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Billio, Monica
Baert, Stijn
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Jirjahn, Uwe
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Levy, Daniel C.
7
Pelizzon, Loriana
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Fu, Xiaolan
6
Martins, Pedro S.
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Mohrenweiser, Jens
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Inside the ESG ratings : (dis)agreement and performance
Billio, Monica
;
Costola, Michele
;
Hristova, Iva
; …
-
2020
Persistent link: https://www.econbiz.de/10012244776
Saved in:
2
Buildings' energy efficiency and the probability of mortgage default : the Dutch case
Billio, Monica
;
Costola, Michele
;
Pelizzon, Loriana
; …
-
2020
Persistent link: https://www.econbiz.de/10012244758
Saved in:
3
Portfolio performance measure and a new generalized utility-based N-moment measure
Billio, Monica
;
Jannin, Gregory
;
Maillet, Bertrand
; …
-
2013
Persistent link: https://www.econbiz.de/10011629370
Saved in:
4
Combining predictive densities using Bayesian filtering with applications to US economic data
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2012
Persistent link: https://www.econbiz.de/10011629028
Saved in:
5
Hedge fund tail risk : an investigation in stressed markets, extended version with appendix
Billio, Monica
;
Frattarolo, Lorenzo
;
Pelizzon, Loriana
-
2016
Persistent link: https://www.econbiz.de/10011629465
Saved in:
6
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2014
Persistent link: https://www.econbiz.de/10011629426
Saved in:
7
Crises and hedge fund risk
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
-
2008
Persistent link: https://www.econbiz.de/10003912698
Saved in:
8
Dynamic risk exposure in hedge funds
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
-
2007
Persistent link: https://www.econbiz.de/10003912061
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