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A tail-revisited Markowitz mean-variance approach and a portfolio network centrality
Mariani, Francesca; Polinesi, Gloria; Recchioni, Maria … - In: Computational management science 19 (2022) 3, pp. 425-455
Persistent link: https://www.econbiz.de/10013429133
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The analysis of real data using a stochastic dynamical system able to model spiky prices
Fatone, Lorella; Mariani, Francesca; Recchioni, Maria … - In: Journal of mathematical finance 2 (2012) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10009668291
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Filtered clustering for exchange traded fund
Polinesi, Gloria; Recchioni, Maria Cristina - In: Rivista italiana di economia, demografia e statistica 75 (2021) 1, pp. 125-135
Persistent link: https://www.econbiz.de/10012665008
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Bias-optimal vol-of-vol estimation : the role of window overlapping
Toscano, Giacomo; Recchioni, Maria Cristina - In: Decisions in economics and finance : a journal of … 45 (2022) 1, pp. 137-185
Persistent link: https://www.econbiz.de/10013380539