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~subject:"Portfolio-Management"
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Portfolio-Management
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Caporin, Massimiliano
30
Billio, Monica
8
Pelizzon, Loriana
6
Ranaldo, Angelo
6
Bonaccolto, Giovanni
4
Costola, Michele
4
Bonato, Matteo
3
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3
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Equity and CDS sector indices : dynamic models and risk hedging
Caporin, Massimiliano
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 261-275
Persistent link: https://www.econbiz.de/10009779255
Saved in:
2
Backward/forward optimal combination of performance measures for equity screening
Billio, Monica
;
Caporin, Massimiliano
;
Costola, Michele
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 63-83
Persistent link: https://www.econbiz.de/10011539679
Saved in:
3
Rational learning for risk-averse investors by conditioning on behavioral choices
Costola, Michele
;
Caporin, Massimiliano
- In:
Annals of financial economics
11
(
2016
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011504045
Saved in:
4
Market volatility, optimal portfolios and naive asset allocations
Caporin, Massimiliano
;
Pelizzon, Loriana
-
2012
-
First draft
Persistent link: https://www.econbiz.de/10011628996
Saved in:
5
Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises
Caporin, Massimiliano
;
Jimenez-Martin, Juan-Angel
; …
- In:
Journal of international financial markets, …
31
(
2014
),
pp. 159-177
Persistent link: https://www.econbiz.de/10011299343
Saved in:
6
Asset allocation strategies based on penalized quantile regression
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Paterlini, …
- In:
Computational Management Science : CMS
15
(
2018
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011860862
Saved in:
7
On the predictability of stock prices : a case for high and low prices
Caporin, Massimiliano
;
Ranaldo, Angelo
;
Santucci de …
-
2011
Persistent link: https://www.econbiz.de/10009424223
Saved in:
8
Risk spillovers in international equity portfolios
Bonato, Matteo
;
Caporin, Massimiliano
;
Ranaldo, Angelo
-
2012
Persistent link: https://www.econbiz.de/10009537230
Saved in:
9
A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management
Caporin, Massimiliano
;
Lisi, Francesco
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 236-249
Persistent link: https://www.econbiz.de/10010365770
Saved in:
10
On the predictability of stock prices : a case for high and low prices
Caporin, Massimiliano
;
Ranaldo, Angelo
;
Santucci de …
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5132-5146
Persistent link: https://www.econbiz.de/10010342761
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