Cannaregio 873
Venice, 30121
Italy
Ca' Foscari University of Venice
SSRN RANKINGS
in Total Papers Downloads
Entropy, systemic risk measures, early warning indicators, aggregation
Performance Measure, Omega, Return Distribution, Risk, Stochastic Dominance
Systemic Risk, Risk Measurement, VaR, ΔCoVaR, Oil, Financial Institutions, Petroleum-based Economies
VAR estimation, Financial Networks, Bayesian inference, Sparsity, Spike-and-Slab prior, Stochastic Search Variable Selection, Expectation-Maximisation
investment decision, behavioral agents, mixture model, behavioral expectations
performance measures, combining performance measures, portfolio
Systemic Risk, Financial Institutions, Network Communities, Financial Crises
performance measures, combining performance measures, portfolio allocation, equity screening, differential evolution
COVID-19, Coronavirus, Social Media data, Google Trends, Financial markets
Mortgages, Energy Efficiency, Credit Risk
credit scoring; probability of default; small and medium enterprises; assetbacked securities
learner agent, investment decision, behavioral agents, Bayesian updating
Cay, Trend, State-Space Model
combining performance measures, portfolio allocation, learning agent process
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