HITAJ, ASMERILDA
HITAJ, ASMERILDA
DIPARTIMENTO DI ECONOMIA
A Discrete Analogue of the Half-Logistic Distribution
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.
A welcome to the jungle of continuous-time multivariate non-Gaussian models based on Lévy processes applied to finance
2022-01-01 Bianchi, Michele Leonardo; Hitaj, Asmerilda; Tassinari, Gian Luca
Approximation of continuous random variables for the evaluation of the reliability parameter of complex stress–strength models
2021-01-01 Barbiero, Alessandro; Hitaj, Asmerilda
Are Smart Beta strategies suitable for hedge fund portfolios?
2016-01-01 Hitaj, A.; Zambruno, G.
Asset allocation: new evidence through network approaches
2019-01-01 Gian Paolo, Clemente; Rosanna, Grassi; Hitaj, Asmerilda
COMPARING APPROACHES FOR APPROXIMATING CONTINUOUS RANDOM DISTRIBUTIONS WITH APPLICATION IN RELIABILITY ENGINEERING
2020-01-01 Barbiero, A.; Hitaj, A.
Discrete analogs of a bivariate Pareto distribution
2022-01-01 Barbiero, A.; Hitaj, A.
Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances
2022-01-01 Barbiero, Alessandro; Hitaj, Asmerilda
Dissecting hedge funds' strategies
2023-01-01 Noori, Mohammad; Hitaj, Asmerilda
Gaussian Quadrature for Non-Gaussian Distributions
2022-01-01 Barbiero, A.; Hitaj, A.
Goodman and Kruskal’s Gamma Coefficient for Ordinalized Bivariate Normal Distributions
2020-01-01 Barbiero, Alessandro; Hitaj, Asmerilda
Hedge Fund Portfolio Allocation with Higher Moments and MVG Models
2013-01-01 Hitaj, A.; Mercuri, L.
Lambda value at risk and regulatory capital: A dynamic approach to tail risk
2018-01-01 Hitaj, A.; Mateus, C.; Peri, I.
Lévy CARMA models for shocks in mortality
2019-01-01 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.
On Properties of the MixedTS Distribution and Its Multivariate Extension
2018-01-01 Hitaj, A.; Hubalek, F.; Mercuri, L.; Rroji, E.
Optimal hedge fund allocation with improved estimates for coskewness and cokurtosis parameters
2012-01-01 Hitaj, A.; Martellini, L.; Zambruno, G.
Optimal Portfolio Selection via network theory in banking and insurance sector
2019-01-01 Clemente, G. P.; Grassi, R.; Hitaj, A.
Portfolio allocation using multivariate variance gamma models
2013-01-01 Hitaj, A.; Mercuri, L.