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~isPartOf:"Annals of economics and finance"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of mathematical economics"
~person:"Torluccio, Giuseppe"
~subject:"ARCH-Modell"
~subject:"Portfolio selection"
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Torluccio, Giuseppe
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Annals of economics and finance
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Journal of mathematical economics
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The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
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2
Relationsship lending, default rate and loan portfolio quality
Cotugno, Matteo
;
Stefanelli, Valeria
;
Torluccio, Giuseppe
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 573-587
Persistent link: https://www.econbiz.de/10009750704
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