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Econometric measures of connectedness and systemic risk in the finance and insurance sectors
Billio, Monica; Getmansky, Mila; Lo, Andrew W.; … - 2011
Persistent link: https://www.econbiz.de/10011628770
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Dynamic risk exposure in hedge funds
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - 2007
Persistent link: https://www.econbiz.de/10003912061
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Crises and hedge fund risk
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - 2008
Persistent link: https://www.econbiz.de/10003912698
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Non-parametric analysis of hedge fund returns : new insight from high frequency data
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - 2008
Persistent link: https://www.econbiz.de/10003912704
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Phase-locking and switching volatility in hedge funds
Billio, Monica (contributor); Getmansky, Mila (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003397556
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Portfolio similarity and asset liquidation in the insurance industry
Girardi, Giulio; Hanley, Kathleen Weiss; Nikolova, … - 2020
Persistent link: https://www.econbiz.de/10012244899
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CDS industrial sector indices, credit and liquidity risk
Billio, Monica; Caporin, Massimiliano; Pelizzon, Loriana; … - 2012
Persistent link: https://www.econbiz.de/10011629005
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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
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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
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica; Caporin, Massimiliano; Frattarolo, Lorenzo - 2016
Persistent link: https://www.econbiz.de/10011629466