C/da S. Chiara nr. 50
University of Brescia
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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
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CRoss validation AGGregatING, distance to default, Probit, Regression trees, Sovereign default
Data mining, Evaluating forecasts, Model selection, Panel data, Probability forecasting
File name: OBES.
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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