Munich Personal RePEc Archive

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Number of items: 4.

17 December 2008

Rossi, Francesco (2008): Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise.

July 2011

Rossi, Francesco (2011): U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters.

30 November 2011

Rossi, Francesco (2011): Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates.

November 2012

Rossi, Francesco (2012): U.K. cross-sectional equity data: The case for robust investability filters. Published in: European Economics Letters , Vol. 1, No. 1 (December 2012): pp. 6-13.

This list was generated on Sat Aug 24 23:34:37 2019 CEST.
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