HITAJ, ASMERILDA
HITAJ, ASMERILDA
DIPARTIMENTO DI ECONOMIA
A Discrete Analogue of the Half-Logistic Distribution
2020-01-01 Barbiero, Alessandro; Hitaj, Asmerilda
A Discrete Version of the Half-Logistic Distribution Based on the Mimicking of the Probability Density Function
2024-01-01 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
An alternative discrete analogue of the half-logistic distribution
2023-01-01 Barbi̇ero, Alessandro; Hi̇taj, Asmerilda
An Alternative Discrete Analogue of the Half-Logistic Distribution Based on Minimization of a Distance between Cumulative Distribution Functions
2024-01-01 Barbiero, Alessandro; Hitaj, Asmerilda
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
2021-01-01 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
Discrete half-logistic distributions with applications in reliability and risk analysis
2024-01-01 Barbiero, Alessandro; Hitaj, Asmerilda
Dissecting hedge funds' strategies
2023-01-01 Noori, Mohammad; Hitaj, Asmerilda
Enhancing Portfolio Allocation: A Random Matrix Theory Perspective
2024-01-01 Vanni, Fabio; Hitaj, Asmerilda; Mastrogiacomo, Elisa
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.