Weak form efficiency of selected European stock markets: alternative testing approaches (G. Albano, M. La Rocca, C. Perna).- An empirical comparison of variable selection methods in competing risks model (A. Amendola, M. Restaino, L. Sensini).- A comparison between different numerical schemes for the valuation of unit-linked contracts embedding a surrender option (A.R. Bacinello, P. Millossovich, A. Montealegre).- Dynamic tracking error with shortfall control using stochastic programming (D. Barro, E. Canestrelli).- Firm's volatility risk under microstructure noise (F. Barsotti, S. Sanfelici).- Socially responsible mutual funds: an efficiency comparison among the European countries (A. Basso, S. Funari).- Fitting financial returns distributions: a mixture normality approach (R. Bramante, D. Zappa).- Single-name concentration risk measurements in credit portfolios (R. Calabrese, F. Porro).- Bifactorial pricing models: light and shadows in correlation role (R. Cocozza, A. De Simone)
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Dynamic strategies for Defined Benefit pension plans risk management (I. Colivicchi, G. Piscopo, E. Vannucci).- Particle Swarm Optimization for preference disaggregation in multicriteria credit scoring problems (M. Corazza, S. Funari, R. Gusso).- Time series clustering on lower tail dependence for portfolio selection (G. De Luca, P. Zuccolotto).- Solvency Analysis of Defined Benefit pension schemes (P. Devolder, G. Piscopo).- Stochastic actuarial valuations in double-indexed pension annuity assessment (E. Di Lorenzo, A. Orlando, M. Sibillo).- Testing for Normality when the sampled distribution is Extended Skew-Normal (C. Franceschini, N. Loperfido).- On the RODEO method for variable selection (F. Giordano, M.L. Parrella).- Portfolio allocation using Omega function: an empirical analysis (A. Hitaj, F. Martinelli, G. Zambruno).- Investment rankings via an objective measure of riskiness: a case study (M.E. Marina, M. Resta).- A squared rank assessment of the differencebetween US and European firm valuation ratios (M. Marozzi).- A behavioural approach to the pricing of European options (M. Nardon, P. Pianca).- Threshold structures in economic and financial time series (M. Niglio, C.D. Vitale).- Intelligent algorithms for trading the Euro-Dollar in the foreign exchange market (D. Pelusi, M. Tivegna, P. Ippoliti).- Risk management and capital allocation for Non-Life insurance companies (M. Pirra, S. Forte, M. Ialenti).- Modelling asymmetric behaviour in time series: identification through PSO (C. Pizzi, F. Parpinel).- Valuation of collateralized funds of hedge fund obligations: a Basket Option pricing approach (G.L. Tassinari, C. Corradi).- Valuation of R&D investment opportunities using the Least-Squares Monte Carlo method (G. Villani).- The determinants of interbank contagion: do patterns matter? (S. Zedda, G. Cannas, C. Galliani).
