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dynamic strategies, discretionary allocation, mean-reversion, multivariate Ornstein-Uhleneck, Kullback Leibler divergence, relative entropy, optimal policy, dynamic programming, calculus of variations
ESG investing, Systemic Risk, Market Impact, Network, Indirect Contagion
Socially Responsible Investments, ESG criteria, Investment Funds, Financial networks, Resilience.
Hawkes Process, Contagion, Expected Shortfall, Back-Testing, Portfolio Management
socially responsible investments, optimal portfolios, screening
Sustainability, Graphical Gaussian Model, Partial Correlation, ESG Disclosure
Portfolio optimization, Power utility, Martingale Method, Partial Information
Investment Analysis, Portfolio Management, Optimal Control, Mean Reverting Processes, Fourier Transform
Investment Analysis, Portfolio Management, Optimal Control, Convex Incentives
Portfolio Management, Optimal Control, Learning
Investment Analysis, Portfolio Management, Convex incentives, Optimal Control, Fourier transform, Mean reverting processes
Item Response Theory, Latent Variable Models, Portfolio management, Ranking, Socially Responsible Investment