Gabriele Susinno

Financial Advisory Services

Owner

Ch. de la Pierreuse 5

Vesenaz, Geneva

Switzerland

http://www.ipsedixitart.com

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 14,233

SSRN RANKINGS

Top 14,233

in Total Papers Downloads

3,348

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Ideas:
“  Characterization of behavioral characteristics of defensive equities  ”

Scholarly Papers (14)

1.

Embedded Options and Integrated Asset-Liability Management for Life Insurance

Seminario de Matematica Financiera, Vol. 3, pp. 203-218, 2003
Number of pages: 18 Posted: 20 Mar 2004
Gabriele Susinno
Financial Advisory Services
Downloads 842 (27,687)

Abstract:

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Insurance, options, ALM, HPC, linux, cluster

2.

News and Prices Divorce: Investment Strategies from Behavioral Finance

Number of pages: 4 Posted: 17 Jan 2005
Gabriele Susinno
Financial Advisory Services
Downloads 800 (29,719)

Abstract:

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Hedge funds, investment strategies, simulation, metropolis, dynamic ising, interacting agents

3.

Demystifying Rebalancing Premium and Extending Portfolio Theory in the Process

Number of pages: 27 Posted: 07 Mar 2017
Vladislav Dubikovsky and Gabriele Susinno
MSCI Barra and Financial Advisory Services
Downloads 362 (81,652)

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Rebalancing Premium, MPT, Maximum growth, Samuelson, Markowitz, Wealth, Path dependence, Minimum Volatility, Defensive

4.

Consequences of the Reduction of Interest Rates on Insurance

Number of pages: 22 Posted: 19 Apr 2000
Sergio Siglienti, Gabriele Susinno, S. Buttarazzi and G. Stamegna
Gruppo INA S.p.A., Financial Advisory Services, Gruppo INA S.p.A. and Gruppo INA S.p.A.
Downloads 314 (95,872)

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5.

Shortcomings in Advise Versus the Art and Science of Investing in Hedge Funds

Number of pages: 9 Posted: 16 Jan 2005
Gabriele Susinno
Financial Advisory Services
Downloads 304 (99,242)
Citation 1

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Hedge funds, portfolio optimization, correlation, advisers, diversification

6.

Portfolio Blender: Blending Qualitative Expectations in Portfolio Optimization

Number of pages: 17 Posted: 14 May 2013
Gabriele Susinno, Olivier Powell and Jeremie Smaga
Financial Advisory Services, Unigestion SA and Noble Group
Downloads 279 (108,912)

Abstract:

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Black-Litterman, Portfolio Optimization, Hedge Funds, Qualitative Views

7.

Demystifying Rebalancing Premium: A Methodological Path to Risk Premia Engineering

Number of pages: 29 Posted: 25 Jul 2015
Vladislav Dubikovsky and Gabriele Susinno
MSCI Barra and Financial Advisory Services
Downloads 230 (132,770)

Abstract:

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Volatility, Rebalancing Premium, Optimal Growth Portfolios, Rebalancing Bonus, Low Beta Anomaly, Alternative Beta, Risk Premia, Factor Investing

8.

Optimising Asset Allocation between Hedge Funds and Private Equity

Number of pages: 16 Posted: 25 Jul 2015
Gabriele Susinno and Christophe de Dardel
Financial Advisory Services and Unigestion SA
Downloads 80 (304,907)

Abstract:

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hedge funds, private equity, cross assets allocation, liquidity premium, option to redeem, real options, redemption fees

9.

Using Trees to Grow Money

Risk, Vol 16, No 11, November 2003, S11-S12
Number of pages: 2 Posted: 20 Mar 2013 Last Revised: 05 May 2013
Maria-Augusta Miceli and Gabriele Susinno
University of Rome Sapienza and Financial Advisory Services
Downloads 58 (362,417)

Abstract:

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Hedge Funds, Investment Strategies, Classification, Portfolio Diversification, Monitoring, Control

10.

Expected Returns Independent Allocations

Number of pages: 15 Posted: 29 Jul 2015
Gabriele Susinno
Financial Advisory Services
Downloads 50 (388,114)

Abstract:

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Risk Based Allocation, Equally Risk Weighted Portfolios, ERC, Diversification, Expected Returns, Robust Allocation

11.

Computing Journal: Stochastic-volatility Models with Optional Jumps

Number of pages: 43 Posted: 25 Jul 2015
Anna Pretre and Gabriele Susinno
BCV and Financial Advisory Services
Downloads 21 (515,971)

Abstract:

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Heston, Bates, Merton, Implied Volatility, Jump processes

12.

Market Dynamics as a Consequence of Local Complementarity and Global Substitutability in Agent's Strategies

Number of pages: 24 Posted: 02 Nov 2005 Last Revised: 23 Aug 2014
Michele Bagella, Rocco Ciciretti and Gabriele Susinno
University of Rome Tor Vergata - Faculty of Economics, University of Rome II - Department of Economics and Finance and Financial Advisory Services
Downloads 8 (595,000)
Citation 1

Abstract:

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13.

Ultrametricity in Fund of Funds Diversification

Physica A, 2003
Posted: 20 Dec 2003
Gabriele Susinno and Maria-Augusta Miceli
Financial Advisory Services and University of Rome Sapienza

Abstract:

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Hedge Funds, Selection, Correlation, Random Matrices, Graphs, Taxonomy, Classification, Strategies, CTA,Global Macro

14.

Insurance Optional

Risk, Vol. 13, No. 4, April 2000
Posted: 03 Jul 2000
Gabriele Susinno and Claudio Giraldi
Financial Advisory Services and Gruppo INA S.p.A.

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