Francesco Saita

Bocconi University - Department of Finance

Via Roentgen 1

Milano, MI 20136

Italy

SCHOLARLY PAPERS

6

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2,177

SSRN CITATIONS
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Top 46,479

in Total Papers Citations

2

CROSSREF CITATIONS

10

Scholarly Papers (6)

1.

Risk Measurement for Asset Managers: A Test of Relative VAR

Newfin Working Paper No. 6/02
Number of pages: 23 Posted: 22 May 2003
Davide Maspero and Francesco Saita
Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 1,188 (18,225)
Citation 2

Abstract:

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risk, value at risk, asset management

2.

Risk Capital Aggregation: The Risk Manager's Perspective

EFMA 2004 Basel Meetings Paper
Number of pages: 50 Posted: 09 Jun 2004
Francesco Saita
Bocconi University - Department of Finance
Downloads 848 (29,801)
Citation 4

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3.

Nudging Financial and Demographic Literacy: Experimental Evidence from an Italian Pension Fund

BAFFI CAREFIN Centre Research Paper No. 67
Number of pages: 37 Posted: 04 Jan 2018 Last Revised: 10 Dec 2018
Francesco C. Billari, Carlo A. Favero and Francesco Saita
Bocconi University - Department of Policy Analysis and Public Management, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 117 (254,565)

Abstract:

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pensions, financial literacy, demographic literacy, field experiment, Finlife

4.

Measuring Value-at-Risk in Project Finance Transactions

European Financial Management, Vol. 13, No. 1, pp. 135-158, January 2007
Number of pages: 24 Posted: 08 Jan 2007
Bocconi University - Department of Finance, Rizzani de Eccher S.p.A., Bocconi University - Department of Finance and Banca Intesa - Credit Risk Management Department
Downloads 24 (533,158)
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5.

Bank Lending, Internal Rating and VAR Models: How Much Independence for Operating Units?

Bancaria No. 02-2009
Posted: 17 Jul 2009 Last Revised: 15 Jan 2010
Francesco Saita and Andrea Resti
Bocconi University - Department of Finance and Bocconi University - Department of Finance

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VAR, internal rating systems, pricing

6.

Payment Process Costs, Innovation, and the Role of Banks as Payment Intermediaries

S-95-20
Posted: 10 Sep 1999
Francesco Saita
Bocconi University - Department of Finance

Abstract:

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