ROSSELLO, ANTONINO DAMIANO
ROSSELLO, ANTONINO DAMIANO
ECONOMIA E IMPRESA
A Cookbook with Probability One: With Financial Applications
file da validare2024-01-01 Rossello, D.
A hybrid approach to the discrepancy in financial performance’s robustness
2022-01-01 Arcidiacono, Sally G.; Rossello, Damiano
a refined measure of conditional maximum drawdown
2021-01-01 Rossello, Damiano; LO CASCIO, Silvestro
Acceptability indices of performance for bounded càdlàg processes
2020-01-01 Kountzakis, C. E.; Rossello, D.
Arbitrage in skew Brownian motion models
2012-01-01 Rossello, ANTONINO DAMIANO
Beyond Sharpe ratio: Optimal asset allocation using different performance ratios
2008-01-01 S., Farinelli; M., Ferreira; Rossello, ANTONINO DAMIANO; Rossello, A; L., Tibiletti
Beyond Sharpe Ratio: Optimal Asset Allocation with Asymmetrical Performance Ratios
file da validare2006-01-01 S., Farinelli; M., Ferreira; D., Rossello; M., Thoeny; Rossello, ANTONINO DAMIANO
Computational Asset Allocation Using One-Sided and Two-Sided Variability Measures
2006-01-01 Simone, Farinelli; Damiano, Rossello; Rossello, ANTONINO DAMIANO
Distorted expectiles risk measure and LP formulation
file da validare2025-01-01 Arcidiacono, Sally Giuseppe; Rossello, Damiano
MaxVaR with non-Gaussian distributed returns
2008-01-01 Rossello, ANTONINO DAMIANO
Monetary risk measures for stochastic processes via Orlicz duality
2021-01-01 Kountzakis, Christos E.; Rossello, Damiano
One-size or Tailor-made Performance Ratios for Ranking Hedge Funds?
file da validare2011-01-01 Martin, Eling; Simone, Farinelli; Rossello, ANTONINO DAMIANO; Luisa, Tibiletti
Optimal asset allocation aid system: From “one-size” vs “tailor-made” performance ratio
2009-01-01 S., Farinelli; M., Ferreira; Rossello, ANTONINO DAMIANO; M., Thoeny; Rossello, A.
Pareto efficiency without topology
2023-01-01 Kountzakis, Christos; Rossello, Damiano
Performance measurement with expectiles
2022-01-01 Rossello, Damiano
Portfolio Choices using One-sided, Dispersion and Quantile Variability Measures
file da validare2005-01-01 Simone, Farinelli; Rossello, ANTONINO DAMIANO; Luisa, Tibiletti
Portfolio Optimization and Trading Strategies: a Simulation Approach
2022-01-01 Biondo, ALESSIO EMANUELE; Mazzarino, Laura; Rossello, Damiano
Ranking of Investment Funds: Acceptability Versus Robustness
2015-01-01 Rossello, ANTONINO DAMIANO
Risk Measures’ Duality on Ordered Linear Spaces
2024-01-01 Kountzakis, Christos E.; Rossello, Damiano
Skewness in Hedge Funds Returns: Classical Skewness Coefficient vs Azzalini’s Skewness Parameter
file da validare2010-01-01 Rossello, ANTONINO DAMIANO; Farinelli, S; Eling, M; Tibiletti, L.
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A Cookbook with Probability One: With Financial Applications | 1-gen-2024 | Rossello, D. | file da validare |
| A hybrid approach to the discrepancy in financial performance’s robustness | 1-gen-2022 | Arcidiacono, Sally G.; Rossello, Damiano | |
| a refined measure of conditional maximum drawdown | 1-gen-2021 | Rossello, Damiano; LO CASCIO, Silvestro | |
| 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 | file da validare |
| Computational Asset Allocation Using One-Sided and Two-Sided Variability Measures | 1-gen-2006 | Simone, Farinelli; Damiano, Rossello; Rossello, ANTONINO DAMIANO | |
| Distorted expectiles risk measure and LP formulation | 1-gen-2025 | Arcidiacono, Sally Giuseppe; Rossello, Damiano | file da validare |
| 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 | file da validare |
| 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. | |
| Pareto efficiency without topology | 1-gen-2023 | Kountzakis, Christos; Rossello, Damiano | |
| 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 | file da validare |
| Portfolio Optimization and Trading Strategies: a Simulation Approach | 1-gen-2022 | Biondo, ALESSIO EMANUELE; Mazzarino, Laura; Rossello, Damiano | |
| Ranking of Investment Funds: Acceptability Versus Robustness | 1-gen-2015 | Rossello, ANTONINO DAMIANO | |
| Risk Measures’ Duality on Ordered Linear Spaces | 1-gen-2024 | Kountzakis, Christos E.; Rossello, Damiano | |
| 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. | file da validare |