Foto del docente

Umberto Cherubini

Professore straordinario

Dipartimento di Scienze Economiche



Cherubini U.; Mulinacci S., Extensions and distortions of λ-fuzzy measures, «FUZZY SETS AND SYSTEMS», 2020, on line first, pp. 1 - 14 [articolo]

Cherubini U.; Mulinacci S., Hierarchical Archimedean Dependence in Common Shock Models, «METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY», 2020, On line first, pp. 1 - 21 [articolo]

Cherubini, Umberto; Mulinacci, Sabrina, The Gumbel-Marshall-Olkin distribution, in: Copulas and Dependence Models with Applications, Cham, Springer Nature, 2017, pp. 21 - 31 [capitolo di libro]

Cherubini Umberto; Fabio Gobbi; Mulinacci Sabrina, Convolution Copula Econometrics, Cham, Springer, 2016, pp. 90 . [libro]

Baglioni, Angelo; Cherubini, Umberto, Eurobonds: A Quantitative Approach, «REVIEW OF LAW & ECONOMICS», 2016, 12, pp. 507 - 521 [articolo]

Cherubini, Umberto; Durante, Fabrizio; Mulinacci, Sabrina (a cura di): G. Bernhart, F. Durante,L. Fernandez, E. Frostig, S. Girard, N. Kolev, J-F. Mai, G. Mazo, S. Mulinacci, F. Pellerey, J. Pinto, S. Schenk, M. Scherer, Marshall–Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013, Cham, Springer International Publishing, 2015, pp. 113 . [curatela]

Umberto Cherubini; Sabrina Mulinacci, Contagion-based distortion risk measures, «APPLIED MATHEMATICS LETTERS», 2014, 27, pp. 85 - 89 [articolo]

A.Baglioni;U.Cherubini, Marking-to-market government guarantees to financial systems - Theory and evidence for Europe, «JOURNAL OF INTERNATIONAL MONEY AND FINANCE», 2013, 32, pp. 990 - 1007 [articolo]

Angelo Baglioni; Umberto Cherubini, Within and between systemic country risk. Theory and evidence from the sovereign crisis in Europe, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2013, 37, pp. 1581 - 1597 [articolo]

U. Cherubini;S. Mulinacci, A Model for Estimating the Liquidity Valuation Adjustment on OTC Derivatives, in: Managing Illiquid Assets: Perspectives and Challenges, LONDON, Risk Books, 2012, pp. 129 - 155 [capitolo di libro]

U.Cherubini;F.Gobbi;S.Mulinacci;S.Romagnoli, Dynamic Copula Methods in Finance, CHICHESTER, John Wiley & Sons, Ltd, 2012, pp. 274 . [libro]

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]

U. Cherubini, Copulas in finance, in: International Encyclopedia of Statistical Science, BERLIN, Springer Verlag, 2011, pp. 305 - 309 [voce di enciclopedia/dizionario]

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]

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