Sfoglia per Autore
Linear models for style analysis
2002 Corielli, Francesco; Attilio, Meucci
“Pitfalls in linear models for style analysis”
2004 Corielli, Francesco; Meucci, A.
Eigenfunctions based estimating martingales for perturbed diffusions
2004 Corielli, Francesco
Risk management implications of time inconsistency: model updating and recalibration of no-arbitrage models
2005 Corielli, Francesco; Buraschi, A.
Factor based index tracking
2006 Corielli, Francesco; Marcellino, Massimiliano
Hedging with Energy
2006 Corielli, Francesco
Model error analysis methods
2006 Corielli, Francesco
The Sturm liouville problem and diffusion modelling
2007 Corielli, Francesco
Corporate governance and independent directors: much ado about nothing? The evidence behind private equity investment performance
2007 Caselli, Stefano; Corielli, Francesco; Gatti, Stefano; F., Querci
On analytic perturbations of the B&S PDE
2009 Paolo, Carta; Corielli, Francesco
Corporate governance and independent directors: much ado about nothing? The evidence behind private equity investment performance
2010 Caselli, Stefano; Gatti, Stefano; F., Querci; Corielli, Francesco
Corporate governance and independent directors: much ado about nothing? The evidence behind private equity investment performance
2010 F., Querci; Caselli, Stefano; Corielli, Francesco; Gatti, Stefano
Parametrix approximation of diffusion transition densities
2010 Corielli, Francesco; Paolo, Foschi; Andrea, Pascucci
Risk shifting through nonfinancial contracts: Effects on loan spreads and capital structure of project finance deals
2010 Corielli, Francesco; Gatti, Stefano; Steffanoni, Alessandro
Approximation tools for PDE solutions and applications in finance
2011 Corielli, Francesco; Alberto, Mietto
Surviving Survivorship Bias
2012 Corielli, Francesco; Enrico, Ferrari
Surviving Survivorship Bias
2012 Corielli, Francesco; Enrico, Ferrari
Project Finance Collateralised Debt Obligations: an Empirical Analysis of Spread Determinants
2012 Gatti, Stefano; Corielli, Francesco; Caselli, Stefano; V., Buscaino
| Titolo | Data di pubblicazione | Autore(i) | Rivista | Editore |
|---|---|---|---|---|
| Linear models for style analysis | 1-gen-2002 | Corielli, Francesco; Attilio, Meucci | - | SIS |
| “Pitfalls in linear models for style analysis” | 1-gen-2004 | Corielli, Francesco; Meucci, A. | STATISTICAL METHODS & APPLICATIONS | Physica-Verlag, berlin |
| Eigenfunctions based estimating martingales for perturbed diffusions | 1-gen-2004 | Corielli, Francesco | - | CLEUP Padova |
| Risk management implications of time inconsistency: model updating and recalibration of no-arbitrage models | 1-gen-2005 | Corielli, Francesco; Buraschi, A. | JOURNAL OF BANKING & FINANCE | Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598 |
| Factor based index tracking | 1-gen-2006 | Corielli, Francesco; Marcellino, Massimiliano | JOURNAL OF BANKING & FINANCE | - |
| Hedging with Energy | 1-gen-2006 | Corielli, Francesco | MATHEMATICAL FINANCE | Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591 |
| Model error analysis methods | 1-gen-2006 | Corielli, Francesco | STATISTICA APPLICATA | Rocco Curto, Napoli |
| The Sturm liouville problem and diffusion modelling | 1-gen-2007 | Corielli, Francesco | - | CLEUP Padova |
| Corporate governance and independent directors: much ado about nothing? The evidence behind private equity investment performance | 1-gen-2007 | Caselli, Stefano; Corielli, Francesco; Gatti, Stefano; F., Querci | - | - |
| On analytic perturbations of the B&S PDE | 1-gen-2009 | Paolo, Carta; Corielli, Francesco | - | - |
| Corporate governance and independent directors: much ado about nothing? The evidence behind private equity investment performance | 1-gen-2010 | Caselli, Stefano; Gatti, Stefano; F., Querci; Corielli, Francesco | - | - |
| Corporate governance and independent directors: much ado about nothing? The evidence behind private equity investment performance | 1-gen-2010 | F., Querci; Caselli, Stefano; Corielli, Francesco; Gatti, Stefano | - | - |
| Parametrix approximation of diffusion transition densities | 1-gen-2010 | Corielli, Francesco; Paolo, Foschi; Andrea, Pascucci | SIAM JOURNAL ON FINANCIAL MATHEMATICS | - |
| Risk shifting through nonfinancial contracts: Effects on loan spreads and capital structure of project finance deals | 1-gen-2010 | Corielli, Francesco; Gatti, Stefano; Steffanoni, Alessandro | JOURNAL OF MONEY, CREDIT, AND BANKING | - |
| Approximation tools for PDE solutions and applications in finance | 1-gen-2011 | Corielli, Francesco; Alberto, Mietto | - | - |
| Surviving Survivorship Bias | 1-gen-2012 | Corielli, Francesco; Enrico, Ferrari | - | - |
| Surviving Survivorship Bias | 1-gen-2012 | Corielli, Francesco; Enrico, Ferrari | - | CAREFIN |
| Project Finance Collateralised Debt Obligations: an Empirical Analysis of Spread Determinants | 1-gen-2012 | Gatti, Stefano; Corielli, Francesco; Caselli, Stefano; V., Buscaino | EUROPEAN FINANCIAL MANAGEMENT | - |
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile