Sfoglia per Autore
Optimal hedge fund allocation with improved estimates for coskewness and cokurtosis parameters
2012-01-01 Hitaj, A.; Martellini, L.; Zambruno, G.
Hedge Fund Portfolio Allocation with Higher Moments and MVG Models
2013-01-01 Hitaj, A.; Mercuri, L.
Portfolio allocation using multivariate variance gamma models
2013-01-01 Hitaj, A.; Mercuri, L.
Portfolio allocation using omega function: An empirical analysis
2014-01-01 Hitaj, A.; Martinelli, F.; Zambruno, G.
Portfolio selection with independent component analysis
2015-01-01 Hitaj, A.; Mercuri, L.; Rroji, E.
On multivariate extensions of the Mixed Tempered Stable distribution
2016-01-01 Hitaj, A.; Hubalek, F.; Mercuri, L.; Rroji, E.
Are Smart Beta strategies suitable for hedge fund portfolios?
2016-01-01 Hitaj, A.; Zambruno, G.
VIX computation based on affine stochastic volatility models in discrete time
2018-01-01 Hitaj, A.; Mercuri, L.; Rroji, E.
On Properties of the MixedTS Distribution and Its Multivariate Extension
2018-01-01 Hitaj, A.; Hubalek, F.; Mercuri, L.; Rroji, E.
Lambda value at risk and regulatory capital: A dynamic approach to tail risk
2018-01-01 Hitaj, A.; Mateus, C.; Peri, I.
Portfolio optimization using modified herfindahl constraint
2018-01-01 Hitaj, A.; Zambruno, G.
Some Empirical Evidence on the Need of More Advanced Approaches in Mortality Modeling
2018-01-01 Hitaj, Asmerilda; Mercuri, Lorenzo; Rroji, Edit
Optimal Portfolio Selection via network theory in banking and insurance sector
2019-01-01 Clemente, G. P.; Grassi, R.; Hitaj, A.
Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization
2019-01-01 Hitaj, A.; Mercuri, L.; Rroji, E.
Lévy CARMA models for shocks in mortality
2019-01-01 Hitaj, A.; Mercuri, L.; Rroji, E.
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study
2019-01-01 Consigli, Giorgio; Hitaj, Asmerilda; Mastrogiacomo, Elisa
A Discrete Analogue of the Half-Logistic Distribution
2020-01-01 Barbiero, Alessandro; Hitaj, Asmerilda
COMPARING APPROACHES FOR APPROXIMATING CONTINUOUS RANDOM DISTRIBUTIONS WITH APPLICATION IN RELIABILITY ENGINEERING
2020-01-01 Barbiero, A.; Hitaj, A.
Goodman and Kruskal’s Gamma Coefficient for Ordinalized Bivariate Normal Distributions
2020-01-01 Barbiero, Alessandro; Hitaj, Asmerilda
A new method for building a discrete analogue to a continuous random variable based on minimization of a distance between distribution functions
2021-01-01 Barbiero, A.; Hitaj, A.
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