Pure capital rationing problems : how to bury them and why

von De Giuli, Maria Elena
Veröffentlicht in Financial modelling (1994)

Non-substitution theorems for perfect matching problems

von De Giuli, Maria Elena
Veröffentlicht in Modelling techniques for financial markets and bank management (1996)

A new approach for firm value and default probability estimation beyond Merton models

von De Giuli, Maria Elena
Veröffentlicht in Computational economics (2008)

Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems

von Allevi, Elisabetta
Veröffentlicht in Annals of operations research ; volume 274, numbers 1/2 (March 2019) (2019)

Enhance and protect portfolio returns : a dynamic put spread optimization

von De Giuli, Maria Elena
Veröffentlicht in International journal of economics and finance (2019)

Multivariate dependence analysis via tree copula models : an application to one-year forward energy contracts

von Bassetti, Federico
Veröffentlicht in European journal of operational research (162018)

Enhanced credit default models for heterogeneous SME segments

Veröffentlicht in Capco Institute Journal (2009)

Deposit guarantee evaluation and incentives analysis in a mutual guarantee system

von De Giuli, Maria Elena
Veröffentlicht in Journal of banking & finance (2009)

Small sample properties of copula-GARCH modelling : a Monte Carlo study

Veröffentlicht in Applied financial economics (2011)

Default probability estimation via pair copula constructions

von Dalla Valle, Luciana
Veröffentlicht in European journal of operational research (2016)

A copula-VAR-X approach for industrial production modelling and forecasting

Veröffentlicht in Applied economics (2010)