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On the use of the market model R-square as a measure of stock price efficiency

Bramante, Riccardo; Petrella, Giovanni; Zappa, Diego - In: Review of quantitative finance and accounting 44 (2015) 2, pp. 379-391

Persistent link: https://www.econbiz.de/10011327620

Global versus local beta models : a partitioned distribution approach

Bramante, Riccardo; Zappa, Diego - In: International review of financial analysis 43 (2016), pp. 41-47

Persistent link: https://www.econbiz.de/10011623701

Modeling inter-country spatial financial interactions with Graphical Lasso : an application to sovereign co-risk evaluation

Arbia, Giuseppe; Bramante, Riccardo; Facchinetti, Silvia; … - In: Regional science & urban economics 70 (2018), pp. 72-79

Persistent link: https://www.econbiz.de/10012108188

Quality standards and control charts applied to customer surveys

Kenett, Ron; Deldossi, Laura; Zappa, Diego - In: Modern analysis of customer surveys : with applications …, (pp. 413-438). 2012

Persistent link: https://www.econbiz.de/10009502492

The impact of reinsurance strategies on capital requirements for premium risk in insurance

Clemente, Gian Paolo; Savelli, Nino; Zappa, Diego - In: Risks : open access journal 3 (2015) 2, pp. 164-182

New risk-based solvency requirements for insurance companies across European markets have been introduced by Solvency II and will come in force from 1 January 2016. These requirements, derived by a Standard Formula or an Internal Model, will be by far more risk-sensitive than the required...

Persistent link: https://www.econbiz.de/10011300336

Some Notes on Confidence Regions in Multivariate Calibration

Salini, Silvia; Zappa, Diego - 2004

La maggior parte dei lavori sulla taratura statistica univariata e multivariata propongono contributi in ambito parametrico inquadrato in un contesto statistico classico o bayesiano. Oltre alla presenza dei problemi tipici dell'approccio parametrico (scelta della legge distribuzionale, del...

Persistent link: https://www.econbiz.de/10014068231

Modeling general practitioners' total drug costs through gamlss and collective risk models

Clemente, Gian Paolo; Savelli, Nino; Spedicato, Giorgio … - In: North American actuarial journal : NAAJ ; leading the … 26 (2022) 4, pp. 610-625

Persistent link: https://www.econbiz.de/10013483237

Option bid-ask spread and scalping risk : evidence from a covered warrants market

Petrella, Giovanni - In: The journal of futures markets 26 (2006) 9, pp. 843-867

Persistent link: https://www.econbiz.de/10003356469

MiFID, Reg NMS and competition across trading venues in Europe and the USA

Petrella, Giovanni - In: Journal of financial regulation and compliance : an … 18 (2010) 3, pp. 257-271

Persistent link: https://www.econbiz.de/10008651703

Correlation breakdowns in asset management

Bramante, Riccardo; Gabbi, Giampaolo - In: Advances in risk management, (pp. 226-240). 2007

Persistent link: https://www.econbiz.de/10003401607