Segui
Federico Severino
Federico Severino
Assistant professor, Université Laval
Email verificata su fsa.ulaval.ca - Home page
Titolo
Citata da
Citata da
Anno
A persistence‐based Wold‐type decomposition for stationary time series
F Ortu, F Severino, A Tamoni, C Tebaldi
Quantitative Economics 11 (1), 203-230, 2020
252020
Long-term risk with stochastic interest rates
F Severino
Available at SSRN 3113718, 2022
42022
Weak time-derivatives and no-arbitrage pricing
M Marinacci, F Severino
Finance and Stochastics 22, 1007-1036, 2018
42018
Isometric operators on Hilbert spaces and Wold decomposition of stationary time series
F Severino
Decisions in Economics and Finance 39 (2), 203-234, 2016
4*2016
COVID-19 effects on the Canadian term structure of interest rates
F Severino, MA Cremona, É Dadié
Available at SSRN 3762628, 2021
32021
Optimal asset allocation with heterogeneous persistent shocks and myopic and intertemporal hedging demand
D Di Virgilio, F Ortu, F Severino, C Tebaldi
Behavioral Finance: The Coming of Age, 57-108, 2019
32019
On horizon-consistent mean-variance portfolio allocation
S Cerreia-Vioglio, F Ortu, F Rotondi, F Severino
Annals of Operations Research, 1-32, 2022
22022
Heterogeneous awareness in financial markets
M Madotto, F Severino
Journal of Economic Behavior & Organization 216, 26-41, 2023
12023
Multivariate Wold decompositions
S Cerreia-Vioglio, F Ortu, F Severino, C Tebaldi
IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi …, 2017
12017
Optimal asset allocation with heterogeneous persistence of shocks
D Di Virgilio, F Ortu, F Severino, C Tebaldi
Manuscript, 2016
12016
Functional motif discovery in stock market prices
MA Cremona, L Doroshenko, F Severino
Available at SSRN 4642040, 2023
2023
Multivariate Wold decompositions: a Hilbert A-module approach
S Cerreia-Vioglio, F Ortu, F Severino, C Tebaldi
Decisions in Economics and Finance 46 (1), 45-96, 2023
2023
Robo-Advisors: A Big Data Challenge
F Severino, S Thierry
Big Data in Finance: Opportunities and Challenges of Financial …, 2022
2022
On time-consistent multi-horizon portfolio allocation
S Cerreia-Vioglio, F Ortu, F Rotondi, F Severino
Available at SSRN 3841052, 2021
2021
COVID-19 Effects on the Canadian Term Structure of Interest Rates (preprint)
F Severino, MA Cremona, É Dadié
2021
Orthogonal decompositions in asset pricing
F Severino
Università Bocconi, 2018
2018
A persistence-based Wold-type decomposition for stationary time series...... 203 Petra E. Todd and Weilong Zhang A dynamic model of personality, schooling, and occupational …
TB Armstrong, M Kolesár, MA Masten, A Poirier, DT Frazier, E Renault, ...
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–17