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Theory
Ölpreis
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Manera, Matteo
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1
Fuzzy measures and asset prices : accounting for information ambiguity
Cherubini, Umberto
- In:
Applied mathematical finance
4
(
1997
)
3
,
pp. 135-149
Persistent link: https://www.econbiz.de/10001229351
Saved in:
2
Futures markets and risk management in the banking industry : a theoretical view
Cherubini, Umberto
- In:
Economic notes : economic review of Banca Monte dei …
20
(
1991
)
3
,
pp. 600-618
Persistent link: https://www.econbiz.de/10001124394
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3
Yield curve movements and market segmentation : a LISREL analysis of the Italian case
Baldini, Nicoletta
- In:
Economic notes : economic review of Banca Monte dei …
27
(
1998
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001254112
Saved in:
4
Componenti strutturali e "correzioni tecniche" nel mercato dei bot : un'analisi di common trends
Cherubini, Umberto
- In:
Rivista internazionale di scienze sociali
100
(
1992
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10001138783
Saved in:
5
Value-at-risk trade-off and capital allocation with Copulas
Cherubini, Umberto
;
Luciano, Elisa
- In:
Economic notes : economic review of Banca Monte dei …
30
(
2001
)
2
,
pp. 235-256
Persistent link: https://www.econbiz.de/10001603715
Saved in:
6
Fuzzy value-at-risk : accounting for market liquidity
Cherubini, Umberto
;
DellaLunga, Giovanni
- In:
Economic notes : economic review of Banca Monte dei …
30
(
2001
)
2
,
pp. 293-312
Persistent link: https://www.econbiz.de/10001603720
Saved in:
7
Liquidity and credit risk
Cherubini, Umberto
;
DellaLunga, Giovanni
- In:
Applied mathematical finance
8
(
2001
)
2
,
pp. 79-95
Persistent link: https://www.econbiz.de/10001628626
Saved in:
8
Capital regulation, adjustment costs and bank management : an (S,s) approach
Baglioni, Angelo
- In:
Rivista internazionale di scienze economiche e …
41
(
1994
)
10
,
pp. 893-904
Persistent link: https://www.econbiz.de/10001172071
Saved in:
9
The role of banks as investors in securities : theoretical and empirical features in an international perspective
Cherubini, Umberto
- In:
Financial markets' liberalisation and the role of banks
,
(pp. 251-276)
.
1993
Persistent link: https://www.econbiz.de/10001282491
Saved in:
10
Bivariate option pricing with copulas
Cherubini, Umberto
;
Luciano, Elisa
- In:
Applied mathematical finance
9
(
2002
)
2
,
pp. 69-85
Persistent link: https://www.econbiz.de/10001695018
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