modelli GARCH e regressione quantilica Market Timing: empirical analysis with GARCH models and quantile regression DETOGNI, FEDERICO
Lauree magistrali 2020 Mean-variance-liquidity optimization: an empirical investigation in the european market - Marchioro, Marco
Lauree magistrali 2018 Metodi di confronto tra previsioni di densità - Lino, Francesca
Lauree triennali 2014 Metodi di valutazione aziendale: applicazione del metodo dei multipli alle società Occidental Petroleum Corporation & Southwestern Energy Corporation - Datsing Fosso, Stella Josiane
Lauree magistrali 2021 Metodi Monte Carlo per il pricing di prodotti finanziari strutturati: un'applicazione ai certificati di investimento basati su sottostanti multipli Monte Carlo methods for the pricing of structured financial products: an application to investment certificates based on multiple underlyings FRANZOLIN, MATTEO
Lauree specialistiche 2011 Misure di performance, stock screening ed allocazione di portafoglio - Zorzi, Nicola Carlo
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
Mostrati risultati da 44 a 63 di 87
Legenda icone

  •  file ad accesso aperto
  •  file ad accesso riservato
  •  file sotto embargo
  •  nessun file disponibile