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
Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies
2024-01-01 Wang, Ruting; Poti, Valerio; Härdle, Wolfgang Karl
Commodity futures return predictability and intertemporal asset pricing
2023-01-01 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.
COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic
2022-01-01 Chen, Yuting; Bredin, Don; Potì, Valerio; Matkovskyy, Roman
Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour
2022-01-01 Caferra, R.; Morone, A.; Poti, V.
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.
Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns
2024-01-01 Chen, Yuting; Poti, Valerio
Evaluation of value at risk models: an empirical likelihood approach
2023-01-01 Lynch, D.; Potì, V.; Siddique, A.; Campobasso, F.
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.
Modelling the counterparty credit risk of a swap on the spark spread
2025-01-01 Fanelli, Viviana; Musti, Silvana; Poti, Valerio
Nonparametric tests for Optimal Predictive Ability
2021-01-01 Poti, Valerio; Arvanitis, Stelios; Post, Thierry; Karabati, Selcuk
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.