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Data analysis / Mathematical finance / Investment / Diversification / Covariance matrix / Variance / Wishart distribution / Volatility / Risk / Statistics / Financial risk / Actuarial science


Risk spillovers in international equity portfolios Swiss National Bank Working Papers[removed]
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City

Zurich / Zürich / /

Company

UBS AG / /

Country

Switzerland / United States / /

/

Facility

University of Padua / University of Padova / /

IndustryTerm

foreign accounting currencies / spatial solution / online version / copyright law / e.g. pharmaceutical / /

Organization

Swiss National Bank / Independent Verification Unit / University of Padua / Department of Economics / /

Person

Massimiliano Caporin / Matteo Bonato / Matteo Bonato∗ Massimiliano Caporin / Angelo Ranaldo / Jan Wrampelmeyer / Marco Fanno / /

Position

author / Economic Advisor / quantitative risk analyst / Professor of Econometrics / Associate Professor / /

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