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stat.ME2025
Constrained mixtures of generalized normal distributions
Pierdomenico Duttilo, Stefano Antonio Gattone, Alfred Kume
This work introduces a family of univariate constrained mixtures of generalized normal distributions (CMGND) where the location, scale, and shape parameters can be constrained to b…
q-fin.ST2025★ 20 cited
Evaluating the resilience of ESG investments in European Markets during turmoil periods
Barbara Iannone, Pierdomenico Duttilo, Stefano Antonio Gattone
This study investigates the resilience of Environmental, Social, and Governance (ESG) investments during periods of financial instability, comparing them with traditional equity in…