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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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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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Are household portfolios efficient? : an analysis conditional on housing
Pelizzon, Loriana (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003397920
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Credit derivares, capital requirements and opaque OTC markets
Nicolò, Antonio (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003397925
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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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Coming early to the party
Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; … - 2020
Persistent link: https://www.econbiz.de/10012244860
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Low-latency trading and price discovery : evidence from the Tokyo stock exchange in the pre-opening and opening periods
Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; … - 2020
Persistent link: https://www.econbiz.de/10012244863
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Portfolio similarity and asset liquidation in the insurance industry
Girardi, Giulio; Hanley, Kathleen Weiss; Nikolova, … - 2020
Persistent link: https://www.econbiz.de/10012244899
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Market volatility, optimal portfolios and naive asset allocations
Caporin, Massimiliano; Pelizzon, Loriana - 2012 - First draft
Persistent link: https://www.econbiz.de/10011628996
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Portfolio performance measure and a new generalized utility-based N-moment measure
Billio, Monica; Jannin, Gregory; Maillet, Bertrand; … - 2013
Persistent link: https://www.econbiz.de/10011629370