Via E. Fermi 2749
Ispra (VA), I-21027
Italy
Joint Research Center of the European Commission
Long-Term Asset Management, Dynamic Allocation, Pension Fund, DSGE Model
Graph Theory, Momentum, Dynamic Portfolio, Quantum Probability, Spectral Analysis
Performance Measure, Portfolio Management, Relative-Value Strategy, Large Portfolios, Absolute Return Strategy, Multivariate Statistics, Generalized Hyperbolic Distribution
Central Bank Digital Currency, CBDC, ECB, Bank Deposits
finance, continuous time random walk, cross-section analysis, rank-based models, momentum