Browsing All of EconStor by Author Zaffaroni, Paolo
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2004 | Model averaging and value-at-risk based evaluation of large multi asset volatility models for risk management | Pesaran, Mohammad Hashem; Zaffaroni, Paolo |
2007 | Fast micro and slow macro: can aggregation explain the persistence of inflation? | Mojon, BenoƮt; Altissimo, Filippo; Zaffaroni, Paolo |
2008 | Optimal asset allocation with factor models for large portfolios | Pesaran, Mohammad Hashem; Zaffaroni, Paolo |
2008 | Model Averaging in Risk Management with an Application to Futures Markets | Pesaran, Mohammad Hashem; Schleicher, Christoph; Zaffaroni, Paolo |
2009 | Optimality and diversifiability of mean variance and arbitrage pricing portfolios | Pesaran, Mohammad Hashem; Zaffaroni, Paolo |