logo
科言猫学术研究的AI总结
language
手机端手机端
  • Phone Feature微信小程序
简体中文简体中文
notice消息通知
博客博客
delete
arrow
返回
R

Rosella Giacometti

management

14H指数
97论文数
680被引数
收录论文 12
发表时间
logo
Enhanced optimal tracking error portfolio via quantile regression with SSD constraints通过SSD约束的分位数回归增强的最优跟踪误差投资组合
errAnnals of Operations Research
IF4.5
err2026-04-20
err0
errOAAI
errMarco Bonomelli; Marco Cassader; Rosella Giacometti; Davide Lauria; Sergio Ortobelli Lozza
err分享
err收藏
Modeling portfolio loss distribution under infectious defaults and immunization在传染性违约和免疫策略下对投资组合损失分布进行建模
errCommunications in Nonlinear Science and Numerical Simulation
IF3.8
err2026-03-06
err0
errOAAI
errGabriele Torri; Rosella Giacometti; Gianluca Farina
err分享
err收藏
Assessing climate risk on the European financial system: a multi-scenario Analysis评估欧洲金融系统的气候风险：多情景分析
errAnnals of Operations Research
IF4.5
err2026-02-07
err0
errOAAI
errGianandrea Giacchetta; Rosella Giacometti; Gabriele Torri
err分享
err收藏
Penalized enhanced portfolio replication with asymmetric deviation measures
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2023-09-26
err0
errOAAI
errTorri, Gabriele; Giacometti, Rosella; Paterlini, Sandra
err分享
err收藏
Financial contagion in banking networks with community structure
errCOMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION
IF3.8
err2023-02-01
err8
PREAI
errTorri, Gabriele; Giacometti, Rosella
err分享
err收藏
Joint tails impact in stochastic volatility portfolio selection models
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2020-02-15
err0
PREAI
errBonomelli, Marco; Giacometti, Rosella; Lozza, Sergio Ortobelli
err分享
err收藏
Robust and sparse banking network estimation
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2018-10-01
err36
errOAAI
errTorri, Gabriele; Giacometti, Rosella; Paterlini, Sandra
err分享
err收藏
Market implied volatilities for defaultable bonds
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2018-09-28
err2
errOAAI
errRusso, Vincenzo; Giacometti, Rosella; Fabozzi, Frank J.
err分享
err收藏
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model基于非高斯多变量模型的金融风险度量与投资组合优化
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2012-11-21
err54
PREAI
errKim, Young Shin; Giacometti, Rosella; Rachev, Svetlozar T.; Fabozzi, Frank J.; Mignacca, Domenico
err分享
err收藏
On pricing of credit spread options
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2005-05-01
err3
PREAI
errGiacometti, R; Teocchi, M
err分享
err收藏
Risk factor analysis and portfolio immunization in the corporate bond market
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2005-03-01
err6
PREAI
errBertocchi, M; Giacometti, R; Zenios, SA
err分享
err收藏
Bond portfolio management with repo contracts: the Italian case
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2000-01-01
err0
PREAI
errBertocchi, M; Giacometti, R; Slominski, L
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
F
Frank J. Fabozzi
H 指数: 66 · 论文数: 1.3K
S
Svetlozar T. Rachev
H 指数: 47 · 论文数: 432
S
Stavros A. Zenios
H 指数: 45 · 论文数: 342
S
Sandra Paterlini
H 指数: 24 · 论文数: 161
Y
Young Shin Kim
H 指数: 23 · 论文数: 154
查看更多