Prohlížení dle autora "Malavasi, Matteo"
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Backtesting AVaR and VaR with a simulated copula
Malavasi, Matteo; Previtali, Roberto; Lozza, Sergio Ortobelli; Tichý, Tomáš (Ekonomická revue. 2016, roč. 19, č. 1, s. 15-24 : il.) -
Second order of stochastic dominance efficiency vs mean variance efficiency
Malavasi, Matteo; Ortobelli, Sergio Lozza; Trück, Stefan (European Journal of Operational Research. 2021, vol. 290, issue 3, p. 1192-1206.)