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79
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66
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53
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34
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30
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21
Value-at-risk trade-off and capital allocation with Copulas
Cherubini, Umberto
;
Luciano, Elisa
- In:
Economic notes : economic review of Banca Monte dei …
30
(
2001
)
2
,
pp. 235-256
Persistent link: https://www.econbiz.de/10001603715
Saved in:
22
Fuzzy value-at-risk : accounting for market liquidity
Cherubini, Umberto
;
DellaLunga, Giovanni
- In:
Economic notes : economic review of Banca Monte dei …
30
(
2001
)
2
,
pp. 293-312
Persistent link: https://www.econbiz.de/10001603720
Saved in:
23
Copula methods in finance
Cherubini, Umberto
;
Luciano, Elisa
;
Vecchiato, Walter
-
2004
Persistent link: https://www.econbiz.de/10001788052
Saved in:
24
Pricing and hedging credit derivatives with copulas
Cherubini, Umberto
;
Luciano, Elisa
- In:
Economic notes : economic review of Banca Monte dei …
32
(
2003
)
2
,
pp. 219-241
Persistent link: https://www.econbiz.de/10001790788
Saved in:
25
A note on Italian debt sustainability
Cherubini, Umberto
- In:
Economic & financial review : a journal of the European …
1
(
1994
)
4
,
pp. 223-234
Persistent link: https://www.econbiz.de/10001171986
Saved in:
26
Capital regulation, adjustment costs and bank management : an (S,s) approach
Baglioni, Angelo
- In:
Rivista internazionale di scienze economiche e …
41
(
1994
)
10
,
pp. 893-904
Persistent link: https://www.econbiz.de/10001172071
Saved in:
27
Exchange rate and interest rate polarization
Cherubini, Umberto
(
contributor
)
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
129
(
1993
)
4
,
pp. 651-661
Persistent link: https://www.econbiz.de/10001159344
Saved in:
28
Yield curve movements and market segmentation : a LISREL analysis of the Italian case
Baldini, Nicoletta
- In:
Economic notes : economic review of Banca Monte dei …
27
(
1998
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001254112
Saved in:
29
Intertemporal budget constraint and public debt sustainability : the case of Italy
Baglioni, Angelo
- In:
Applied economics
25
(
1993
)
2
,
pp. 275-283
Persistent link: https://www.econbiz.de/10001136296
Saved in:
30
Componenti strutturali e "correzioni tecniche" nel mercato dei bot : un'analisi di common trends
Cherubini, Umberto
- In:
Rivista internazionale di scienze sociali
100
(
1992
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10001138783
Saved in:
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