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Nonlinear dynamics and European GNP
Delli Gatti, Domenico
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
1
,
pp. 43-59
Persistent link: https://www.econbiz.de/10001769697
Saved in:
2
A three-factor model for mortality modeling
Russo, Vincenzo
;
Giacometti, Rosella
;
Račev, Svetlozar T.
- In:
North American actuarial journal
19
(
2015
)
2
,
pp. 129-141
Persistent link: https://www.econbiz.de/10011420799
Saved in:
3
Editorial: 14th International Conference on Computational Management Science
Giacometti, Rosella
;
Rustem, Berç
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 1-2
Persistent link: https://www.econbiz.de/10011993402
Saved in:
4
Robust and sparse banking network estimation
Torri, Gabriele
;
Giacometti, Rosella
;
Paterlini, Sandra
- In:
European journal of operational research : EJOR
270
(
2018
)
1
,
pp. 51-65
Persistent link: https://www.econbiz.de/10011868914
Saved in:
5
Intensity-based framework for surrender modeling in life insurance
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 189-196
Persistent link: https://www.econbiz.de/10011694432
Saved in:
6
Factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
- In:
Journal of international money and finance
65
(
2016
),
pp. 1-23
Persistent link: https://www.econbiz.de/10011668394
Saved in:
7
Sparse precision matrices for minimum variance portfolios
Torri, Gabriele
;
Giacometti, Rosella
;
Paterlini, Sandra
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 375-400
Persistent link: https://www.econbiz.de/10012053143
Saved in:
8
Systemic risk attribution in the EU
Farina, G.
;
Giacometti, Rosella
;
De Giuli, Maria Elena
- In:
Journal of the Operational Research Society
70
(
2019
)
7
,
pp. 1115-1128
Persistent link: https://www.econbiz.de/10012213607
Saved in:
9
Market implied volatilities for defaultable bonds
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
-
2019
Persistent link: https://www.econbiz.de/10012008749
Saved in:
10
Tail risks in large portfolio selection : penalized quantile and expectile minimum deviation models
Giacometti, Rosella
;
Torri, Gabriele
;
Paterlini, Sandra
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 243-261
Persistent link: https://www.econbiz.de/10012424587
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