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