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A copula-based hierarchical hy...
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Multivariate Verteilung
Hedging
13
Theorie
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Theory
13
Multivariate distribution
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Derivat
10
Derivative
10
Option pricing theory
8
Optionspreistheorie
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Optionsgeschäft
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Portfolio selection
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Portfolio-Management
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Risiko
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Risikomanagement
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Risk
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Risikomaß
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Risk measure
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Copula functions
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Diversification
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Diversifikation
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multivariate options
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Anlageverhalten
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Anleihe
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Behavioural finance
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Bond
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Clustering methods
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Diamant
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Diamond
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Energiepolitik
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Energiewende
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Energy policy
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Energy transition
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Enlargement of the dependence structure
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Romagnoli, Silvia
11
Barbi, Massimiliano
4
Cherubini, Umberto
4
Bernardi, Enrico
2
Bajo, Emanuele
1
Bressan, Giacomo Maria
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Falangi, Federico
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Geman, Hélyette
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Martiradonna, Monica
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Mulinacci, Sabrina
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The European journal of finance
2
Applied economics
1
Applied mathematical finance
1
Applied quantitative finance
1
Energy economics
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Insurance
1
Journal of financial stability
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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A clusterized copula-based probability distribution of a counting variable for high-dimensional problems
Bernardi, Enrico
;
Romagnoli, Silvia
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
2
,
pp. 3-26
Persistent link: https://www.econbiz.de/10009781092
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2
A hierarchical copula-based world-wide valuation of sovereign risk
Bernardi, Enrico
;
Falangi, Federico
;
Romagnoli, Silvio
- In:
Insurance
61
(
2015
),
pp. 155-169
Persistent link: https://www.econbiz.de/10010515899
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3
A copula-based model of the term structure of CDO tranches
Cherubini, Umberto
;
Mulinacci, Sabrina
;
Romagnoli, Silvia
- In:
Applied quantitative finance
,
(pp. 69-81)
.
2009
Persistent link: https://www.econbiz.de/10003745952
Saved in:
4
Computing the volume of n-dimensional copulas
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 307-314
Persistent link: https://www.econbiz.de/10003916180
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5
The dependence structure of running maxima and minima : results and option pricing applications
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 35-58
Persistent link: https://www.econbiz.de/10003955657
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6
Multivariate digital options with memory
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 649-660
Persistent link: https://www.econbiz.de/10009509839
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7
A generalized approach to optimal hedging with option contracts
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
Saved in:
8
A copula-based quantile risk measure approach to estimate the optimal hedge ratio
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The journal of futures markets
34
(
2014
)
7
,
pp. 658-675
Persistent link: https://www.econbiz.de/10010507942
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9
Climate risks and weather derivatives : a copula-based pricing model
Bressan, Giacomo Maria
;
Romagnoli, Silvia
- In:
Journal of financial stability
54
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012794104
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10
Diamonds and precious metals for reduction of portfolio tail risk
Barbi, Massimiliano
;
Geman, Hélyette
;
Romagnoli, Silvia
- In:
Applied economics
52
(
2020
)
26
,
pp. 2841-2861
Persistent link: https://www.econbiz.de/10012221456
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