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~isPartOf:"Journal of economic theory"
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Theorie
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Portfolio selection
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Billio, Monica
Zenou, Yves
34
Heckman, James J.
32
Creedy, John
29
Fudenberg, Drew
29
Ślepaczuk, Robert
27
Sutter, Matthias
26
Villeval, Marie Claire
24
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22
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van Ham, Maarten
21
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18
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18
Molina, Jose Alberto
18
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18
van den Berg, Gerard J.
18
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Haan, Peter
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16
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Ray, Debraj
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IZA Discussion Paper
Journal of economic theory
Working papers
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
9
SAFE working paper
6
Journal of econometrics
4
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Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Hedge funds : structure, strategies, and performance
1
International financial markets
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International review of economics & finance : IREF
1
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1
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
1
Network connectivity, systematic and systemic risk
1
Rivista italiana degli economisti : the journal of the Italian Economic Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The VaR implementation handbook
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The journal of alternative investments
1
University Ca' Foscari of Venice, Department of Economics Research Paper
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University Ca' Foscari of Venice, Dept. of Economics Research Paper
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2020
Persistent link: https://www.econbiz.de/10012244841
Saved in:
2
Bayesian Markov switching tensor regression for time-varying networks
Billio, Monica
;
Casarin, Roberto
;
Iacopini, Matteo
-
2018
Persistent link: https://www.econbiz.de/10011869070
Saved in:
3
Bayesian dynamic tensor regression
Billio, Monica
;
Casarin, Roberto
;
Kaufmann, Sylvia
; …
-
2018
Persistent link: https://www.econbiz.de/10011869075
Saved in:
4
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:
5
Dynamical interaction between financial and business cycles
Billio, Monica
;
Petronevich, Anna
-
2017
Persistent link: https://www.econbiz.de/10011774728
Saved in:
6
Bayesian nonparametric sparse seemingly unrelated regression model (SUR)
Billio, Monica
;
Casarin, Roberto
;
Rossini, Luca
-
2016
Persistent link: https://www.econbiz.de/10011629460
Saved in:
7
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:
8
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2016
Persistent link: https://www.econbiz.de/10011629466
Saved in:
9
Sparse graphical vector autoregression : a Bayesian approach
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
-
2014
Persistent link: https://www.econbiz.de/10011629454
Saved in:
10
Markov switching models for volatility : filtering, approximation and duality
Billio, Monica
;
Cavicchioli, Maddalena
-
2013
Persistent link: https://www.econbiz.de/10011629075
Saved in:
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