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Risk factor analysis and portfolio immunization in the corporate bond market

Bertocchi, Marida (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001528392

A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates

Giacometti, Rosella; Bertocchi, Marida; Račev, Svetlozar T. - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 85-93

Persistent link: https://www.econbiz.de/10009501697

Stable distributions in the Black-Litterman approach to asset allocation

Giacometti, Rosella; Bertocchi, Marida; Račev, Svetlozar T. - In: Quantitative fund management, (pp. 359-375). 2009

Persistent link: https://www.econbiz.de/10003797016

A stochastic optimization model for gas retail with temperature scenarios and oil price parameters

Maggioni, Francesca; Bertocchi, Marida; Giacometti, R.; … - In: IMA journal of management mathematics 21 (2010) 2, pp. 149-163

Persistent link: https://www.econbiz.de/10003984229

Impact of different distributional assumptions in forecasting Italian mortality rates

Giacometti, Rosella; Ortobelli, Sergio; Bertocchi, Maria Ida - In: Investment management and financial innovations 6 (2009) 3, pp. 186-193

Persistent link: https://www.econbiz.de/10009910619

Calibrating affine stochastic mortality models using term assurance premiums

Russo, Vincenzo; Giacometti, Rosella; Ortobelli, Sergio; … - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 53-60

Persistent link: https://www.econbiz.de/10009157445

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

Euro Bonds : Markets, Infrastructure and Trends

Bertocchi, Marida - 2013

Euro Bonds: Markets, Infrastructure and Trends presents the most recent developments in the Euro bond market. It discusses the problems of the Euro countries, the proposed solutions advocated by European as well as international institutions and investors. Particular emphasis is given to...

Persistent link: https://www.econbiz.de/10012686988

Euro Bonds:Markets, Infrastructure and Trends

Bertocchi, Marida; Consigli, Giorgio; D'Ecclesia, Rita; … - World Scientific Publishing Co. Pte. Ltd.

<i>Euro Bonds: Markets, Infrastructure and Trends</i> presents the most recent developments in the Euro bond market. It discusses the problems of the Euro countries, the proposed solutions advocated by European as well as international institutions and investors. Particular emphasis is given to...

Persistent link: https://www.econbiz.de/10011156373

Collected works of Marida Bertocchi

Bertocchi, Marida - 2020

Persistent link: https://www.econbiz.de/10012011769