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Mean-variance portfolio selection in presence of infrequently traded stocks
Castellano, Rosella; Cerqueti, Roy - In: European journal of operational research : EJOR 234 (2014) 2, pp. 442-449
Persistent link: https://www.econbiz.de/10010356733
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A theory of misperception in a stochastic dominance framework and its application to structured financial products
Castellano, Rosella; Cerqueti, Roy - In: IMA journal of management mathematics 29 (2018) 1, pp. 23-37
Persistent link: https://www.econbiz.de/10011858928
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Long run analysis of crude oil portfolios
Cerqueti, Roy; Fanelli, Viviana; Rotundo, Giulia - In: Energy economics 79 (2019), pp. 183-205
Persistent link: https://www.econbiz.de/10012172273
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A network approach to risk theory and portfolio selection
Cerqueti, Roy; Lupi, Claudio - In: Mathematical and statistical methods for actuarial …, (pp. 73-82). 2017
Persistent link: https://www.econbiz.de/10012098764
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Recent developments in financial modelling and risk management
D'Ecclesia, Rita Laura (ed.); Cerqueti, Roy (ed.);  … - 2021
Persistent link: https://www.econbiz.de/10012514844
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Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall
Bernardi, Mauro; Cerqueti, Roy; Palestini, Arsen - In: Journal of the Operational Research Society 72 (2021) 3, pp. 628-641
Persistent link: https://www.econbiz.de/10012500976
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The Skew Normal multivariate risk measurement framework
Bernardi, Mauro; Cerqueti, Roy; Palestini, Arsen - In: Computational management science 17 (2020) 1, pp. 105-119
Persistent link: https://www.econbiz.de/10012206033