TASSINARI, GIAN LUCA
TASSINARI, GIAN LUCA
DISA - DIPARTIMENTO DI SCIENZE AZIENDALI
Climate Strategies and Sustainability Pathways of Italian Small and Medium-Sized Enterprises
2026 Palea, Vera; Cinquini, Lino; Bedendo, Mascia; Dal Maso, Lorenzo; Fiorani, Gloria; Caldarelli, Giulio; Gordano, Silvia; Battaglia, Giorgio; Caccialanza, Andrea; Camilli, Riccardo; Di Gerio, Chiara; Doronzo, Emanuele; Gianfelici, Cristina; Lemme, Michele; Macigno, Lucrezia; Miazza, Aline; Nazir, Sarfraz; Pancani, Annalisa; Pigatto, Giacomo; Francesco Scarpa, Marco Pini.; Tassinari, Gian Luca
Attenzione alla Responsabilità Sociale di Impresa
2024 andrea carosi, stefano mengoli, gian luca tassinari
Measuring Market Risk in Asset Management
2024 Tassinari, Gian Luca; Bianchi, Michele Leonardo; Fabozzi, Frank J.
Estimation for multivariate normal rapidly decreasing tempered stable distributions
2023 Bianchi, ML; Tassinari, GL
Extracting implied volatilities from bank bonds
2023 Bianchi, M. L.; Tassinari, G. L.
Fat and Heavy Tails in Asset Management
2023 Bianchi M.L.; Tassinari G.L.; Fabozzi F.J.
A welcome to the jungle of continuous-time multivariate non-Gaussian models based on Lévy processes applied to finance
2022 Bianchi M.L.; Hitaj A.; Tassinari G.L.
Catastrophic risks and the pricing of catastrophe equity put options
2021 Arnone M.; Bianchi M.L.; Quaranta A.G.; Tassinari G.L.
Forward-looking portfolio selection with multivariate non-Gaussian models
2020 Bianchi M.L.; Tassinari G.L.
Handbook of heavy-tailed distributions in asset management and risk management
2019 Bianchi M.L.; Stoyanov S.V.; Tassinari G.L.; Fabozzi F.J.; Focardi S.M.
RIDING with the FOUR HORSEMEN and the MULTIVARIATE NORMAL TEMPERED STABLE MODEL
2016 Bianchi M.L.; Tassinari G.L.; Fabozzi F.J.
Calibrating the smile with multivariate time-changed brownian motion and the esscher transform
2014 Tassinari G.L.; Bianchi M.L.
Valuation of collateralized funds of hedge fund obligations: A basket option pricing approach
2014 Tassinari G.L.; Corradi C.
tassinari g l, corradi c (2013). Pricing equity and debt tranches of collateralized funds of hedge fund obligations: An approach based on stochastic time change and Esscher-transformed martingale measure. QUANTITATIVE FINANCE, vol. 13, p. 1991-2010, ISSN: 1469-7696
2013 tassinari g l; corradi c
La sensibilità azionaria alle variazioni dei tassi di interesse: un tentativo di stima della Duration Equity dell'indice di mercato italiano.
2005 Mengoli S.;Spisni M.; Tassinari G.