Titolo | Pubblicato in | Anno |
---|---|---|
Pension funds with longevity risk: an optimal portfolio insurance approach | INSURANCE MATHEMATICS & ECONOMICS | 2024 |
Constant or Variable? A Performance Analysis among Portfolio Insurance Strategies | RISKS | 2023 |
Time‐invariant portfolio strategies in structured products with guaranteed minimum equity exposure | APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY | 2023 |
Managing cash-in risk embedded in Portfolio Insurance strategies: a review | ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA ... | 2022 |
© Università degli Studi di Roma "La Sapienza" - Piazzale Aldo Moro 5, 00185 Roma