Foto del docente

Silvia Romagnoli

Full Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: SECS-S/06 Mathematical Methods of Economics, Finance and Actuarial Sciences

Director of Second Cycle Degree in Quantitative Finance


Baschetti Fabio; Bormetti Giacomo; Romagnoli Silvia; Rossi Pietro, The SINC way: a fast and accurate approach to Fourier pricing, «QUANTITATIVE FINANCE», 2022, 22, pp. 427 - 446 [Scientific article]

silvia romagnoli; enrico bernardi, A distorted copula-based evolution model: risks’ aggregation in a Bonus–Malus migration system, «SOFT COMPUTING», 2021, 25, pp. 11845 - 11863 [Scientific article]

silvia romagnoli; giacomo maria bressan, Climate risks and weather derivatives: A copula-based pricing model, «JOURNAL OF FINANCIAL STABILITY», 2021, 54, Article number: 651997 , pp. 1 - 17 [Scientific article]

Silvia Romagnoli; Enrico Bernardi, Counting Statistics for Dependent Random Events. With a focus on Finance., Cham, Springer, 2021, pp. 206 . [Research monograph]

Romagnoli Silvia, A vague multidimensional dependency structure: conditional versus unconditional fuzzy copula models, «INFORMATION SCIENCES», 2020, 512, pp. 1202 - 1213 [Scientific article]

Barbi, M.; Geman, H.; Romagnoli, S.;, Diamonds and Precious Metals for Reduction of Portfolio Tail Risk, «APPLIED ECONOMICS», 2020, 52, pp. 2841 - 2861 [Scientific article]

Silvia Romagnoli; Enrico Bernardi; Matteo Doti, The impact of the dependence structure in risk management: a focus on credit-risk, «INTERNATIONAL JOURNAL OF GENERAL SYSTEMS», 2019, 48, pp. 335 - 361 [Scientific article]

Silvia Romagnoli, Measure-invariance of copula functions as tool for testing no-arbitrage assumption, «JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS», 2018, 338, pp. 80 - 90 [Scientific article]

Massimiliano Barbi; Silvia Romagnoli, Skewness, Basis Risk, and Optimal Futures Demand, «INTERNATIONAL REVIEW OF ECONOMICS & FINANCE», 2018, 58, pp. 14 - 29 [Scientific article]

Romagnoli, Silvia; Santoro, Simona, Interest Rates Term Structure under Ambiguity, «RISKS», 2017, 5, pp. 1 - 29 [Scientific article]

Bernardi, Enrico; Romagnoli, Silvia, Distorted Copula-Based Probability Distribution of a Counting Hierarchical Variable: A Credit Risk Application, «INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING», 2016, 15, pp. 285 - 310 [Scientific article]

Barbi, Massimiliano; Romagnoli, Silvia, Optimal hedge ratio under a subjective re-weighting of the original measure, «APPLIED ECONOMICS», 2016, 48, pp. 1271 - 1280 [Scientific article]

Enrico Bernardi; Silvia Romagnoli, A copula-based hierarchical hybrid loss distribution, «STATISTICS & RISK MODELING», 2015, 32, pp. 73 - 87 [Scientific article]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 [Scientific article]

Enrico Bernardi; Federico Falangi; Silvia Romagnoli, A hierarchical copula-based world-wide valuation of sovereign risk, «INSURANCE MATHEMATICS & ECONOMICS», 2015, 61, pp. 155 - 169 [Scientific article]