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The market price of greenness. A factor pricing approach for Green Bonds 1-gen-2022 Bertelli, B.; Boero, G.; Torricelli, C.
Market Reaction to Second-Hand News: Attention Grabbing or Information Dissemination? 1-gen-2011 Cervellati, E. M.; Ferretti, R.; Pattitoni, P.
Market-Book Ratios of European Banks: What Does Explain the Structural Fall? 1-gen-2018 Ferretti, R.; Gallo, G.; Landi, A.; Venturelli, V.
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 1-gen-2007 Ferrari, D.; Paterlini, S.
Model risk and techniques for controlling market parameters 1-gen-2007 Bonollo, M.; Morandi, D.; Pederzoli, C.; Torricelli, C.
Modelling credit risk for innovative firms: the role of innovation measures 1-gen-2011 Pederzoli, C.; Thoma, G.; Torricelli, C.
Models for household portfolios and life-cycle allocations in the presence of labour income and longevity risk 1-gen-2009 Torricelli, C.
Monitoring systemic risk a survey of the avialiable macropridential toolkit 1-gen-2014 Gualandri, E.; Noera, M.
Optimization Heuristics for Determining Internal Rating Grading Scales 1-gen-2009 Lyra, M.; J. Paha, J.; Paterlini, S.; Winker, P.
Option based forecasts of volatility: An empirical study in the DAX index options market 1-gen-2008 Muzzioli, S.
A parsimonious default prediction model for Italian SMEs 1-gen-2010 Pederzoli, C.; Torricelli, C.
Past Income Scarcity and Current Perception of Financial Fragility 1-gen-2017 Baldini, M.; Gallo, G.; Torricelli, C.
Per un accesso sostenibile delle Pmi al credito (A sustainable access to credit for SMEs) 1-gen-2013 Marotta, G.
Population ageing, household portfolios and financial asset returns: A survey of the literature 1-gen-2007 Brunetti, M.
Portfolio choice: Evidence from new-borns 1-gen-2019 Arnaboldi, F.; Gioia, F.
Pre-selection in cointegration-based pairs trading 1-gen-2022 Brunetti, M.; De Luca, R.
Pseudo-naïve approaches to investment performance measurement 1-gen-2015 Magni, C. A.
Rating Triggers, Market Risk and the Need for More Regulation 1-gen-2012 Parmeggiani, F.
The relation between implied and realised volatility: are call options more informative than put options? Evidence from the DAX index options market 1-gen-2007 Muzzioli, S.
The Risk-Asymmetry Index 1-gen-2016 Elyasiany, E.; Gambarelli, L.; Muzzioli, S.
Mostrati risultati da 56 a 75 di 95
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