SBUELZ, Alessandro
SBUELZ, Alessandro
DIPARTIMENTO DI SCIENZE ECONOMICHE (attivo dal 01/07/1998 al 30/04/2010)
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Risultati 1 - 7 di 7 (tempo di esecuzione: 0.0 secondi).
A Simplified Way of Incorporating Model Risk, Estimation Risk and Robustness in Mean Variance Portfolio Management
2002-01-01 Sbuelz, Alessandro; Fabio, Trojani
Assessing Credit with Equity: A CEV Model with Jump to Default
2005-01-01 Luciano, Campi; Simon, Polbennikov; Sbuelz, Alessandro
Equilibrium Asset Pricing with Time-Varying Pessimism
2003-01-01 Sbuelz, Alessandro; Fabio, Trojani
Momentum and Mean Reversion in Strategic Asset Allocation
2006-01-01 Ralph, Koijen; Juan Carlos, Rodriguez; Sbuelz, Alessandro
Structural Recovery of Face Value at Default
2003-01-01 Sbuelz, Alessandro; Rajiv, Guha
Structural RFV: Recovery Form and Defaultable Debt Analysis
2004-01-01 Sbuelz, Alessandro; Rajiv, Guha
The premium for switching investment technology when business conditions worsen
2004-01-01 Sbuelz, Alessandro
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
A Simplified Way of Incorporating Model Risk, Estimation Risk and Robustness in Mean Variance Portfolio Management | 1-gen-2002 | Sbuelz, Alessandro; Fabio, Trojani | |
Assessing Credit with Equity: A CEV Model with Jump to Default | 1-gen-2005 | Luciano, Campi; Simon, Polbennikov; Sbuelz, Alessandro | |
Equilibrium Asset Pricing with Time-Varying Pessimism | 1-gen-2003 | Sbuelz, Alessandro; Fabio, Trojani | |
Momentum and Mean Reversion in Strategic Asset Allocation | 1-gen-2006 | Ralph, Koijen; Juan Carlos, Rodriguez; Sbuelz, Alessandro | |
Structural Recovery of Face Value at Default | 1-gen-2003 | Sbuelz, Alessandro; Rajiv, Guha | |
Structural RFV: Recovery Form and Defaultable Debt Analysis | 1-gen-2004 | Sbuelz, Alessandro; Rajiv, Guha | |
The premium for switching investment technology when business conditions worsen | 1-gen-2004 | Sbuelz, Alessandro |