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Scopus Author ID: 6506903809

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Works (10)

Fitting financial returns distributions: A mixture normality approach

Mathematical and Statistical Methods for Actuarial Sciences and Finance
2014 | Conference paper
DOI: 10.1007/978-3-319-02499-8-7
EID:

2-s2.0-84907004108
Contributors: Bramante, R.; Zappa, D.
Source: Self-asserted source
Riccardo BRAMANTE via Scopus - Elsevier

An approach to ranking the hedge fund industry

Studies in Classification, Data Analysis, and Knowledge Organization
2013 | Conference paper
DOI: 10.1007/978-3-319-00032-9-8
EID:

2-s2.0-84892600504
Contributors: Bramante, R.
Source: Self-asserted source
Riccardo BRAMANTE via Scopus - Elsevier

An Approach to Ranking the Hedge Fund Industry

Statistical Models for Data Analysis
2013 | Other
DOI: 10.1007/978-3-319-00032-9_8
Contributors: Riccardo Bramante
Source: Self-asserted source
Riccardo BRAMANTE via Crossref Metadata Search

An efficient method of evaluating portfolio risk and return

Computational Statistics
2013 | Journal article
DOI: 10.1007/s00180-012-0362-9
EID:

2-s2.0-84878549749
Contributors: Bramante, R.; Dallago, G.
Source: Self-asserted source
Riccardo BRAMANTE via Scopus - Elsevier

On the interpretation and estimation of the market model R-square

Electronic Journal of Applied Statistical Analysis
2013 | Journal article
DOI: 10.1285/i20705948v6n1p57
EID:

2-s2.0-84878081722
Contributors: Bramante, R.; Petrella, G.; Zappa, D.
Source: Self-asserted source
Riccardo BRAMANTE via Scopus - Elsevier
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On the use of the market model R-square as a measure of stock price efficiency

Rev Quant Finan Acc
2013-10 | Journal article
DOI: 10.1007/s11156-013-0410-8
Contributors: Riccardo Bramante; Giovanni Petrella; Diego Zappa
Source: Self-asserted source
Riccardo BRAMANTE via Crossref Metadata Search

Portfolio optimisation under changing risk via time‐varying beta

Managerial Finance
2006-04 | Journal article
DOI: 10.1108/03074350610652332
Contributors: Riccardo Bramante; Giampaolo Gabbi
Source: Self-asserted source
Riccardo BRAMANTE via Crossref Metadata Search

Forecasting stock index volatility

Applied Stochastic Models in Business and Industry
2001 | Journal article
DOI: 10.1002/asmb.423
EID:

2-s2.0-0342854506
Contributors: Bramante, R.; Luigi, S.
Source: Self-asserted source
Riccardo BRAMANTE via Scopus - Elsevier

An Asset Allocation Model Based on a Semi Variance Adjusted Sharpe Ratio

SSRN Journal
Journal article
DOI: 10.2139/ssrn.1459634
Contributors: Riccardo Bramante; Giampaolo Gabbi
Source: Self-asserted source
Riccardo BRAMANTE via Crossref Metadata Search

Assessing the Performance of the Hedge Funds Market: An Application to the Italian Hedge Funds Industry

SSRN Journal
Journal article
DOI: 10.2139/ssrn.995607
Contributors: Alessandro Paolo Luigi Cipollini; Riccardo Bramante; Antonio Manzini
Source: Self-asserted source
Riccardo BRAMANTE via Crossref Metadata Search
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