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Luciano, Elisa
176
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57
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32
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19
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15
Semeraro, Patrizia
15
Nicodano, Giovanna
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9
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7
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3
Colombatto, Enrico
3
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3
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31
A note on the pricing solution to bilateral monopoly and its efficiency
Luciano, Elisa
- In:
Rivista internazionale di scienze economiche e …
45
(
1998
)
3
,
pp. 443-461
Persistent link: https://www.econbiz.de/10001251065
Saved in:
32
An exact solution to a dynamic portfolio choice problem under transactions costs
Dumas, Bernard
- In:
The journal of finance : the journal of the American …
46
(
1991
)
2
,
pp. 577-595
Persistent link: https://www.econbiz.de/10001108563
Saved in:
33
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:
34
Institutionally heterogeneous agents in an imitative stock-market
Ferrari, Luigi
- In:
Recent research in financial modelling
,
(pp. 117-124)
.
1993
Persistent link: https://www.econbiz.de/10001282578
Saved in:
35
A decomposition of random net present values
Luciano, Elisa
- In:
Recent research in financial modelling
,
(pp. 17-23)
.
1993
Persistent link: https://www.econbiz.de/10001282586
Saved in:
36
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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37
Value at risk bounds for portfolios of non-normal returns
Luciano, Elisa
;
Marena, M.
- In:
New trends in banking management : with 42 tables
,
(pp. 207-222)
.
2002
Persistent link: https://www.econbiz.de/10001703811
Saved in:
38
A value at risk approach to background risk
Luciano, Elisa
;
Kast, Robert
- In:
The Geneva papers on risk and insurance theory
26
(
2001
)
2
,
pp. 91-115
Persistent link: https://www.econbiz.de/10001661065
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39
Fulfillment of regulatory requirements on VaR and optimal portfolio policies
Luciano, Elisa
- In:
Rivista internazionale di scienze economiche e …
47
(
2000
)
4
,
pp. 579-601
Persistent link: https://www.econbiz.de/10001636855
Saved in:
40
Copula methods in finance
Cherubini, Umberto
;
Luciano, Elisa
;
Vecchiato, Walter
-
2004
Persistent link: https://www.econbiz.de/10001788052
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