SEVERINO, FEDERICO
SEVERINO, FEDERICO
Dipartimento di Finanza
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Risultati 1 - 5 di 5 (tempo di esecuzione: 0.009 secondi).
A persistence-based Wold-type decomposition for stationary time series
2020 Ortu, Fulvio; Severino, Federico; Tamoni, Andrea; Tebaldi, Claudio
Multivariate Wold decompositions: a Hilbert A-module approach
2023 Cerreia-Vioglio, Simone; Ortu, Fulvio; Severino, Federico; Tebaldi, Claudio
On horizon-consistent mean-variance portfolio allocation
2024 Cerreia-Vioglio, Simone; Ortu, Fulvio; Rotondi, Francesco; Severino, Federico
Optimal asset allocation with heterogeneous persistent shocks and myopic and intertemporal hedging demand
2019 Di Virgilio, Domenica; Ortu, Fulvio; Severino, Federico; Tebaldi, Claudio
Orthogonal decompositions in asset pricing
2018 Severino, Federico
| Titolo | Data di pubblicazione | Autore(i) | Rivista | Editore |
|---|---|---|---|---|
| A persistence-based Wold-type decomposition for stationary time series | 1-gen-2020 | Ortu, Fulvio; Severino, Federico; Tamoni, Andrea; Tebaldi, Claudio | QUANTITATIVE ECONOMICS | - |
| Multivariate Wold decompositions: a Hilbert A-module approach | 1-gen-2023 | Cerreia-Vioglio, Simone; Ortu, Fulvio; Severino, Federico; Tebaldi, Claudio | DECISIONS IN ECONOMICS AND FINANCE | - |
| On horizon-consistent mean-variance portfolio allocation | 1-gen-2024 | Cerreia-Vioglio, Simone; Ortu, Fulvio; Rotondi, Francesco; Severino, Federico | ANNALS OF OPERATIONS RESEARCH | - |
| Optimal asset allocation with heterogeneous persistent shocks and myopic and intertemporal hedging demand | 1-gen-2019 | Di Virgilio, Domenica; Ortu, Fulvio; Severino, Federico; Tebaldi, Claudio | - | World Scientific |
| Orthogonal decompositions in asset pricing | 1-gen-2018 | Severino, Federico | - | Università Bocconi |