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Savona, Roberto's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,154 |
Total
Citations
5 |
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1.
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Risk and Beta Anatomy in the Hedge Fund Industry
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Savona, Roberto
University of Brescia
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Posted:
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31 Oct 08
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Last Revised:
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27 Apr 12
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377
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Savona, Roberto
University of Brescia
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124
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Bayesian Analysis, Conditional Timevarying Beta, Hedge Funds, Performance, VaR
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Savona, Roberto
University of Brescia
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31 Oct 08
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Last Revised:
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27 Apr 12
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253
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Bayesian analysis, Conditional time-varying beta, Hedge Funds, Performance, VaR
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2.
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Amisano, Gianni
European Central Bank (ECB) Savona, Roberto
University of Brescia
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24 Oct 08
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Last Revised:
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24 Feb 09
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155
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1
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Equity mutual funds, conditional asset pricing models, time-varying beta, Bayesian analysis
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3.
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Savona, Roberto
University of Brescia
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142
(102,855)
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Hedge Funds, Dynamic Conditional Correlations, Time-varying beta, Regression Trees
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4.
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Tax-induced Dissimilarities Between Domestic and Foreign Mutual Funds in Italy
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Savona, Roberto
University of Brescia
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Posted:
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12 May 04
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Last Revised:
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06 Oct 06
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131
(110,112)
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1
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Savona, Roberto
University of Brescia
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31
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1
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Savona, Roberto
University of Brescia
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100
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Italian mutual funds, Performance, Tax-distortions
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5.
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Savona, Roberto
University of Brescia Vezzoli, Marika
University of Brescia
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122
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1
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CRoss validation AGGregatING, distance to default, Probit, Regression trees, Sovereign default
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6.
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Amisano, Gianni
European Central Bank (ECB) Savona, Roberto
University of Brescia
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12 Mar 08
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Last Revised:
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07 Apr 08
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92
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1
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Equity mutual funds, conditional asset pricing models, time-varying beta, Bayesian analysis
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7.
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Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals
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Versions (2)
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Savona, Roberto
University of Brescia Vezzoli, Marika
University of Brescia
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Posted:
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30 Nov 11
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Last Revised:
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07 Nov 12
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69
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1
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Savona, Roberto
University of Brescia Vezzoli, Marika
University of Brescia
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19
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1
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Data mining, Evaluating forecasts, Model selection, Panel data, Probability forecasting
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Savona, Roberto
University of Brescia Vezzoli, Marika
University of Brescia
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50
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1
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Data mining, Evaluating forecasts, Model selection, Panel data, Probability forecasting
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8.
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Savona, Roberto
University of Brescia
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58
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Italian mutual fund, Investment styles, mutual funds dissimilarities, country-based dominant style factors
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9.
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Manasse, Paolo
Università degli Studi di Bologna - Department of Economics Savona, Roberto
University of Brescia Vezzoli, Marika
University of Brescia
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8
(317,051)
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Banking Crises, Early Warnings, Regression and Classification Trees, Stepwise Logit
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