LAURIA, Davide
LAURIA, Davide
Dipartimento di Economia, Statistica e Finanza "Giovanni Anania"- DESF
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Risultati 1 - 8 di 8 (tempo di esecuzione: 0.003 secondi).
Enhancing CVaR portfolio optimisation performance with GAM factor models
2023-01-01 Lauria, Davide; Brent Lindquist, W.; Rachev, Svetlozar T.
ESG-Valued Portfolio Optimization and Dynamic Asset Pricing
2022-01-01 Lauria, Davide; Brent Lindquist, W.; Mittnik, Stefan; Rachev, Svetlozar T.
Global and Tail Dependence: A Differential Geometry Approach
2021-01-01 Lauria, Davide; Rachev, Svetlozar T.; Alexandre Trindade, A.
Hedonic Models of Real Estate Prices: GAM Models; Environmental and Sex-Offender-Proximity Factors
2022-01-01 Bailey, J. R.; Lauria, D.; Lindquist, W. B.; Mittnik, S.; Rachev, S. T.
Insuring Hollywood: A Movie Returns Index and the American Stock Market
2021-01-01 Lauria, D.; Phillips, W. D.
Nonparametric estimation of systemic risk via conditional value-at-risk
2022-01-01 Belhad, A.; Lauria, D.; Alexandre Trindade, A.
Optimal chance-constrained pension fund management through dynamic stochastic control
2022-01-01 Lauria, D.; Consigli, G.; Maggioni, F.
Unifying Market Microstructure and Dynamic Asset Pricing
2023-01-01 Lauria, Davide; Brent Lindquist, W.; Rachev, Svetlozar T.; Hu, Yuan
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Enhancing CVaR portfolio optimisation performance with GAM factor models | 1-gen-2023 | Lauria, Davide; Brent Lindquist, W.; Rachev, Svetlozar T. | |
| ESG-Valued Portfolio Optimization and Dynamic Asset Pricing | 1-gen-2022 | Lauria, Davide; Brent Lindquist, W.; Mittnik, Stefan; Rachev, Svetlozar T. | |
| Global and Tail Dependence: A Differential Geometry Approach | 1-gen-2021 | Lauria, Davide; Rachev, Svetlozar T.; Alexandre Trindade, A. | |
| Hedonic Models of Real Estate Prices: GAM Models; Environmental and Sex-Offender-Proximity Factors | 1-gen-2022 | Bailey, J. R.; Lauria, D.; Lindquist, W. B.; Mittnik, S.; Rachev, S. T. | |
| Insuring Hollywood: A Movie Returns Index and the American Stock Market | 1-gen-2021 | Lauria, D.; Phillips, W. D. | |
| Nonparametric estimation of systemic risk via conditional value-at-risk | 1-gen-2022 | Belhad, A.; Lauria, D.; Alexandre Trindade, A. | |
| Optimal chance-constrained pension fund management through dynamic stochastic control | 1-gen-2022 | Lauria, D.; Consigli, G.; Maggioni, F. | |
| Unifying Market Microstructure and Dynamic Asset Pricing | 1-gen-2023 | Lauria, Davide; Brent Lindquist, W.; Rachev, Svetlozar T.; Hu, Yuan |