UBERTI, PIERPAOLO
UBERTI, PIERPAOLO
A Bayesian Analysis of CAPM Based on Product Partition Models
2006-01-01 Uberti, Pierpaolo; Tarantola, C.; De Giuli, M. E.
A new approach in model selection for ordinal target variables
2021-01-01 Ballante, Elena; Figini, Silvia; Uberti, Pierpaolo
A Note on Statistical Arbitrage and Long Term Market Efficiency
2019-01-01 Maggi, Mario; Uberti, Pierpaolo
A rescaling technique to improve numerical stability of portfolio optimization problems
2022-01-01 Torrente, Maria-Laura; Uberti, Pierpaolo
A Simple Numerical Method for Unconstrained Optimization without Using Derivatives
2006-01-01 Uberti, Pierpaolo; Maggi, M.
A Statistical Method to Optimize the Combination of Internal and External Data in operational Risk Measurement
2008-01-01 Uberti, P.; Figini, S.; Giudici, P
A threshold based approach to merge data in financial risk management
2009-01-01 Uberti, Pierpaolo; Figini, S.; Giudici, P.
Advances in Optimization and Decision Science for Society, Services and Enterprises
2019-01-01 Paolucci, Massimo; Sciomachen, ANNA FRANCA; Uberti, Pierpaolo
Concentration measures for risk analysis
2010-01-01 Uberti, Pierpaolo; Figini, S.; Giudici, P.
Concentration measures in risk management
2012-01-01 Uberti, Pierpaolo; Figini, S.
Evaluating Equity Curves via Concentration Indexes
2012-01-01 Resta, Marina; Uberti, Pierpaolo; I., Rebesco
Google search volumes for portfolio management: performances and asset concentration
2019-01-01 Maggi, Mario; Uberti, Pierpaolo
Google searches for portfolio management
2018-01-01 Uberti, Pierpaolo; Maggi, Mario
Higher Moments Asset Allocation
2010-01-01 Uberti, Pierpaolo
How the choice of one parameter impacts the numerical stability of the efficient frontier
2023-01-01 Fassino, Claudia; Uberti, Pierpaolo
How to measure single-name credit risk concentrations
2010-01-01 Uberti, Pierpaolo; Figini, S.
How to Use a Forecasting Model in Ferson-Siegel Approach
2005-01-01 Uberti, Pierpaolo; De Giuli, M. E.; Vaiani, S.
Misclassifications in financial risk tolerance
2014-01-01 Lucarelli, C.; Uberti, Pierpaolo; Brighetti, G.
Missclassifications in financial risk tolerance
2012-01-01 Lucarelli, C.; Brighetti, G.; Uberti, Pierpaolo
Model assessment for predictive classification models
2009-01-01 Uberti, Pierpaolo; Figini, S.