Handbook of Recent Advances in Commodity and Financial Modeling
Editor
- Giorgio Consigli(University of Bergamo)Silvana Stefani(University of Milan Bicocca)Giovanni Zambruno(University of Milan Bicocca)
Abstract No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Giorgio Consigli & Silvana Stefani & Giovanni Zambruno (ed.), 2018. "Handbook of Recent Advances in Commodity and Financial Modeling," International Series in Operations Research and Management Science, Springer, number 978-3-319-61320-8, March.
Handle: RePEc:spr:isorms:978-3-319-61320-8
DOI: 10.1007/978-3-319-61320-8
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Gian Paolo Clemente & Rosanna Grassi & Asmerilda Hitaj, 2022. "Smart network based portfolios," Annals of Operations Research, Springer, vol. 316(2), pages 1519-1541, September.
- Gian Paolo Clemente & Rosanna Grassi & Asmerilda Hitaj, 2019. "Smart network based portfolios," Papers 1907.01274, arXiv.org.
Book Chapters
The following chapters of this book are listed in IDEAS- A. G. Malliaris & Mary Malliaris, 2018. "Directional Returns for Gold and Silver: A Cluster Analysis Approach," International Series in Operations Research & Management Science, in: Giorgio Consigli & Silvana Stefani & Giovanni Zambruno (ed.), Handbook of Recent Advances in Commodity and Financial Modeling, chapter 0, pages 3-16, Springer.
- Sirajum Munira Sarwar & Sharon Xiaowen Lin & Yaz Gülnur Muradoǧlu, 2018. "Impact of Credit Risk and Business Cycles on Momentum Returns," International Series in Operations Research & Management Science, in: Giorgio Consigli & Silvana Stefani & Giovanni Zambruno (ed.), Handbook of Recent Advances in Commodity and Financial Modeling, chapter 0, pages 17-39, Springer.
- Aurélie Sannajust & Alain Chevalier, 2018. "Drivers of LBO Operating Performance: An Empirical Investigation in Asia," International Series in Operations Research & Management Science, in: Giorgio Consigli & Silvana Stefani & Giovanni Zambruno (ed.), Handbook of Recent Advances in Commodity and Financial Modeling, chapter 0, pages 41-67, Springer.
- Rita L. D’Ecclesia & Denis Kondi, 2018. "Time Varying Correlation: A Key Indicator in Finance," International Series in Operations Research & Management Science, in: Giorgio Consigli & Silvana Stefani & Giovanni Zambruno (ed.), Handbook of Recent Advances in Commodity and Financial Modeling, chapter 0, pages 69-87, Springer.
- Angelica Gianfreda & Giacomo Scandolo, 2018. "Measuring Model Risk in the European Energy Exchange," International Series in Operations Research & Management Science, in: Giorgio Consigli & Silvana Stefani & Giovanni Zambruno (ed.), Handbook of Recent Advances in Commodity and Financial Modeling, chapter 0, pages 89-110, Springer.
- Tim Noparumpa & Burak Kazaz & Scott Webster, 2018. "Wine Futures: Pricing and Allocation as Levers Against Quality Uncertainty," International Series in Operations Research & Management Science, in: Giorgio Consigli & Silvana Stefani & Giovanni Zambruno (ed.), Handbook of Recent Advances in Commodity and Financial Modeling, chapter 0, pages 113-139, Springer.
- A. Hitaj & L. Mercuri & E. Rroji, 2018. "VIX Computation Based on Affine Stochastic Volatility Models in Discrete Time," International Series in Operations Research & Management Science, in: Giorgio Consigli & Silvana Stefani & Giovanni Zambruno (ed.), Handbook of Recent Advances in Commodity and Financial Modeling, chapter 0, pages 141-164, Springer.
- Erik Lindström & Carl Åkerlindh, 2018. "Optimal Adaptive Sequential Calibration of Option Models," International Series in Operations Research & Management Science, in: Giorgio Consigli & Silvana Stefani & Giovanni Zambruno (ed.), Handbook of Recent Advances in Commodity and Financial Modeling, chapter 0, pages 165-181, Springer.
- Anna Maria Gambaro & Ruggero Caldana & Gianluca Fusai, 2018. "Accurate Pricing of Swaptions via Lower Bound," International Series in Operations Research & Management Science, in: Giorgio Consigli & Silvana Stefani & Giovanni Zambruno (ed.), Handbook of Recent Advances in Commodity and Financial Modeling, chapter 0, pages 183-208, Springer.
- Asmerilda Hitaj & Giovanni Zambruno, 2018. "Portfolio Optimization Using Modified Herfindahl Constraint," International Series in Operations Research & Management Science, in: Giorgio Consigli & Silvana Stefani & Giovanni Zambruno (ed.), Handbook of Recent Advances in Commodity and Financial Modeling, chapter 0, pages 211-239, Springer.
- Alessandro Sbuelz, 2018. "Dynamic Asset Allocation with Default and Systemic Risks," International Series in Operations Research & Management Science, in: Giorgio Consigli & Silvana Stefani & Giovanni Zambruno (ed.), Handbook of Recent Advances in Commodity and Financial Modeling, chapter 0, pages 241-250, Springer.
- Chiara Benazzoli & Luca Di Persio, 2018. "Optimal Execution Strategy in Liquidity Framework Under Exponential Temporary Market Impact," International Series in Operations Research & Management Science, in: Giorgio Consigli & Silvana Stefani & Giovanni Zambruno (ed.), Handbook of Recent Advances in Commodity and Financial Modeling, chapter 0, pages 251-265, Springer.
- Giorgio Consigli & Vittorio Moriggia & Elena Benincasa & Giacomo Landoni & Filomena Petronio & Sebastiano Vitali & Massimo di Tria & Mario Skoric & Angelo Uristani, 2018. "Optimal Multistage Defined-Benefit Pension Fund Management," International Series in Operations Research & Management Science, in: Giorgio Consigli & Silvana Stefani & Giovanni Zambruno (ed.), Handbook of Recent Advances in Commodity and Financial Modeling, chapter 0, pages 267-296, Springer.
- Markku Kallio & Matti Koivu & Rudan Wang, 2018. "Currency Hedging for a Multi-national Firm," International Series in Operations Research & Management Science, in: Giorgio Consigli & Silvana Stefani & Giovanni Zambruno (ed.), Handbook of Recent Advances in Commodity and Financial Modeling, chapter 0, pages 297-320, Springer.
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