Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Daniele Lamponi"'
Autor:
Daniele Lamponi
Publikováno v:
The Journal of Investing. 29:61-74
The persistence of returns for an asset (momentum effect) is well known and robust: Practitioners use a variety of different approaches and methodologies to capture it. They often distinguish between trend-following (or time series) and cross-section
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d87a138d6dfe112a27738ed031deaa42
https://doi.org/10.3905/joi.2020.1.146
https://doi.org/10.3905/joi.2020.1.146
Autor:
David Latto, Daniele Lamponi
Publikováno v:
The Journal of Wealth Management. 20:67-75
Dividend futures contracts, which allow investors to gain direct exposure to the dividend stream of equity indexes, has recently gained relevance for the investment community. In this article, we discuss their lifecycle and show how they are exposed
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bea94c11652c72e8121fb7ecf86458a1
https://doi.org/10.3905/jwm.2017.20.2.067
https://doi.org/10.3905/jwm.2017.20.2.067
Autor:
Daniele Lamponi
Publikováno v:
The Journal of Wealth Management. 19:95-102
This article aims to contribute to the discussion on low-risk investing in international equity markets by showing the impact of currency-handling strategies on portfolio exposures. Investment professionals usually adhere either to the fully hedged o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d3bd69067b64ec4046fde2f59107d8d6
https://doi.org/10.3905/jwm.2016.19.1.095
https://doi.org/10.3905/jwm.2016.19.1.095
Autor:
Daniele Lamponi
Publikováno v:
The Journal of Investing. 24:73-80
An important objective of asset allocation strategies is the construction of diversified portfolios. In order to approach their target, they strongly depend on the classification of assets. Conventionally, investment decisions are taken on the basis
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b9d699f55eb337030caa34e2d7550175
https://doi.org/10.3905/joi.2015.24.4.073
https://doi.org/10.3905/joi.2015.24.4.073
Autor:
Daniele Lamponi
Publikováno v:
The Journal of Portfolio Management. 40:135-142
This article aims to address the relationship between a measure of stock correlation and a decrease in the risk-adjusted performance of basic quantitative investment strategies. The author studied simple momentum, value, size, and mean reversion inve
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::79fb6634829b8eb78da1ce0d1db5a922
https://doi.org/10.3905/jpm.2014.40.4.135
https://doi.org/10.3905/jpm.2014.40.4.135
Autor:
Daniele Lamponi
Publikováno v:
The Journal of Wealth Management. 16:80-87
CTAs have been particularly successful in the 2008 crisis and this has resulted in a concentration of the industry. But is large better? Although CTA is known to be a very liquid strategy, large funds face some side effects. Although statistical evid
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::542ccafbd86475ad8a58588d0b376966
https://doi.org/10.3905/jwm.2013.16.2.080
https://doi.org/10.3905/jwm.2013.16.2.080
Publikováno v:
Multiscale Modeling & Simulation. 3:559-596
We study the flow of an incompressible viscous fluid through a long tube with compliant walls. The flow is governed by a given time dependent pressure head difference. The Navier-Stokes equations for an incompressible viscous fluid are used to model
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9b79e71e3e659efd247586cd757c2bf6
https://doi.org/10.1137/030602605
https://doi.org/10.1137/030602605
Publikováno v:
Journal of Engineering Mathematics. 47:251-276
In this paper a family of one-dimensional nonlinear systems which model the blood pulse propagation in compliant arteries is presented and investigated. They are obtained by averaging the Navier-Stokes equation on each section of an arterial vessel a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5191b658af9eaf7cc6942dc6e1d2389a
https://doi.org/10.1023/b:engi.0000007980.01347.29
https://doi.org/10.1023/b:engi.0000007980.01347.29
Autor:
Martin J. Blythe, Paul H. Taylor, Irini Doytchinova, Kelly Paine, PingPing Gaun, Christianna Zygouri, Helen Kirkbride, Helen McSparron, Darren R. Flower, Daniele Lamponi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::312781c8deea816b84fe57f491386780
https://doi.org/10.1039/9781847550705-00136
https://doi.org/10.1039/9781847550705-00136
Numerical modeling of 1D arterial networks coupled with a lumped parameters description of the heart
Publikováno v:
Computer methods in biomechanics and biomedical engineering. 9(5)
The investigations on the pressure wave propagation along the arterial network and its relationships with vascular physiopathologies can be supported nowadays by numerical simulations. One dimensional (1D) mathematical models, based on systems of two
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9f1e6a9c6cdc850f9df3e2100d33b03f
https://pubmed.ncbi.nlm.nih.gov/17132614
https://pubmed.ncbi.nlm.nih.gov/17132614