Piazza dell'Ateneo Nuovo, 1
Milano, MI 20126
Great Winchester Street, 1
London EC2N 2DB
Via Necchi 9
Milano, MI 20121
University of Milan-Bicocca - Department of Mathematics and Applications
Deutsche Bank, Fixed Income Research
Università Degli Studi del Sacro Cuore di Milano - Laboratory of Statistics
in Total Papers Downloads
Implied volatility, Asset pricing forecast, Asymmetric strategies, Market's efficiency
Capital protection, CPPI, Non-arbitrage price, Monte-Carlo methods
asset pricing models, forecasting stock returns, APT, autoregressive models, cost of equity
Hedge funds, Assessing performance, Portfolio's efficiency, Principal component analysis, Modigliani-Modigliani Index
Inflation indexed derivatives, Jarrow and Yildirim model, Zero Coupon and Year-on-Year volatility
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