Riccardo Bramante

Laboratory of Statistics

Professor of Statistics

Via Necchi 9

Milano, MI 20121

Italy

SCHOLARLY PAPERS

2

DOWNLOADS

576

CITATIONS

0

Scholarly Papers (2)

1.

An Asset Allocation Model Based on a Semi Variance Adjusted Sharpe Ratio

Number of pages: 11 Posted: 23 Aug 2009
Riccardo Bramante and Giampaolo Gabbi
Laboratory of Statistics and SDA Bocconi
Downloads 324 (91,469)

Abstract:

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Asset allocation, semivariance, Sharpe ratio, portfolio optimization

2.

Assessing the Performance of the Hedge Funds Market: An Application to the Italian Hedge Funds Industry

Number of pages: 28 Posted: 28 Jun 2007
Deutsche Bank, Fixed Income Research, Laboratory of Statistics and UBS Global Asset Management
Downloads 252 (119,685)

Abstract:

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Hedge funds, Assessing performance, Portfolio's efficiency, Principal component analysis, Modigliani-Modigliani Index