PUBLICATIONS 2009
Giampaolo Gabbi
Time
Diversification and Financial Forecasts for Bond and Equity Markets (download)
Emission Trading Scheme and the Price of Energy, with G. Zanotti (download)
The Liquidity Risk Factors for Bonds, con B. Salis (download)
Operational
Risk Vs. Capital Requirements under New
Italian Banking Capital Regulation: Are Small Banks
Penalized? A Clinical Study, con S. Cosma e G. Salvatori, in Operational Risk
toward Basel III, Wiley & Sons, New York (see)
Rischi operativi e piccole banche: the black swan, con
Il valore della reputazione bancaria nel pensiero di Tancredi Bianchi, con M. Matthias, Banche e Banchieri, n. 4, forthcoming
How risk destroyed banks’ reputation, IAMSDA special issue on “The
Brave New World”, n. 3 (download)
The
model risk in credit management processes, con G. De Laurentis, in Gregoriou –
Hoppe - Wehn (eds.) Model
Risk Evaluation Handbook,
The Black and Litterman optimization framework with higher moments: the
case of hedge funds, con R. Renò e A. Limone, in Stock Market Volatility,
Chapman & Hall/CRC,
The Evolution of
Compliance Function and Compliance Risk in Investment Services,
edited by P.
Musile Tanzi, SDA Bocconi Research, with AICOM and SIA-SSB (download)
La term structure, in G. Gandolfi (ed), Scelta e gestione degli investimenti finanziari, Bancaria editrice, Roma (see)
Alternative
Investments Encyclopaedia, voci curate:
1)
swap
2)
forward
contracts
3)
self-regulatory
organization
4)
asset
allocation
5)
semi-deviation
Chapman & Hall/CRC,