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Dynamic value at risk under optimal and suboptimal portfolio policies
Fusai, Gianluca; Luciano, Elisa - In: European journal of operational research : EJOR 135 (2001) 2, pp. 249-269
Persistent link: https://www.econbiz.de/10006657855
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Some basic problems in inventory theory: The financial perspective
Luciano, Elisa; Peccati, Lorenzo - In: European journal of operational research : EJOR 114 (1999) 2, pp. 294-303
Persistent link: https://www.econbiz.de/10006668127
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VaR as a risk measure for multiperiod static inventory models
Luciano, Elisa; Peccati, Lorenzo; Cifarelli, Donato M. - In: International journal of production economics 81 (2003), pp. 375-384
Persistent link: https://www.econbiz.de/10006259428
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VaR as a risk measure for multiperiod static inventory models
Luciano, Elisa; Peccati, Lorenzo; Cifarelli, Donato M. - In: International journal of production economics 81 (2003) 1, pp. 375-384
Persistent link: https://www.econbiz.de/10006259593
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Cycles optimization: The equivalent annuity and the NPV approaches
Luciano, Elisa; Peccati, Lorenzo - In: International journal of production economics 69 (2001) 1, pp. 65-84
Persistent link: https://www.econbiz.de/10006280433
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Capital structure and inventory management: The temporary sale price problem
Luciano, Elisa; Peccati, Lorenzo - In: International journal of production economics 59 (1999) 1-3, pp. 169-178
Persistent link: https://www.econbiz.de/10006299250
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Pricing and Hedging Credit Derivatives with Copulas
Cherubini, Umberto; Luciano, Elisa - In: Economic notes : economic review of Banca Monte dei … 32 (2003) 2, pp. 219-242
Persistent link: https://www.econbiz.de/10006027113
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PROCEEDINGS OF THE INTERNATIONAL CONFERENCE 'MANAGING CREDIT AND MARKET RISK. NEW TECHNIQUES FOR NEW SOURCES OF RISK' - Value at Risk Trade-off and Capital Allocation with Copulas
Cherubini, Umberto; Luciano, Elisa - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 2, pp. 235-256
Persistent link: https://www.econbiz.de/10006038516
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Delta–Gamma hedging of mortality and interest rate risk
Luciano, Elisa; Regis, Luca; Vigna, Elena - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 402-413
Persistent link: https://www.econbiz.de/10009846330
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On the (in-)dependence between financial and actuarial risks
Dhaene, Jan; Kukush, Alexander; Luciano, Elisa; … - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 522-531
Persistent link: https://www.econbiz.de/10010119400