36 citations · 72 across the 3 of their papers we have counts for
3 papers
Hedging market risk and uncertainty via a robust portfolio approach
Adele Ravagnani, Mattia Chiappari, Andrea Flori +2
Shorting for hedging exposes to risk when the market dynamics is uncertain. Managing uncertainty and risk exposure is key in portfolio management practice. This paper develops a ro…
A sentiment-based model for the BitCoin: theory, estimation and option pricing
Alessandra Cretarola, Gianna Figà-Talamanca, Marco Patacca
In recent literature it is claimed that BitCoin price behaves more likely to a volatile stock asset than a currency and that changes in its price are influenced by sentiment about…
A confidence-based model for asset and derivative prices in the BitCoin market
Alessandra Cretarola, Gianna Figà-Talamanca
We endorse the idea, suggested in recent literature, that BitCoin prices are influenced by sentiment and confidence about the underlying technology; as a consequence, an excitement…