ROSSELLO, ANTONINO DAMIANO

ROSSELLO, ANTONINO DAMIANO  

ECONOMIA E IMPRESA  

Risultati 1 - 16 di 16 (tempo di esecuzione: 0.024 secondi).
Titolo Data di pubblicazione Autore(i) File
Acceptability indices of performance for bounded càdlàg processes 1-gen-2020 Kountzakis, C. E.; Rossello, D.
Arbitrage in skew Brownian motion models 1-gen-2012 Rossello, ANTONINO DAMIANO
Beyond Sharpe ratio: Optimal asset allocation using different performance ratios 1-gen-2008 S., Farinelli; M., Ferreira; Rossello, ANTONINO DAMIANO; Rossello, A; L., Tibiletti
Beyond Sharpe Ratio: Optimal Asset Allocation with Asymmetrical Performance Ratios 1-gen-2006 S., Farinelli; M., Ferreira; D., Rossello; M., Thoeny; Rossello, ANTONINO DAMIANO
Computational Asset Allocation Using One-Sided and Two-Sided Variability Measures 1-gen-2006 Simone, Farinelli; Damiano, Rossello; Rossello, ANTONINO DAMIANO
A hybrid approach to the discrepancy in financial performance’s robustness 1-gen-2022 Arcidiacono, Sally G.; Rossello, ANTONINO DAMIANO
MaxVaR with non-Gaussian distributed returns 1-gen-2008 Rossello, ANTONINO DAMIANO
Monetary risk measures for stochastic processes via Orlicz duality 1-gen-2021 Kountzakis, Christos E.; Rossello, Damiano
One-size or Tailor-made Performance Ratios for Ranking Hedge Funds? 1-gen-2011 Martin, Eling; Simone, Farinelli; Rossello, ANTONINO DAMIANO; Luisa, Tibiletti
Optimal asset allocation aid system: From “one-size” vs “tailor-made” performance ratio 1-gen-2009 S., Farinelli; M., Ferreira; Rossello, ANTONINO DAMIANO; M., Thoeny; Rossello, A.
Performance measurement with expectiles 1-gen-2022 Rossello, Damiano
Portfolio Choices using One-sided, Dispersion and Quantile Variability Measures 1-gen-2005 Simone, Farinelli; Rossello, ANTONINO DAMIANO; Luisa, Tibiletti
Ranking of Investment Funds: Acceptability Versus Robustness 1-gen-2015 Rossello, ANTONINO DAMIANO
a refined measure of conditional maximum drawdown 1-gen-2021 Rossello, ANTONINO DAMIANO; LO CASCIO, Silvestro
Skewness in Hedge Funds Returns: Classical Skewness Coefficient vs Azzalini’s Skewness Parameter 1-gen-2010 Rossello, ANTONINO DAMIANO; Farinelli, S; Eling, M; Tibiletti, L.
The Engineering of a Dynamic VaR 1-gen-2004 Lamantia, F; Rossello, ANTONINO DAMIANO