Simone Bernardi

University of Zurich - Department of Banking and Finance

PhD Candidate

Schönberggasse 1

Zürich, 8001

Switzerland

SCHOLARLY PAPERS

3

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SSRN CITATIONS
Rank 47,730

SSRN RANKINGS

Top 47,730

in Total Papers Citations

10

CROSSREF CITATIONS

4

Scholarly Papers (3)

Maximum Diversification Strategies Along Commodity Risk Factors

European Financial Management, Vol. 24, Issue 1, pp. 53-78, 2018
Number of pages: 37 Posted: 08 Jul 2013 Last Revised: 12 Mar 2018
Simone Bernardi, Markus Leippold and Harald Lohre
University of Zurich - Department of Banking and Finance, University of Zurich and Invesco
Downloads 809 (39,044)
Citation 1

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commodity strategies, risk-based portfolio construction, risk parity, diversification

Maximum Diversification Strategies Along Commodity Risk Factors

European Financial Management, Vol. 24, Issue 1, pp. 53-78, 2018
Number of pages: 26 Posted: 19 Jan 2018
Simone Bernardi, Markus Leippold and Harald Lohre
University of Zurich - Department of Banking and Finance, University of Zurich and Invesco
Downloads 3 (823,959)
Citation 5
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commodity strategies, diversification, risk‐based portfolio construction, risk parity

Second-Order Risk of Alternative Risk Parity Strategies

Journal of Risk, 2019, Vol. 21(3), pp. 1-25
Number of pages: 30 Posted: 26 Dec 2017 Last Revised: 12 Mar 2021
Simone Bernardi, Markus Leippold and Harald Lohre
University of Zurich - Department of Banking and Finance, University of Zurich and Invesco
Downloads 271 (146,112)

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Estimation Risk, Second-Order Risk, Portfolio Construction, Risk Parity, Diversification

Second-Order Risk of Alternative Risk Parity Strategies

Journal of Risk, Forthcoming
Number of pages: 25 Posted: 04 Feb 2019
Simone Bernardi, Markus Leippold and Harald Lohre
University of Zurich - Department of Banking and Finance, University of Zurich and Invesco
Downloads 1 (848,583)
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estimation risk, second-order risk, portfolio construction, risk parity, diversification

Capital Floors, the Revised SA and the Cost of Loans in Switzerland

Number of pages: 39 Posted: 09 Jun 2015 Last Revised: 13 Jun 2015
University of Zurich - Department of Banking and Finance, Risk Control Limited and Risk Control Limited
Downloads 202 (194,646)
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Credit Risk, Regulation, Banks, Public Institutions

Capital Floors, the Revised SA and the Cost of Loans in Switzerland

Number of pages: 44 Posted: 31 Aug 2016
University of Zurich - Department of Banking and Finance, Risk Control Limited and Risk Control Limited
Downloads 64 (444,729)

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Credit Risk, Market Risk, Regulation, Banks, Public Institutions