andrea carosi, stefano mengoli, gian luca tassinari, Attenzione alla Responsabilità Sociale di Impresa, in: ALBERTO EZZA GIANFRANCO ENNAS MARIELLA PINNA GIANFRANCO PISCHEDDA, LA CSR NEL BUSINESS MODEL DELLE AZIENDE, Milano, Giuffrè, 2024, pp. 185 - 202 [capitolo di libro]
Tassinari, Gian Luca; Bianchi, Michele Leonardo; Fabozzi, Frank J., Measuring Market Risk in Asset Management, «JOURNAL OF PORTFOLIO MANAGEMENT», 2024, 51, pp. 28 - 54 [articolo]
Bianchi, ML; Tassinari, GL, Estimation for multivariate normal rapidly decreasing tempered stable distributions, «JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION», 2023, 94, pp. 103 - 125 [articolo]Open Access
Bianchi, M. L.; Tassinari, G. L., Extracting implied volatilities from bank bonds, «QUANTITATIVE FINANCE», 2023, 23, pp. 1177 - 1197 [articolo]Open Access
Bianchi M.L.; Tassinari G.L.; Fabozzi F.J., Fat and Heavy Tails in Asset Management, «JOURNAL OF PORTFOLIO MANAGEMENT», 2023, 49, pp. 236 - 263 [articolo]
Bianchi M.L.; Hitaj A.; Tassinari G.L., A welcome to the jungle of continuous-time multivariate non-Gaussian models based on Lévy processes applied to finance, «ANNALS OF OPERATIONS RESEARCH», 2022, online first, pp. 1 - 42 [articolo]Open Access
Arnone M.; Bianchi M.L.; Quaranta A.G.; Tassinari G.L., Catastrophic risks and the pricing of catastrophe equity put options, «COMPUTATIONAL MANAGEMENT SCIENCE», 2021, 18, pp. 213 - 237 [articolo]Open Access
Bianchi M.L.; Tassinari G.L., Forward-looking portfolio selection with multivariate non-Gaussian models, «QUANTITATIVE FINANCE», 2020, 20, pp. 1645 - 1661 [articolo]Open Access
Bianchi M.L.; Stoyanov S.V.; Tassinari G.L.; Fabozzi F.J.; Focardi S.M., Handbook of heavy-tailed distributions in asset management and risk management, Singapore, World Scientific Publishing Co Pte Ltd, 2019, pp. 573 . [libro]
Bianchi M.L.; Tassinari G.L.; Fabozzi F.J., RIDING with the FOUR HORSEMEN and the MULTIVARIATE NORMAL TEMPERED STABLE MODEL, «INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE», 2016, 19, pp. 1650027-1 - 1650027-28 [articolo]
Tassinari G.L.; Bianchi M.L., Calibrating the smile with multivariate time-changed brownian motion and the esscher transform, «INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE», 2014, 17, pp. 1450023-1 - 1450023-34 [articolo]
Tassinari G.L.; Corradi C., Valuation of collateralized funds of hedge fund obligations: A basket option pricing approach, in: In: Corazza, M., Pizzi, C. (eds) Mathematical and Statistical Methods for Actuarial Sciences and Finance, Cham, Springer International Publishing Switzerland, 2014, pp. 277 - 288 [capitolo di libro]
tassinari g l; corradi c, tassinari g l, corradi c (2013). Pricing equity and debt tranches of collateralized funds of hedge fund obligations: An approach based on stochastic time change and Esscher-transformed martingale measure. QUANTITATIVE FINANCE, vol. 13, p. 1991-2010, ISSN: 1469-7696, «QUANTITATIVE FINANCE», 2013, 13, pp. 1991 - 2010 [articolo]
Mengoli S.;Spisni M.; Tassinari G., La sensibilità azionaria alle variazioni dei tassi di interesse: un tentativo di stima della Duration Equity dell'indice di mercato italiano., «AF-ANALISI FINANZIARIA», 2005, 60, pp. 84 - 100 [articolo]
