Barbi, Massimiliano; Romagnoli, Silvia, Optimal hedge ratio under a subjective re-weighting of the original measure, «APPLIED ECONOMICS», 2016, 48, pp. 1271 - 1280 [articolo]
Enrico Bernardi; Silvia Romagnoli, A copula-based hierarchical hybrid loss distribution, «STATISTICS & RISK MODELING», 2015, 32, pp. 73 - 87 [articolo]Open Access
Bajo E.; Barbi M.; Romagnoli S., A generalized approach to optimal hedging with option contracts, «EUROPEAN JOURNAL OF FINANCE», 2015, 21, pp. 714 - 733 [articolo]
Enrico Bernardi;
Federico Falangi;
Silvia Romagnoli, A hierarchical copula-based world-wide valuation of sovereign risk, «INSURANCE MATHEMATICS & ECONOMICS», 2015, 61, pp. 155 - 169 [articolo]
Barbi M; Romagnoli S, A Copula-Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio, «THE JOURNAL OF FUTURES MARKETS», 2014, 34, pp. 658 - 675 [articolo]
M. Barbi; E. Bajo; S. Romagnoli, Optimal Corporate Hedging Using Options with Basis and Production Risk, «THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE», 2014, 30, pp. 56 - 71 [articolo]
Romagnoli S.; Bernardi E., A clusterized copula-based probability distribution of a counting variable for high-dimensional problems, «THE JOURNAL OF CREDIT RISK», 2013, 9, pp. 3 - 26 [articolo]
Massimiliano, Marzo; Silvia, Romagnoli; Paolo, Zagaglia, A Continuous Time Model of the Term Structure of Interest Rates with Fiscal-Monetary Policy Interactions, «COMMUNICATIONS IN MATHEMATICAL FINANCE», 2013, 2, pp. 1 - 28 [articolo]
U.Cherubini;F.Gobbi;S.Mulinacci;S.Romagnoli, Dynamic Copula Methods in Finance, CHICHESTER, John Wiley & Sons, Ltd, 2012, pp. 274 . [libro]
Romagnoli S.; Bernardi E., Limiting Loss distribution on a Hierarchical
copula-based model, «INTERNATIONAL REVIEW OF APPLIED FINANCIAL ISSUES AND ECONOMICS», 2012, 4, pp. 126 - 135 [articolo]
Cherubini U.; Mulinacci S.; Romagnoli S., A copula-based model of speculative price dynamics in discrete time, «JOURNAL OF MULTIVARIATE ANALYSIS», 2011, 102, pp. 1047 - 1063 [articolo]
E. Bernardi; S. Romagnoli, Computing the volume of an high-dimensional
semi-unsupervised Hierarchical copula, «INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS», 2011, 88, pp. 2591 - 2607 [articolo]
U.Cherubini; S.Romagnoli, Multivariate Digital Options with Memory, «EUROPEAN JOURNAL OF FINANCE», 2011, 17, pp. 649 - 660 [articolo]
Cherubini U.; Mulinacci S.; Romagnoli S., On the distribution of (un)bounded sum of random variables, «INSURANCE MATHEMATICS & ECONOMICS», 2011, 48, pp. 56 - 63 [articolo]
U. Cherubini; F. Gobbi; S. Mulinacci; S. Romagnoli, A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets, in: Copula Theory and Its Applications, Lecture Notes in Statistics, BERLIN HEIDELBERG, Springer Verlag, 2010, 198, pp. 257 - 265 (atti di: Workshop on Copula Theory and Its Applications, Varsavia, 25-26 Settembre 2009) [Contributo in Atti di convegno]
