COLUCCI, STEFANO
COLUCCI, STEFANO
Dipartimento di Economia Aziendale
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A Quick Tool to forecast VaR
2016-01-01 Cesarone, Francesco; Colucci, Stefano
A Quick Tool to forecast VaR using Implied and Realized Volatilities
2016-01-01 Colucci, Stefano; Cesarone, Francesco
A Quick Tool to Forecast VaR Using Implied and Realized Volatilities
2016-01-01 Cesarone, Francesco; Colucci, Stefano
Equal Risk Contribution portfolios for CVaR and CVaR-deviation risk measures
2018-01-01 Cesarone, Francesco; Colucci, Stefano
Minimum risk versus capital and risk diversification strategies for portfolio construction
2018-01-01 Cesarone, Francesco; Colucci, Stefano
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
A Quick Tool to forecast VaR | 1-gen-2016 | Cesarone, Francesco; Colucci, Stefano | |
A Quick Tool to forecast VaR using Implied and Realized Volatilities | 1-gen-2016 | Colucci, Stefano; Cesarone, Francesco | |
A Quick Tool to Forecast VaR Using Implied and Realized Volatilities | 1-gen-2016 | Cesarone, Francesco; Colucci, Stefano | |
Equal Risk Contribution portfolios for CVaR and CVaR-deviation risk measures | 1-gen-2018 | Cesarone, Francesco; Colucci, Stefano | |
Minimum risk versus capital and risk diversification strategies for portfolio construction | 1-gen-2018 | Cesarone, Francesco; Colucci, Stefano |