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Portfolio selection with uncertainty measures consistent with additive shifts
Giacometti, Rosella; Ortobelli, Sergio; Tichý, Tomáš - In: Prague economic papers : a bimonthly journal of … 24 (2015) 1, pp. 3-16
Persistent link: https://www.econbiz.de/10011288798
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Systemic risk attribution in the EU
Farina, G.; Giacometti, Rosella; De Giuli, Maria Elena - In: Journal of the Operational Research Society 70 (2019) 7, pp. 1115-1128
Persistent link: https://www.econbiz.de/10012213607
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Network tail risk estimation in the European banking system
Torri, Gabriele; Giacometti, Rosella; Tichý, Tomáš - In: Journal of economic dynamics & control 127 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012668977
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Risk attribution and interconnectedness in the EU via CDS data
Giacometti, Rosella; Torri, Gabriele; Farina, G.; De … - In: Computational management science 17 (2020) 4, pp. 549-567
Persistent link: https://www.econbiz.de/10012486984
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Measuring european banks' exposure to climate risk
Giacchetta, Gianandrea; Giacometti, Rosella - In: Review of corporate finance 4 (2024) 1/2, pp. 151-176
Persistent link: https://www.econbiz.de/10014554014
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Portfolio selection in the presence of systemic risk
Biglova, Almira; Ortobelli, Sergio; Fabozzi, Frank J. - In: The journal of asset management 15 (2014) 5, pp. 285-299
Persistent link: https://www.econbiz.de/10010476238