Browsing by Author Durante, Fabrizio

Showing results 1 to 2 of 2
PreviewIssue DateTitleAuthor(s)
DEAMS_RP_2015_3_Cover.jpg.jpg20-Dec-2015A portfolio diversification strategy via tail dependence measuresDurante, Fabrizio; Foscolo, Enrico; Pappadà, Roberta; Wang, Hao
DEAMS_RP_2015_2_Cover.jpg.jpg20-Dec-2015Quantification of the environmental structural risk with spoiling ties: Is randomization worth?Pappadà, Roberta; Durante, Fabrizio; Salvadori, Gianfausto