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Hedge fund tail risk : an investigation in stressed markets, extended version with appendix
Billio, Monica; Frattarolo, Lorenzo; Pelizzon, Loriana - 2016
Persistent link: https://www.econbiz.de/10011629465
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Crises and hedge fund risk
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - 2008
Persistent link: https://www.econbiz.de/10003912698
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Phase-locking and switching volatility in hedge funds
Billio, Monica (contributor); Getmansky, Mila (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003397556
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica; Caporin, Massimiliano; Frattarolo, Lorenzo - 2020
Persistent link: https://www.econbiz.de/10012244841
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica; Caporin, Massimiliano; Frattarolo, Lorenzo - 2016
Persistent link: https://www.econbiz.de/10011629466
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Risk pooling, leverage, and the business cycle
Dindo, Pietro; Modena, Andrea; Pelizzon, Loriana - 2019 - This version: 10th July 2019
Persistent link: https://www.econbiz.de/10012107683
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Dynamic risk exposure in hedge funds
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - 2007
Persistent link: https://www.econbiz.de/10003912061
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Diversification and ownership concentratio
Pelizzon, Loriana; Parigi, Bruno - 2007
Persistent link: https://www.econbiz.de/10003912256
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Efficient portfolios when housing needs change over the life-cycle
Pelizzon, Loriana; Weber, Guglielmo - 2007
Persistent link: https://www.econbiz.de/10003912298
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Are household portfolios efficient? : an analysis conditional on housing
Pelizzon, Loriana (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003397920