Funds of hedge funds: a comparison among different portfolio optimization models implementing the zero-investment strategy

by Rosella Giacometti, Svetlozar T. Rachev
Published 2017-03-01

Impact of different distributional assumptions in forecasting Italian mortality rates

by Rosella Giacometti, Sergio Ortobelli, Maria Ida Bertocchi
Published 2009-10-01

Structural Credit Risk Models with Subordinated Processes

by Martin Gurny, Sergio Ortobelli Lozza, Rosella Giacometti
Published 2013-01-01