Antonella Tolomeo

University of Torino

University of Torino

Corso Unione Sovietica 218/bis

Torino, Turin - Piedmont 10134

Italy

  • University of Torino

SCHOLARLY PAPERS

2

DOWNLOADS

222

SSRN CITATIONS

2

CROSSREF CITATIONS

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Scholarly Papers (2)

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1.

Should Commodity Investors Follow Commodities' Prices?

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 19-8
Number of pages: 27 Posted: 24 Jul 2018 Last Revised: 25 Sep 2019
Paolo Guasoni, Paolo Guasoni, Antonella Tolomeo and Gu Wang
Boston University - Department of Mathematics and StatisticsDublin City University - School of Mathematical Sciences, University of Torino and Worcester Polytechnic Institute
Downloads 163 (278,791)
Citation 2

Abstract:

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portfolio choice, commodities, filtering, intertemporal hedging, long-run

2.

Are Information and Portfolio Diversification Substitutes or Complements?

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 26 Posted: 02 Jun 2016 Last Revised: 19 Nov 2016
Elisa Luciano and Antonella Tolomeo
University of Turin - Department of Statistics and Applied Mathematics and University of Torino
Downloads 59 (543,184)

Abstract:

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Information costs, Optimal filtering, Portfolio diversification