SAVONA, Roberto
SAVONA, Roberto
Dipartimento di Economia e Management
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data
2019-01-01 Alessi, Lucia; Balduzzi, Pierluigi; Savona, Roberto
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads
2023-01-01 Balduzzi, Pierluigi; Savona, Roberto; Alessi, Lucia
Assessing Model Accuracy Using a Two-Dimensional Loss Function
2010-01-01 Savona, Roberto; Vezzoli, Marika
Asset-Based Style Factors
2008-01-01 Savona, Roberto
Bank business models, negative policy rates, and prudential regulation
2022-01-01 Savona, Roberto
Banking book: Misurazione e gestione dei rischi finanziari
2015-01-01 Savona, Roberto; Raudaschl, Mattia
Choosing and Combining the Right Trees From an Ensemble
2018-01-01 Sandri, Marco; Savona, Roberto; Vezzoli, Marika
Corporate Default Prediction Model Averaging: A Normative Linear Pooling Approach
2016-01-01 Figini, Silvia; Savona, Roberto; Vezzoli, Marika
Corporate risk stratification through an interpretable autoencoder-based model
In corso di stampa Giuliani, Alessandro; Savona, Roberto; Carta, Salvatore; Addari, Gianmarco; Podda, Alessandro Sebastian
Danger Zones for Banking Crises in Emerging Markets
2016-01-01 Paolo, Manasse; Savona, Roberto; Vezzoli, Marika
Danger Zones For The Financial System
2017-01-01 Manasse, Paolo; Savona, Roberto; Vezzoli, Marika
Debt Crisis Indicators of Emerging Markets vs. Eurozone Economies
2015-01-01 Savona, Roberto; Vezzoli, Marika; Ciavolino, Enrico
Detecting Early Warnings for Hedge Fund Contagion
2014-01-01 Savona, Roberto
Dissimilarities between domestic and foreign money management at home: evidence from Italy
2004-01-01 Savona, Roberto
Do Mutual funds Styles Reflect a Country-Specific Investment Philosophy? The Italian Case
2006-01-01 Savona, Roberto
Dynamical Corporate Finance: An Equilibrium Approach
2021-01-01 Savona, Roberto; Sagliaschi, Umberto
Efficienza dei benchmark azionari e politiche di gestione e misurazione delle performance degli investitori istituzionali
2000-01-01 Doninelli, N; Savona, Roberto
Efficienza dei benchmark obbligazionari e politiche di gestione e misurazione delle performance degli investitori istituzionali
2001-01-01 Doninelli, N; Savona, Roberto
Financial symmetry and moods in the market
2015-01-01 Savona, Roberto; Soumare, Maxence; Andersen, Jørgen Vitting
Fitting and forecasting sovereign defaults using multiple risk signals
2015-01-01 Savona, Roberto; Vezzoli, Marika