BILLIO, Monica
BILLIO, Monica
Dipartimento di Economia
A Cross-Sectional Performance Measure for Portfolio Management
2010 Billio, Monica; L., Calès; D., Guegan
A Cross-Sectional Score for the Relative Performance of an Allocation
2012 Billio, Monica; L., Calès; D., Guégan
A generalised Dynamic Conditional Correlation model for portfolio risk evaluation
2006 Billio, Monica; Caporin, M.
A generalised Dynamic Conditional Correlation model for portfolio risk evaluation
2004 Billio, Monica; Caporin, M.
A generalised Dynamic Conditional Correlation model for portfolio risk evaluation
2009 Billio, Monica; Caporin, M.
A Matrix-Variate t Model for Networks
2021 Billio, M.; Casarin, R.; Costola, M.; Iacopini, M.
A MCMC approach to maximum likelihood estimation
1998 Billio, Monica; Monfort, A; Robert, C. P.
A meta-measure of performance related to both investors and investments characteristics
2021 Billio, M.; Maillet, B.; Pelizzon, L.
A New World Post COVID-19
2020 Billio, Monica; Varotto, Simone
A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios
2010 Billio, Monica; L., Calès; D., Guegan
A Switching Volatility Approach to Estimate Value-at-Risk
1998 Billio, Monica; Pelizzon, Loriana
A System for Dating and Detecting Turning Points in the Euro Area
2008 Anas, J; Billio, Monica; Ferrara, L; Mazzi, G. L.
A test for a new modelling: The Univariate MT-STAR Model
2011 Addo, MARTEY PETER; Billio, Monica; D., Guegan
A time varying performance evaluation of hedge fund strategies through aggregation
2014 Billio, Monica; Frattarolo, Lorenzo; Pelizzon, Loriana
A turning point chronology for the Euro-zone classical and growth cycle
2007 Anas, J; Billio, Monica; Ferrara, L; LO DUCA, M.
A turning point chronology for the Euro-zone classical and growth cycle
2004 Anas, J.; Billio, Monica; Ferrara, L.; LO DUCA, M.
Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach
2012 P. M., Addo; Billio, Monica; D., Guegan
An entropy-based early warning indicator for systemic risk
2016 Billio, Monica; Casarin, Roberto; Costola, Michele; Pasqualini, Andrea
Asymmetric information in loan contracts: New evidence from Italian big data
2023 Benvenuti, Francesco; Billio, Monica; Costola, Michele; LI CALZI, Marco
Backard/forward optimal combination of performance measures for equity screening
2012 Billio, Monica; Caporin, Massimiliano; Costola, M.