Author/Creator: Barbi, Massimiliano - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Barbi, Massimiliano

1. A Copula‐Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio. Issue 7 (4th April 2013)

Authors:: Barbi, Massimiliano; Romagnoli, Silvia
Journal:: Journal of futures markets
Issue:: Volume 34:Issue 7(2014:Jul.)
Page Start:: 658
Record Type:: Journal Article
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2. Diamonds and precious metals for reduction of portfolio tail risk. Issue 26 (2nd June 2020)

Authors:: Barbi, Massimiliano; Geman, Hélyette; Romagnoli, Silvia
Journal:: Applied economics
Issue:: Volume 52:Issue 26(2020)
Page Start:: 2841
Record Type:: Journal Article
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3. Optimal hedge ratio under a subjective re-weighting of the original measure. Issue 14 (21st March 2016)

Authors:: Barbi, Massimiliano; Romagnoli, Silvia
Journal:: Applied economics
Issue:: Volume 48:Issue 14(2016)
Page Start:: 1271
Record Type:: Journal Article
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