LAURIA, Davide

LAURIA, Davide  

Dipartimento di Economia, Statistica e Finanza "Giovanni Anania"- DESF  

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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