ZAMBRUNO, GIOVANNI
ZAMBRUNO, GIOVANNI
DIPARTIMENTO DI STATISTICA E METODI QUANTITATIVI
Handbook of recent advances in commodity and financial modeling. Quantitative Methods in Banking, finance, insurance, energy and commodity markets
2018 Zambruno, G; Consigli, G; Stefani, S
Portfolio optimization using modified herfindahl constraint
2018 Hitaj, A; Zambruno, G
Elementi di matematica finanziaria e cenni di programmazione lineare
2017 Stefani, S; Torriero, A; Zambruno, G
Are Smart Beta strategies suitable for hedge fund portfolios?
2016 Hitaj, A; Zambruno, G
A multiple network approach to corporate governance
2015 Bonacina, F; D’Errico, M; Moretto, E; Stefani, S; Torriero, A; Zambruno, G
Portfolio Allocation Using Omega Function: An Empirical Analysis
2014 Hitaj, A; Martinelli, F; Zambruno, G
Universal Performance Measures per Investimenti Alternativi
2013 Martinelli, F; Zambruno, G; Hitaj, A
Optimal Hedge Fund Allocation with Improved Estimates for Coskewness and Cokurtosis Parameters
2012 Hitaj, A; Martellini, L; Zambruno, G
Elementi di matematica finanziaria e cenni di programmazione lineare
2011 Stefani, S; Torriero, A; Zambruno, G
Performance Attribution for Derivatives
2011 Martinelli, F; Zambruno, G
Optimal Hedge Fund Allocation with Improved Estimates for Co-Skewness and Co-Kurtosis parameters
2010 Hitaj, A; Martellini, L; Zambruno, G
The distribution of the ratio of two independent Dagum random variables
2010 Pollastri, A; Zambruno, G
Il "Correlation Breakdown" nella recente crisi finanziaria
2009 Bagnato, L; Zambruno, G
Arbitraging Margins - do Clearing Houses oddly assess position risks?
2008 Zambruno, G
Some Refinements on Fixed-Income Performance Attribution
2008 Zambruno, G
Elementi di Matematica finanziaria e cenni di programmazione lineare
2007 Stefani, S; Torriero, A; Zambruno, G
Matematica per l'Economia e la Finanza
1992 Bertocchi, M; Stefani, S; Zambruno, G