Federico Silvestri

Allianz Investment Management Spa

Milan

Italy

SCHOLARLY PAPERS

1

DOWNLOADS

77

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (1)

1.

Movements and Co-Movements Across European Asset Classes: Portfolio Allocation and Policy Implications

Number of pages: 28 Posted: 18 Jan 2013
Leibniz Institute for Financial Research SAFE, University of Toulouse 1 - Toulouse School of Economics (TSE), Luiss Guido Carli University and Allianz Investment Management Spa
Downloads 77 (323,391)
Citation 1

Abstract:

Loading...

time-varying correlation coefficients, mean-variance optimization, sovereign crisis, stressed assets