Università  della Svizzera italiana

A Forecasting Model for Stock Market Diversity

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In: Annals of Finance, 2007, vol. 3, no. 2, p. 213-240

Integrating anti-money laundering compliance duties into the banking culture

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Thèse de doctorat : Università della Svizzera italiana, 2016 ; 2016ECO011.

The robust shortest path problem with interval data via Benders decomposition

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In: 4OR, 2005, vol. 3, no. 4, p. 315-328

Strategic M&A announcement timing, information asymmetry and behavioral biases

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Thèse de doctorat : Università della Svizzera italiana, 2018 ; 2018ECO012.

Efficiency Measurement in Network Industries: Application to the Swiss Railway Companies

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In: Journal of Regulatory Economics, 2005, vol. 28, no. 1, p. 69-90

Options trading strategies and equity risk premia

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Thèse de doctorat : Università della Svizzera italiana, 2018 ; 2018ECO010.

A multivariate FGD technique to improve VaR computation in equity markets

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In: Computational Management Science, 2005, vol. 2, no. 2, p. 87-106

Derivative securities in risk management and asset pricing

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Thèse de doctorat : Università della Svizzera italiana, 2018 ; 2018ECO009.

Konzerneinfluss und Entkopplung vom Marktrisiko — Eine empirische Analyse der Betafaktoren bei faktischen und Vertragskonzernen = Parent company control and market risk uncoupling effect — An empirical analysis of beta factors in factual and contractual groups of companies

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In: Journal of Business Economics, 2008, vol. 78, no. 5, p. 455-476

The importance of geographical proximity : Evidence on the concentration of firms, culture and political ideologies

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Thèse de doctorat : Università della Svizzera italiana, 2018 ; 2018ECO008.

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