Developing new portfolio strategies by aggregation

von Bonaccolto, Giovanni
Veröffentlicht in Stochastic optimization: theory and applications (2020)

Breakup and default risks in the great lockdown

von Bonaccolto, Giovanni
Veröffentlicht in Journal of banking & finance (2023)

Decomposing and backtesting a flexible specification for CoVaR

von Bonaccolto, Giovanni
Veröffentlicht in Journal of banking & finance (2019)

Dynamic large financial networks via conditional expected shortfalls

von Bonaccolto, Giovanni
Veröffentlicht in European journal of operational research (2022)

The US real GNP is trend-stationary after all

von Omay, Tolga
Veröffentlicht in Applied economics letters (2017)

Asset allocation strategies based on penalized quantile regression

von Bonaccolto, Giovanni
Veröffentlicht in Computational Management Science (2018)

Estimation and model-based combination of causality networks among large US banks and insurance companies

von Bonaccolto, Giovanni
Veröffentlicht in Journal of empirical finance (2019)

Estimation and model-based combination of causality networks

von Bonaccolto, Giovanni
Veröffentlicht in Panzica, Roberto Calogero, 1984 - Network connectivity, systematic and systemic risk (2018)

Volatility forecasting in a data rich environment

von Bernardi, Mauro
Veröffentlicht in Macroeconomic forecasting in the era of big data (2020)