PUBLICATIONS 2006
Giampaolo Gabbi
Are Market Crashes Predictable? An Empirical Evidence, Finanza Marketing e Produzione n.
24
Portfolio Optimisation under changing risk via time-varying beta, con R.
Bramante, Managerial Finance, n. 4
(see)
International
Mutual Fund Returns and Monetary Policy, in Diversification and Portfolio
Management of Mutual Funds, Palgrave-Macmillan, New York (see)
Correlation Breakdowns in Asset Management, with R. Bramante, in Advances
in Risk Management,