5 citations · 6 across the 8 of their papers we have counts for
10 papers
Some general results on risk budgeting portfolios
Claudia Fassino, Pierpaolo Uberti
Given a reference risk measure, the risk budgeting is the portfolio where each asset contributes a predetermined amount to the total risk. We propose a novel approach, alternative…
An algorithmic approach to the multiple impact of a disk in a corner
Claudia Fassino, Stefano Pasquero
We present the algorithmic procedure determining the impulsive behavior of a rigid disk having a single or possibly multiple frictionless impact with two walls forming a corner. Th…
Cubature rules and expected value of some complex functions
Claudia Fassino, Eva Riccomagno, Maria-Piera Rogantin
The expected value of some complex valued random vectors is computed by means of the indicator function of a designed experiment as known in algebraic statistics. The general theor…
Moments of the complex multivariate normal distribution
C. Fassino, G. Pistone, M. P. Rogantin
We present a characterization of the null moments of the Complex Multivariate Normal Distribution with non-singular covariance matrix and we give closed-forms expressions for its n…
The algebra of interpolatory cubature formulae for generic nodes
Claudia Fassino, Giovanni Pistone, Eva Riccomagno
We consider the classical problem of computing the expected value of a real function of the -variate random variable using cubature formulæ. We use in synergy tools from…
Simple Approximate Varieties for Sets of Empirical Points
Claudia Fassino, Maria-Laura Torrente
We present a symbolic-numeric approach for the analysis of a given set of noisy data, represented as a finite set $\X$ of limited precision points. Starting from $\X$ and a permitt…