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Two models of stochastic loss given default
Farinelli, Simone; Shkolnikov, Mykhaylo - In: The journal of credit risk : published quarterly by … 8 (2012) 2, pp. 3-20
Persistent link: https://www.econbiz.de/10010058531
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ANTHOLOGIES - Upside and Downside Risk with a Benchmark
Tibiletti, Luisa; Farinelli, Simone - In: Atlantic economic journal : AEJ 31 (2003) 4, pp. 387
Persistent link: https://www.econbiz.de/10006552794
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Sharpe thinking in asset ranking with one-sided measures
Farinelli, Simone; Tibiletti, Luisa - In: European journal of operational research : EJOR 185 (2008) 3, pp. 1542-1547
Persistent link: https://www.econbiz.de/10007895492
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Beyond Sharpe ratio: Optimal asset allocation using different performance ratios
Farinelli, Simone; Ferreira, Manuel; Rossello, Damiano; … - In: Journal of banking & finance 32 (2008) 10, pp. 2057-2063
Persistent link: https://www.econbiz.de/10008099633
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Skewness in hedge funds returns : classical skewness coefficients vs Azzalini's skewness parameter
Eling, Martin; Farinelli, Simone; Rossello, Damiano; … - In: International journal of managerial finance : IJMF 6 (2010) 4, pp. 290-304
Persistent link: https://www.econbiz.de/10009896559
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Beyond Sharpe ratio: Optimal asset allocation using different performance ratios
Farinelli, Simone; Ferreira, Manuel; Rossello, Damiano; … - In: Journal of banking & finance 32 (2008) 10, pp. 2057-2064
Persistent link: https://www.econbiz.de/10008897707