Global versus local beta models : a partitioned distribution approach

von Bramante, Riccardo
Veröffentlicht in International review of financial analysis (2016)

Correlation breakdowns in asset management

von Bramante, Riccardo
Veröffentlicht in Advances in risk management (2007)

Portfolio optimisation in a downside risk framework

von Bramante, Ricardo
Veröffentlicht in Developments in forecast combination and portfolio choice (2001)

On the use of the market model R-square as a measure of stock price efficiency

von Bramante, Riccardo
Veröffentlicht in Review of quantitative finance and accounting (2015)

Modeling inter-country spatial financial interactions with Graphical Lasso : an application to sovereign co-risk evaluation

von Arbia, Giuseppe
Veröffentlicht in Regional science & urban economics (2018)