Davide Ferrari

University of Melbourne

185 Pelham Street

Carlton, Victoria 3053

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

91

SSRN CITATIONS

0

CROSSREF CITATIONS

6

Scholarly Papers (3)

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
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