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Mostrati risultati da 73 a 92 di 113
Tipologia Anno Titolo Titolo inglese Autore File
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 triennali 2024 PANDEMIA E RISCHIO: APPLICAZIONE DI MODELLI GARCH ALTERNATIVI PANDEMIC AND RISK: APPLICATION OF ALTERNATIVE GARCH MODELS WOERNER, NICOLAS
Lauree magistrali 2018 Performance measures: analysing and testing correlation, stability and other features by means of a study of managed portfolios - Bado, Riccardo
Lauree magistrali 2024 Portfolio Allocation for Cryptocurrencies: From Modern Portfolio Theory to Higher-Moment Utility A Comparative Analysis of Traditional, Tailor-Made, and Smart Beta Approaches Portfolio Allocation for Cryptocurrencies: From Modern Portfolio Theory to Higher-Moment Utility A Comparative Analysis of Traditional, Tailor-Made, and Smart Beta Approaches FORNI, 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 2024 Quantile Regression Methods and Applications in Finance for Style Analysis and Market Timing Quantile Regression Methods and Applications in Finance for Style Analysis and Market Timing TALASBAYEVA, DARIYA
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 2024 Reti di causalità di Granger e rischio sistemico: un confronto empirico tra due approcci Granger Causality Networks and Systemic Risk: An Empirical Comparison of Two Approaches DETOGNI, FEDERICO
Lauree magistrali 2023 Revisiting the Small Cap Effect: an empirical analysis using cross-sectional factors Revisiting the Small Cap Effect: an empirical analysis using cross-sectional factors ALBANESE, GIORGIO
Mostrati risultati da 73 a 92 di 113
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