Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Alessandra Carleo"'
Publikováno v:
Risks, Vol 12, Iss 5, p 78 (2024)
This study addresses market concentration among major corporations, highlighting the utility of relative entropy for understanding diversification strategies. It introduces entropic value at risk (EVaR) as a coherent risk measure, which is an upper b
Externí odkaz:
https://doaj.org/article/6aa802a7a2c1459abb761a0856eab7e0
Publikováno v:
Computation, Vol 11, Iss 2, p 29 (2023)
The objective of the present paper is to propose a new method to measure the recovery performance of a portfolio of non-performing loans (NPLs) in terms of recovery rate and time to liquidate. The fundamental idea is to draw a curve representing the
Externí odkaz:
https://doaj.org/article/7abb2e21a5514b06a75476694857d935
Publikováno v:
Sustainability; Volume 14; Issue 4; Pages: 2050
Over the last few decades, growing attention to the topic of social responsibility has affected financial markets and institutional authorities. Indeed, recent environmental, social, and financial crises have inevitably led regulators and investors t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::99a74bb13e225028457ca422119c5771
Autor:
Alessandra Carleo, Marisa Cenci, Francesco Cesarone, Alessandra Congedo, Massimiliano Corradini, Andrea Gheno, Lorenzo Lampariello, Carlo Mottura
La pandemia dovuta alla diffusione del virus SARS-CoV-2, responsabile della patologia Covid-19, ha indotto numerosi governi, tra cui quello italiano, al blocco totale di numerose attività produttive considerate non essenziali (uno degli aspetti del
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3668::b23fd7ccdad4445ad105dc5cd6bb648a
https://hdl.handle.net/11590/372919
https://hdl.handle.net/11590/372919
"\"On September, 2009 the Italian Ministry of Economy and Finance issued a proposal for the. regulation of derivatives contracts that Italian local Authorities are allowed to subscribe. The proposal. outlines the information that should be provided i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::81930590eb9d0406ec7eb8f13b325bb5
https://hdl.handle.net/11590/279086
https://hdl.handle.net/11590/279086
In this paper, a particular class of matrix-exponential distributions is described, also with respect to its use in risk theory, namely phase-type distributions. Phase-type distributions have the important advantage of being suitable for approximatin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::9c91a4d4cdb2c36eae09271719a2feb1
https://hdl.handle.net/11590/179234
https://hdl.handle.net/11590/179234