Antonino Damiano Rossello
Associate Professor of Mathematical methods of economy, finance and actuarial sciences [STAT-04/A]
Keywords
Stochastic Models of Prices and Returns; Risk Measures; Performance Measures; Robustness of Statistical Functionals of Risks and Returns; Portfolio Optimization.
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Stochastic models of risk and performance measures (unconditional and conditional). Stochastic portfolio optimization.