POTI', Valerio
POTI', Valerio
DIPARTIMENTO DI ECONOMIA, MANAGEMENT E DIRITTO DELL'IMPRESA
A DCC-VARMA Model of Portfolio Risk A Simple Approach to the Estimation of the Variance-Covariance Matrix of Large Stock Portfolios
2009-01-01 Poti, Valerio
A new tight and general bound on return predictability
2018-01-01 Poti', Valerio
Commodity futures return predictability and intertemporal asset pricing
2022-01-01 Cotter, John; Eyiah-Donkor, Emmanuel; Poti', Valerio
Correlation dynamics in European equity markets
2006-01-01 Kearney, C.; Poti, V.
Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective
2013-01-01 Pattitoni, P.; Petracci, B.; Poti, V.; Spisni, M.
Discount factor and conditional return volatility
2005-01-01 Potì, Valerio
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon
2015-01-01 Bredin, D.; Conlon, T.; Poti, V.
Food Prices, Ethics and Forms of Speculation
2021-01-01 Bredin, D; Poti, Valerio; Salvador, E
Have European stocks become more volatile? An empirical investigation of idiosyncratic and market risk in the Euro area
2008-01-01 Kearney, C.; Poti, V.
Management fee base: Financing and investment decisions
2015-01-01 Pattitoni, P.; Petracci, B.; Poti, V.; Spisni, M.
Measuring excess-predictability of asset returns and market efficiency over time
2019-01-01 Levich, R.; Conlon, T.; Poti, V.
Nonparametric tests for Optimal Predictive Ability
2020-01-01 Poti', Valerio; Stelios, Arvanitis; Thierry, Post; Selcuk, Karabati
Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence
2016-01-01 Faliva, M.; Poti, V.; Zoia, M. G.
Performance Attribution in Emerging Markets an Application to Chinese Open-End Active Mutual Funds
2014-01-01 Poti, V.; Wang, D.
Portfolio analysis using stochastic dominance, relative entropy, and empirical likelihood
2017-01-01 Post, Thierry; Potì, Valerio
Precautionary motives for private firms’ cash holdings
2020-01-01 Poti, V.; Pattitoni, P.; Petracci, B.
Predictability and 'good deals' in currency markets
2015-01-01 Levich, Richard M.; Potì, Valerio
Predictability and diversification benefits of investing in commodity and currency futures
2017-01-01 Cotter, J.; Eyiah-Donkor, E.; Poti, V.
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets
2020-01-01 Potì, Valerio; Levich, Richard; Conlon, Thomas
Predictability, trading rule profitability and learning in currency markets
2014-01-01 Poti, Valerio; Levich, Richard M.; Pattitoni, Pierpaolo; Cucurachi, Paolo