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Publications by DANIELE MARAZZINA

Risk Seeking, Nonconvex Remuneration and Regime Switching

International Journal of Theoretical and Applied Finance

English

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Analytical Value-At-Risk and Expected Shortfall Under Regime-Switching

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EWS-GARCH: New Regime Switching Approach to Forecast Value-At-Risk

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Asset Allocation Under Multivariate Regime Switching

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