HITAJ, ASMERILDA

HITAJ, ASMERILDA  

DIPARTIMENTO DI ECONOMIA  

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Titolo Data di pubblicazione Autore(i) File
Approximation of continuous random variables for the evaluation of the reliability parameter of complex stress–strength models 1-gen-2021 Barbiero, Alessandro; Hitaj, Asmerilda
Are Smart Beta strategies suitable for hedge fund portfolios? 1-gen-2016 Hitaj, A.; Zambruno, G.
Asset allocation: new evidence through network approaches 1-gen-2019 Gian Paolo, Clemente; Rosanna, Grassi; Hitaj, Asmerilda
COMPARING APPROACHES FOR APPROXIMATING CONTINUOUS RANDOM DISTRIBUTIONS WITH APPLICATION IN RELIABILITY ENGINEERING 1-gen-2020 Barbiero, A.; Hitaj, A.
A Discrete Analogue of the Half-Logistic Distribution 1-gen-2020 Barbiero, Alessandro; Hitaj, Asmerilda
Goodman and Kruskal’s Gamma Coefficient for Ordinalized Bivariate Normal Distributions 1-gen-2020 Barbiero, Alessandro; Hitaj, Asmerilda
Hedge Fund Portfolio Allocation with Higher Moments and MVG Models 1-gen-2013 Hitaj, A.; Mercuri, L.
Lambda value at risk and regulatory capital: A dynamic approach to tail risk 1-gen-2018 Hitaj, A.; Mateus, C.; Peri, I.
Lévy CARMA models for shocks in mortality 1-gen-2019 Hitaj, A.; Mercuri, L.; Rroji, E.
A new method for building a discrete analogue to a continuous random variable based on minimization of a distance between distribution functions 1-gen-2021 Barbiero, A.; Hitaj, A.
On multivariate extensions of the Mixed Tempered Stable distribution 1-gen-2016 Hitaj, A.; Hubalek, F.; Mercuri, L.; Rroji, E.
On Properties of the MixedTS Distribution and Its Multivariate Extension 1-gen-2018 Hitaj, A.; Hubalek, F.; Mercuri, L.; Rroji, E.
Optimal hedge fund allocation with improved estimates for coskewness and cokurtosis parameters 1-gen-2012 Hitaj, A.; Martellini, L.; Zambruno, G.
Optimal Portfolio Selection via network theory in banking and insurance sector 1-gen-2019 Clemente, G. P.; Grassi, R.; Hitaj, A.
Portfolio allocation using multivariate variance gamma models 1-gen-2013 Hitaj, A.; Mercuri, L.
Portfolio allocation using omega function: An empirical analysis 1-gen-2014 Hitaj, A.; Martinelli, F.; Zambruno, G.
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study 1-gen-2019 Consigli, Giorgio; Hitaj, Asmerilda; Mastrogiacomo, Elisa
Portfolio optimization using modified herfindahl constraint 1-gen-2018 Hitaj, A.; Zambruno, G.
Portfolio selection with independent component analysis 1-gen-2015 Hitaj, A.; Mercuri, L.; Rroji, E.
Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization 1-gen-2019 Hitaj, A.; Mercuri, L.; Rroji, E.