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leocadio a[au]
(5 results)?
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint.
Comput Manag Sci. 2023;20(1):12. doi: 10.1007/s10287-023-00439-1. Epub 2023 Mar 3.
Comput Manag Sci. 2023.
PMID: 37520270
Free PMC article.
Co-movements, option pricing and risk management: an application to WTI versus Brent spread options.
De Giovanni D, Leccadito A, Loccisano D.
De Giovanni D, et al. Among authors: leccadito a.
Ann Oper Res. 2022 Nov 14:1-23. doi: 10.1007/s10479-022-05059-7. Online ahead of print.
Ann Oper Res. 2022.
PMID: 36407942
Free PMC article.
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