Narrow search
Showing 1 - 5 of 5
Cover Image
An internal default risk model : simulation of default times and recovery rates within the new fundamental review of the trading book framework
Bertagna, Andrea; Deliu, Dragos; Lopez, Luca; Nassigh, Aldo - In: Journal of risk 22 (2019/2020) 3, pp. 21-38
Persistent link: https://www.econbiz.de/10013177133
Cover Image
Transaction costs : a new point of view
Baviera, Roberto - In: International journal of theoretical and applied finance 4 (2001) 2, pp. 335-354
Persistent link: https://www.econbiz.de/10001578748
Cover Image
The measure of model risk in credit capital requirements
Baviera, Roberto - In: Finance research letters 44 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014494868
Cover Image
Optimal strategies for prudent investors
Baviera, Roberto (contributor) - In: International journal of theoretical and applied finance 1 (1998) 4, pp. 473-486
Persistent link: https://www.econbiz.de/10001255559
Cover Image
Stop-loss and leverage in optimal statistical arbitrage with an application to energy market
Baviera, Roberto; Santagostino Baldi, Tommaso - In: Energy economics 79 (2019), pp. 130-143
Persistent link: https://www.econbiz.de/10012172265