Massimiliano Pallotta

Ras Asset Management SGR SpA - Risk Management

Corso Italia, 23

Milano

Italy

SCHOLARLY PAPERS

3

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SSRN CITATIONS
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SSRN RANKINGS

Top 34,712

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CROSSREF CITATIONS

18

Scholarly Papers (3)

1.

Risk Management in an Asset Management Company: A Practical Case

Number of pages: 14 Posted: 06 Feb 2001
Dario Brandolini, Massimiliano Pallotta and Raffaele Zenti
Ras Asset Management SGR SpA, Ras Asset Management SGR SpA - Risk Management and Ras Asset Management SGR SpA
Downloads 4,906 (1,626)

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Risk management, asset management, implementation, bootstrap, historical simulation

2.

Risk Analysis for Asset Managers: Historical Simulation, the Bootstrap Approach and Value at Risk Calculation

EFMA 2001 Lugano Meetings
Number of pages: 44 Posted: 12 Jan 2001
Raffaele Zenti and Massimiliano Pallotta
Ras Asset Management SGR SpA and Ras Asset Management SGR SpA - Risk Management
Downloads 4,749 (1,723)
Citation 9

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Asset management, risk,historical simulation, bootstrapping, value at risk, relative value at risk

3.

Integrated Risk Management with a Filtered Bootstrap Approach

Economic Notes, Vol. 33, No. 3, pp. 375-398, November 2004
Number of pages: 24 Posted: 14 Apr 2005
Claudio Marsala, Massimiliano Pallotta and Raffaele Zenti
Ras Asset Management SGR SpA, Ras Asset Management SGR SpA - Risk Management and Ras Asset Management SGR SpA
Downloads 17 (559,592)
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