C/da S. Chiara nr. 50
University of Brescia
in Total Papers Downloads
in Total Papers Citations
Bayesian analysis, Conditional time-varying beta, Hedge Funds, Performance, VaR
Bayesian Analysis, Conditional Timevarying Beta, Hedge Funds, Performance, VaR
Hedge Funds, Dynamic Conditional Correlations, Time-varying beta, Regression Trees
Equity mutual funds, conditional asset pricing models, time-varying beta, Bayesian analysis
Italian mutual funds, Performance, Tax-distortions
CRoss validation AGGregatING, distance to default, Probit, Regression trees, Sovereign default
Data mining, Evaluating forecasts, Model selection, Panel data, Probability forecasting
Italian mutual fund, Investment styles, mutual funds dissimilarities, country-based dominant style factors
Portfolio Optimization, Risk Parity, Equal Risk Contribution, Regression Trees
Banking Crises, Early Warnings, Regression and Classification Trees, Stepwise Logit
Agent-based modelling, Game theory, Ginzburg-Landau theory, Financial symmetry
Credit default swaps, systemic risk, contagion, copula, regression trees
default rate; recovery rate; Jacobi process; Expected Shortfall; Kumaraswamy distribution
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