Zobrazeno 1 - 10
of 22
pro vyhledávání: '"Pierpaolo Ferrari"'
Publikováno v:
Investment Management & Financial Innovations, Vol 16, Iss 3, Pp 260-274 (2019)
In the last decades, risk-based portfolio construction techniques have enjoyed a widespread diffusion in the financial community. This study aims at evaluating how these portfolio construction techniques produce different results depending on whether
Externí odkaz:
https://doaj.org/article/78ec99b1efe54f4b864c74112cf965f6
Publikováno v:
Investment Management & Financial Innovations, Vol 16, Iss 1, Pp 178-188 (2019)
This study provides an empirical analysis back-testing the implementation of a dispersion trading strategy to verify its profitability. Dispersion trading is an arbitrage-like technique based on the exploitation of the overpricing of index options, e
Externí odkaz:
https://doaj.org/article/e95127b55bd943fdb87fefdd441fa661
Publikováno v:
International Journal of Financial Studies, Vol 10, Iss 1, p 9 (2022)
Mean-variance optimization often leads to unreasonable asset allocations. This problem has forced scholars and practitioners alike to introduce portfolio constraints. The scope of our study is to verify which type of constraint is more suitable for a
Externí odkaz:
https://doaj.org/article/68b2ffaf84aa489697ef8f58c19075ff
Autor:
Pierpaolo Ferrari
Publikováno v:
Moneta e Credito, Vol 57, Iss 225 (2012)
During the course of the last few years, major international banks have increasingly resorted to using non-traditional capital instruments to expand their own regulatory capital and thus increase the volume of total assets and/or level of risk. This
Externí odkaz:
https://doaj.org/article/37f0ec412f444cb8936c5619813fbbf7
Publikováno v:
Journal of Finance and Investment Analysis. :53-70
Following the criticism surrounding capitalization-weighting, both academic and practitioner communities have developed alternative approaches to portfolio construction. We analyze one of these approaches, fundamentals-based weighting, which identifi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d63e1b9d8777cdea6d7157867a772c17
https://doi.org/10.47260/jfia/1023
https://doi.org/10.47260/jfia/1023
Publikováno v:
Investment Management & Financial Innovations, Vol 16, Iss 3, Pp 260-274 (2019)
In the last decades, risk-based portfolio construction techniques have enjoyed a widespread diffusion in the financial community. This study aims at evaluating how these portfolio construction techniques produce different results depending on whether
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f0cb1612a123ef347cb53829cb5e7e4d
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/12559/IMFI_2019_03_Basile_2.pdf
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/12559/IMFI_2019_03_Basile_2.pdf
Publikováno v:
Investment Management & Financial Innovations, Vol 16, Iss 1, Pp 178-188 (2019)
This study provides an empirical analysis back-testing the implementation of a dispersion trading strategy to verify its profitability. Dispersion trading is an arbitrage-like technique based on the exploitation of the overpricing of index options, e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3a69e5767a7079fb9ac083133f134881
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/11650/IMFI_2019_01_Ferrari.pdf
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/11650/IMFI_2019_01_Ferrari.pdf
Autor:
Ignazio Basile, Pierpaolo Ferrari
This second edition of the book analyses the latest developments in investment management policy for institutional investors. It is divided into four parts, which have been updated to include the newest approaches and strategies in asset allocation,
Over recent years, investors' attention on the environment, social responsibility, and governance (ESG) has been growing. At the same time, managers, investors, and regulators are interested in ascertaining whether mutual funds that invest in ESG‐c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::957bd12836f1e7a006ea18e13788d4d2
http://hdl.handle.net/11379/545280
http://hdl.handle.net/11379/545280
Autor:
Ignazio Basile, Pierpaolo Ferrari
This book analyses investment management policies for institutional investors. It is composed of four parts. The first one analyses the various types of institutional investors, institutions which, with different objectives, professionally manage por