海量图书期刊资源,随时随地畅享阅读乐趣
Arbitrage in skew Brownian motion modelsDamiano Rossello · 2012
A Refined Measure of Conditional Maximum DrawdownRossello, Damiano · SSRN Electronic Journal · 2019
Ranking of investment funds: Acceptability versus robustnessRossello, Damiano · European Journal of Operational Research · 2015
Beyond Sharpe ratio: Optimal asset allocation using different performance ratiosSimone Farinelli; Manuel Ferreira; Damiano Rossello; Markus Thoeny; Luisa Tibiletti · 2008
Acceptability indices of performance for bounded cà dlà g processesKountzakis, Christos E.; Rossello, Damiano · Stochastics · 2019
Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameterEling, Martin; Farinelli, Simone; Rossello, Damiano; Tibiletti, Luisa · International Journal of Managerial Finance · 2010
One-size or tailor-made performance ratios for ranking hedge funds?Eling, Martin; Farinelli, Simone; Rossello, Damiano; Tibiletti, Luisa · Journal of Derivatives & Hedge Funds · 2011