1 citations · 1 across the 1 of their papers we have counts for
2 papers
q-fin.ST2020★ 1 cited
Multivariate non-Gaussian models for financial applications
Michele Leonardo Bianchi, Asmerilda Hitaj, Gian Luca Tassinari
In this paper we consider several continuous-time multivariate non-Gaussian models applied to finance and proposed in the literature in the last years. We study the models focusing…
q-fin.PM2018
Asset allocation: new evidence through network approaches
Gian Paolo Clemente, Rosanna Grassi, Asmerilda Hitaj
The main contribution of the paper is to employ the financial market network as a useful tool to improve the portfolio selection process, where nodes indicate securities and edges…