Davide Ferrari

University of Melbourne

185 Pelham Street

Carlton, Victoria 3053

Australia

  • University of Melbourne

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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1.

Efficient and Robust Estimation for Financial Returns: An Approach Based on q-Entropy

Number of pages: 39 Posted: 10 Aug 2011
Davide Ferrari and Sandra Paterlini
University of Melbourne and University of Trento - Department of Economics and Management
Downloads 72 (326,663)
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q-entropy, robust estimation, power-divergence, financial returns

2.

Sparse and Robust Normal and t-Portfolios by Penalized Lq-Likelihood Minimization

Number of pages: 31 Posted: 22 May 2014 Last Revised: 02 Jun 2017
Davide Ferrari, Margherita Giuzio and Sandra Paterlini
University of Melbourne, European Central Bank (ECB) and University of Trento - Department of Economics and Management
Downloads 17 (543,672)

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q-entropy, penalized least squares, sparsity, index tracking

3.

An Agent‐Based Model of Exaptive Processes

European Management Review, Vol. 4, Issue 3, pp. 141-151, 2007
Number of pages: 11 Posted: 22 Oct 2011
Marco Villani, Stefano Bonacini, Davide Ferrari, Roberto Serra and David Lane
affiliation not provided to SSRN, affiliation not provided to SSRN, University of Melbourne, affiliation not provided to SSRN and affiliation not provided to SSRN
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innovation, agent‐based model, exaptation, cognitive representation