2 papers
q-fin.PM2025
A mixture transition distribution approach to portfolio optimization
Riccardo De Blasis, Luca Galati, Filippo Petroni
Understanding the dependencies among financial assets is critical for portfolio optimization. Traditional approaches based on correlation networks often fail to capture the nonline…
econ.EM2020
Confidence sets for dynamic poverty indexes
Guglielmo D'Amico, Riccardo De Blasis, Philippe Regnault
In this study, we extend the research on the dynamic poverty indexes, namely the dynamic Headcount ratio, the dynamic income-gap ratio, the dynamic Gini and the dynamic Sen, propos…