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Umberto Cherubini

Full Professor

Department of Economics

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


Carr, Peter; Cherubini, Umberto, Option pricing generators, «FRONTIERS OF MATHEMATICAL FINANCE», 2023, 2, pp. 150 - 169 [Scientific article]Open Access

Carr P.; Cherubini U., Generalized Compounding and Growth Optimal Portfolios Reconciling Kelly and Samuelson, «THE JOURNAL OF DERIVATIVES», 2022, 30, pp. 74 - 93 [Scientific article]

Cherubini U., Estimating redenomination risk under Gumbel–Hougaard survival copulas, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2021, 133, Article number: 104268 , pp. 1 - 20 [Scientific article]Open Access

Cherubini U.; Mulinacci S., Extensions and distortions of λ-fuzzy measures, «FUZZY SETS AND SYSTEMS», 2021, 412, pp. 27 - 40 [Scientific article]Open Access

Cherubini U.; Mulinacci S., Hierarchical Archimedean Dependence in Common Shock Models, «METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY», 2021, 23, pp. 143 - 163 [Scientific article]Open Access

Marco Bianchetti;Umberto Cherubini;Veronica Falco, Moving form IBORs to Alternative Risk Free Rates, «RISK MANAGEMENT MAGAZINE», 2021, 16, pp. 14 - 18 [Scientific article]Open Access

Umberto Cherubini;Daniele Maffeis, Scommesse razionali, probabilità e informazione. Note di un matematico e di un giurista a un anno dalla Sentenza SS.UU. 8770 del 2020, «RIVISTA DI DIRITTO BANCARIO», 2021, 2021, pp. 473 - 499 [Scientific article]

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

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

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

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 . [Editorship]

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

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 [Scientific article]

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 [Scientific article]

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 [Chapter or essay]

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