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Colucci, Stefano's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,364 |
Total
Citations
6 |
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1.
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Colucci, Stefano
Symphonia Sgr Brandolini, Dario
University of Turin
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28 Nov 11
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Last Revised:
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08 Dec 11
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1,170
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1
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asset allocation, expected shortfall, filtered bootstrap, VaR, GDP
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2.
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Colucci, Stefano
Symphonia Sgr Brandolini, Dario
University of Turin
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| Posted: |
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28 Nov 11
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Last Revised:
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08 Dec 11
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395
(34,604)
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3
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VaR, backtest, historical simulation, filtered bootstrap, unconditional coverage, independence
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3.
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Colucci, Stefano
Symphonia Sgr
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05 Dec 11
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Last Revised:
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21 Dec 11
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349
(40,323)
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1
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Risk Parity, Expected Shortfall, Equally weighted Porfolio, Asset Allocation
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4.
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Colucci, Stefano
Symphonia Sgr
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03 Sep 12
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Last Revised:
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20 Feb 13
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348
(40,473)
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equally risk contribution, risk parity, maximum diversification, asset allocation, mean variance, 1/N, VaR models, expected shortfall
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5.
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Colucci, Stefano
Symphonia Sgr Brandolini, Dario
University of Turin
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06 Dec 11
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Last Revised:
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08 Dec 11
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102
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1
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VaR, Backtest, Filtered Bootstrap, Historical Simalation, Sovereign Risk
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Records 1 -
5
of 5 matches
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1
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