HITAJ ASMERILDA

Ruolo: 
Ricercatore a tempo determinato
Settore scientifico disciplinare: 
METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE (SECS-S/06)
Telefono: 
0264483183
Stanza: 
U07, Piano: P04, Stanza: 4010
Via Bicocca degli Arcimboldi, 8 - 20126 MILANO

Pubblicazioni

  • Paolo Clemente, G., Grassi, R., & Hitaj, A. (2019). Optimal Portfolio Selection via network theory in banking and insurance sector. In Smart Statistics for Smart Applications (pp. 197-204). Pearson. Dettaglio
  • Consigli, G., Hitaj, A., & Mastrogiacomo, E. (2019). Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study. COMPUTATIONAL MANAGEMENT SCIENCE, 16(1-2), 129-154. Dettaglio
  • Hitaj, A., Mercuri, L., & Rroji, E. (2019). Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization. COMPUTATIONAL MANAGEMENT SCIENCE, 16(1-2), 71-95. Dettaglio
  • Clemente, G., Grassi, R., & Hitaj, A. (2019). Asset allocation: new evidence through network approaches. ANNALS OF OPERATIONS RESEARCH, 1-20. Dettaglio
  • Hitaj, A., Mercuri, L., & Rroji, E. (2019). Lévy CARMA models for shocks in mortality. DECISIONS IN ECONOMICS AND FINANCE, 42(1), 205-227. Dettaglio