FORTE GIANFRANCO

Ruolo:
Professore associato
Settore scientifico disciplinare:
Economia degli intermediari finanziari (SECS-P/11)
E-mail:
[email protected]
Telefono:
0264483221
Stanza:
  • U07, Piano: 3, Stanza: 3010M

Pubblicazioni

  • Pennoni, F., Bartolucci, F., Forte, G., Ametrano, F. (2022). Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model. ECONOMIC NOTES, 51(1 (February 2022)), 1-16 [10.1111/ecno.12193]. Dettaglio

  • Forte, G., Gianfrate, G., Rossi, E. (2020). Does relative valuation work for banks?. GLOBAL FINANCE JOURNAL, 44, 1-25 [10.1016/j.gfj.2018.09.002]. Dettaglio

  • Pennoni, F., Bartolucci, F., Forte, G., Ametrano, F. (2020). Multivariate Hidden Markov model: An application to study correlations among cryptocurrency log-returns. In The 2nd Crypto Asset Lab Conference (pp.1-27). Dettaglio

  • Colombo, E., Forte, G., Rossignoli, R. (2019). Carry Trade Returns with Support Vector Machines. INTERNATIONAL REVIEW OF FINANCE, 19(3), 483-504 [10.1111/irfi.12186]. Dettaglio

  • Rossi, E., Forte, G. (2016). Assessing relative valuation in equity markets: Bridging research and practice. Palgrave Macmillan [10.1057/978-1-137-56335-4]. Dettaglio

Lista completa