| 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 | 28 | 2020 |
| Long-term risk with stochastic interest rates F Severino Available at SSRN 3113718, 2022 | 5 | 2022 |
| COVID-19 effects on the Canadian term structure of interest rates F Severino, MA Cremona, É Dadié Available at SSRN 3762628, 2021 | 4 | 2021 |
| 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 | 4 | 2019 |
| Weak time-derivatives and no-arbitrage pricing M Marinacci, F Severino Finance and Stochastics 22, 1007-1036, 2018 | 4 | 2018 |
| 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 |
| On horizon-consistent mean-variance portfolio allocation S Cerreia-Vioglio, F Ortu, F Rotondi, F Severino Annals of Operations Research, 1-32, 2022 | 2 | 2022 |
| Heterogeneous awareness in financial markets M Madotto, F Severino Journal of Economic Behavior & Organization 216, 26-41, 2023 | 1 | 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 | 1 | 2023 |
| Robo-Advisors: A Big Data Challenge F Severino, S Thierry Big Data in Finance: Opportunities and Challenges of Financial …, 2022 | 1 | 2022 |
| Multivariate Wold decompositions S Cerreia-Vioglio, F Ortu, F Severino, C Tebaldi IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi …, 2017 | 1 | 2017 |
| Optimal asset allocation with heterogeneous persistence of shocks D Di Virgilio, F Ortu, F Severino, C Tebaldi Manuscript, 2016 | 1 | 2016 |
| Persistence-based capital allocation along the FOMC cycle F Ortu, P Reggiani, F Severino | | 2023 |
| Functional motif discovery in stock market prices MA Cremona, L Doroshenko, F Severino Available at SSRN 4642040, 2023 | | 2023 |
| 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, ... | | |
