1. Preface: recent developments in financial modelling and risk management

   • Roy Cerqueti
   • Rita Laura D’Ecclesia
   • Susanna Levantesi

   SI: Recent Developments in Financial Modeling and Risk Management Open access 17 March 2021 Pages: 1 - 5

2. Dealing with complex transaction costs in portfolio management

   • Patrizia Beraldi
   • Antonio Violi
   • Bruno Antonio Pansera

   S.I.: Recent Developments in Financial Modeling and Risk Management 08 April 2019 Pages: 7 - 22

   

3. Minimum Rényi entropy portfolios

   • Nathan Lassance
   • Frédéric Vrins

   S.I.: Recent Developments in Financial Modeling and Risk Management 14 September 2019 Pages: 23 - 46

   

4. Fused Lasso approach in portfolio selection

   • Stefania Corsaro
   • Valentina De Simone
   • Zelda Marino

   S.I.: Recent Developments in Financial Modeling and Risk Management 08 June 2019 Pages: 47 - 59

   

5. Asset allocation: new evidence through network approaches

   • Gian Paolo Clemente
   • Rosanna Grassi
   • Asmerilda Hitaj

   S.I.: Recent Developments in Financial Modeling and Risk Management 11 January 2019 Pages: 61 - 80

   

6. Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment

   • Alessia Naccarato
   • Andrea Pierini
   • Giovanna Ferraro

   S.I.: Recent Developments in Financial Modeling and Risk Management 11 April 2019 Pages: 81 - 99

   

7. The value of knowing the market price of risk

   • Katia Colaneri
   • Stefano Herzel
   • Marco Nicolosi

   S.I.: Recent Developments in Financial Modeling and Risk Management 18 April 2020 Pages: 101 - 131

   

8. Optimal convergence trading with unobservable pricing errors

   • Sühan Altay
   • Katia Colaneri
   • Zehra Eksi

   S.I.: Recent Developments in Financial Modeling and Risk Management 31 May 2020 Pages: 133 - 161

   

9. Google search volumes for portfolio management: performances and asset concentration

   • Mario Maggi
   • Pierpaolo Uberti

   S.I.: Recent Developments in Financial Modeling and Risk Management 16 October 2019 Pages: 163 - 175

   

10. Better to stay apart: asset commonality, bipartite network centrality, and investment strategies

    • Andrea Flori
    • Fabrizio Lillo
    • Alessandro Spelta

    S.I.: Recent Developments in Financial Modeling and Risk Management 10 June 2019 Pages: 177 - 213

    

11. Optimal investment strategies with a minimum performance constraint

    • Emilio Barucci
    • Daniele Marazzina
    • Elisa Mastrogiacomo

    S.I.: Recent Developments in Financial Modeling and Risk Management 31 July 2019 Pages: 215 - 239

    

12. A decision-dependent randomness stochastic program for asset–liability management model with a pricing decision

    • Miloš Kopa
    • Tomáš Rusý

    S.I.: Recent Developments in Financial Modeling and Risk Management 01 April 2020 Pages: 241 - 271

    

13. Pension fund management with investment certificates and stochastic dominance

    • Sebastiano Vitali
    • Vittorio Moriggia

    S.I.: Recent Developments in Financial Modeling and Risk Management Open access 09 November 2020 Pages: 273 - 292

    

14. Multi-asset scenario building for trend-following trading strategies

    • Andreas Thomann

    S.I.: Recent Developments in Financial Modeling and Risk Management 21 February 2020 Pages: 293 - 315

    

15. Investment and operational decisions for start-up companies: a game theory and Markov decision process approach

    • Thomas W. Archibald
    • Edgar Possani

    S.I.: Recent Developments in Financial Modeling and Risk Management Open access 23 October 2019 Pages: 317 - 330

    

16. What if versus probabilistic scenarios: a neuroscientific analysis

    • Rosella Castellano
    • Marco Mancinelli
    • Gaetano Tieri

    S.I.: Recent Developments in Financial Modeling and Risk Management 23 May 2019 Pages: 331 - 347

    

17. Investor behavior and weather factors: evidences from Asian region

    • Chinnadurai Kathiravan
    • Murugesan Selvam
    • S. Balakrishnan

    S.I. : Recent Developments in Financial Modeling and Risk Management 23 July 2019 Pages: 349 - 373

    

18. Money’s importance from the religious perspective

    • Claudiu Herteliu
    • Ionel Jianu
    • Marcel Ausloos

    S.I.: Recent Developments in Financial Modeling and Risk Management 07 December 2019 Pages: 375 - 399

    

19. CVA and vulnerable options pricing by correlation expansions

    • F. Antonelli
    • A. Ramponi
    • S. Scarlatti

    S.I.: Recent Developments in Financial Modeling and Risk Management 16 September 2019 Pages: 401 - 427

    

20. Fair prices under a unified lattice approach for interest rate derivatives

    • Giacomo Morelli

    S.I. : Recent Developments in Financial Modeling and Risk Management 05 April 2019 Pages: 429 - 441

    

21. Crypto price discovery through correlation networks

    • Paolo Giudici
    • Gloria Polinesi

    S.I.: Recent Developments in Financial Modeling and Risk Management 29 May 2019 Pages: 443 - 457

    

22. Detecting bubbles in Bitcoin price dynamics via market exuberance

    • Alessandra Cretarola
    • Gianna Figà-Talamanca

    S.I.: Recent Developments in Financial Modeling and Risk Management 22 July 2019 Pages: 459 - 479

    

23. Banks’ business strategies on the edge of distress

    • Andrea Flori
    • Simone Giansante
    • Fabio Pammolli

    S.I.: Recent Developments in Financial Modeling and Risk Management Open access 24 September 2019 Pages: 481 - 530

    

24. Forecasting bankruptcy using biclustering and neural network-based ensembles

    • Philippe du Jardin

    S.I.: Recent Developments in Financial Modeling and Risk Management 01 June 2019 Pages: 531 - 566

25. Measuring credit crunch in Italy: evidence from a survey-based indicator

    • Alessandro Girardi
    • Marco Ventura

    S.I.: Recent Developments in Financial Modeling and Risk Management 25 April 2019 Pages: 567 - 592

    

26. The interconnectedness of the economic content in the speeches of the US Presidents

    • Matteo Cinelli
    • Valerio Ficcadenti
    • Jessica Riccioni

    S.I.: Recent Developments in Financial Modeling and Risk Management 25 September 2019 Pages: 593 - 615

    

27. Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism

    • Giovanni Dosi
    • Marcello Minenna
    • Roberto Violi

    S.I.: Recent Developments in Financial Modeling and Risk Management 02 August 2019 Pages: 617 - 657

    

28. A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations

    • Dawen Yan
    • Xiaohui Zhang
    • Mingzheng Wang

    S.I.: Recent Developments in Financial Modeling and Risk Management 13 March 2020 Pages: 659 - 710

    

29. Liquidity drops

    • Giacomo Morelli

    S.I.: Recent Developments in Financial Modeling and Risk Management 28 May 2019 Pages: 711 - 719

30. Assessing the impact of incomplete information on the resilience of financial networks

    • Matteo Cinelli
    • Giovanna Ferraro
    • Giulia Rotundo

    S.I.: Recent Developments in Financial Modeling and Risk Management 17 July 2019 Pages: 721 - 745

    

31. Capital allocation and RORAC optimization under solvency 2 standard formula

    • Fabio Baione
    • Paolo De Angelis
    • Ivan Granito

    S.I.: Recent Developments in Financial Modeling and Risk Management 20 February 2020 Pages: 747 - 763

32. Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system

    • Pierre Devolder
    • Susanna Levantesi
    • Massimiliano Menzietti

    S.I.: Recent Developments in Financial Modeling and Risk Management Open access 14 October 2020 Pages: 765 - 795

    

33. Pension schemes versus real estate

    • V. D’Amato
    • E. Di Lorenzo
    • R. Tizzano

    S.I.: Recent Developments in Financial Modeling and Risk Management 10 May 2019 Pages: 797 - 809

    

34. Enterprise risk management and economies of scale and scope: evidence from the German insurance industry

    • Muhammed Altuntas
    • Thomas R. Berry-Stölzle
    • J. David Cummins

    S.I.: Recent Developments in Financial Modeling and Risk Management 12 October 2019 Pages: 811 - 845

35. Climate change investment risk: optimal portfolio construction ahead of the transition to a lower-carbon economy

    • Davide Benedetti
    • Enrico Biffis
    • Ian Simm

    S.I.: Recent Developments in Financial Modeling and Risk Management Open access 27 November 2019 Pages: 847 - 871

    

36. Internal hedging of intermittent renewable power generation and optimal portfolio selection

    • Carlo Lucheroni
    • Carlo Mari

    S.I.: Recent Developments in Financial Modeling and Risk Management 09 April 2019 Pages: 873 - 893

    

37. Long memory and crude oil’s price predictability

    • Roy Cerqueti
    • Viviana Fanelli

    S.I.: Recent Developments in Financial Modeling and Risk Management 20 September 2019 Pages: 895 - 906

    

38. Re-evaluating natural resource investments under uncertainty: An alternative to limited traditional approaches

    • Sebastian Maier

    S.I.: Recent Developments in Financial Modeling and Risk Management Open access 03 June 2020 Pages: 907 - 937

    

39. Rainfall option impact on profits of the hospitality industry through scenario correlation and copulas

    • Simona Franzoni
    • Cristian Pelizzari

    S.I.: Recent Developments in Financial Modeling and Risk Management 13 November 2019 Pages: 939 - 962

    

40. The European gas market: new evidences

    • Vera Jotanovic
    • Rita Laura D’Ecclesia

    S.I.: Recent Developments in Financial Modeling and Risk Management 09 August 2020 Pages: 963 - 999

    

41. Managing foreign exchange risk with buyer–supplier contracts

    • Latha Shanker
    • Ahmet Satir

    S.I.: Recent Developments in Financial Modeling and Risk Management 03 December 2019 Pages: 1001 - 1024

42. Model risk in real option valuation

    • Carol Alexander
    • Xi Chen

    S.I.: Recent Developments in Financial Modeling and Risk Management Open access 17 May 2019 Pages: 1025 - 1056

    

43. Comonotonicity and low volatility effect

    • Wan-Ni Lai
    • Yi-Ting Chen
    • Edward W. Sun

    S.I.: Recent Developments in Financial Modeling and Risk Management 25 July 2019 Pages: 1057 - 1099

    

44. Volatility in the stock market: ANN versus parametric models

    • Rita Laura D’Ecclesia
    • Daniele Clementi

    S.I.: Recent Developments in Financial Modeling and Risk Management 20 November 2019 Pages: 1101 - 1127

    

45. Peer effects in risk preferences: Evidence from Germany

    • Mark J. Browne
    • Annette Hofmann
    • Petra Steinorth

    S.I.: Recent Developments in Financial Modeling and Risk Management 01 April 2020 Pages: 1129 - 1163

    

46. Systemic risk assessment through high order clustering coefficient

    • Roy Cerqueti
    • Gian Paolo Clemente
    • Rosanna Grassi

    S.I.: Recent Developments in Financial Modeling and Risk Management 28 January 2020 Pages: 1165 - 1187

    

47. Evidence regarding external financing in manufacturing MSEs using partial least squares regression

    • Eduard Gabriel Ceptureanu
    • Sebastian Ceptureanu
    • Claudiu Herteliu

    S.I.: Recent Developments in Financial Modeling and Risk Management 12 June 2019 Pages: 1189 - 1202

    

48. Testing for persistence in US mutual funds’ performance: a Bayesian dynamic panel model

    • Emmanuel Mamatzakis
    • Mike G. Tsionas

    S.I. : Recent Developments in Financial Modeling and Risk Management 03 July 2020 Pages: 1203 - 1233

    

49. Modeling the flow of information between financial time-series by an entropy-based approach

    • F. Benedetto
    • L. Mastroeni
    • P. Vellucci

    S.I.: Recent Developments in Financial Modeling and Risk Management 17 July 2019 Pages: 1235 - 1252

    

50. Modelling tail risk with tempered stable distributions: an overview

    • Hasan Fallahgoul
    • Gregoire Loeper

    S.I.: Recent Developments in Financial Modeling and Risk Management 01 April 2019 Pages: 1253 - 1280