Journal of
Italian
Banking
Association

year 100
 

Forum | Papers

Forum | Papers

A robust risk-based approach in portfolio management

Riccardo Cesari, Anna Grazia Quaranta
In this paper we define and compare versions of the robust and non robust portfolio selection models based on the use, as a measure of risk...
This paper investigates the characteristics of the premiums of a sample of traditional and synthetic Asian Etfs traded on the Italian market Etfplus

Reputational risk and operating losses.An empirical analysis on listed banks

Gabriele Maucci, Daniele Ruspantini, Paola Schwizer, Maria Gaia Soana
This paper assesses the reputational impact of announced operational losses for a sample of 163 listed financial companies from 1994 to 2008
Among capital increases realized in 2009 by Italian listed firms, two operations drew the attention of the investors and regulators because of the complex architecture of their offering
This paper examines the determinants of shareholder value creation for a large sample of European banks
This paper proposes a method to evaluate if risk is adequately accounted for in the Morningstar rating system

Italian Sri funds: ethical level and pricing

Antonella Iannuzzi, Mariantonietta Intonti
In the last decade, the Socially responsible investing funds market registered, at the Italian and European level, a steady growth trend in both the number of existing funds...
Thousands of reports are published yearly, providing trading advice to investors and forecasts concerning the future market price of stocks (the so called target prices)
Patent backed securitizations are customized financial solutions characterized by a high level of complexity

Italian real estate funds and regulatory structure: effects on Nav discount

Anna Grazia Quaranta, Massimo Biasin, Emanuela Giacomini
This paper investigates the effects of the Italian real estate funds governance and intermediation structure on market prices discount over Nav figures
Pagina 16/18