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1

Stop-loss and Leverage in optimal Statistical Arbitrage with an application to energy market

Baviera, Roberto, Baldi, Tommaso Santagostino

Journal:

Energy Economics

Année:

2018

Langue:

english

Fichier:

PDF, 367 KB

english, 2018

2

A Note on Dual-Curve Construction: Mr. Crab’s Bootstrap

Baviera, Roberto, Cassaro, Alessandro

Journal:

Applied Mathematical Finance

Année:

2015

Langue:

english

Fichier:

PDF, 539 KB

english, 2015

3

Optimal Strategies for Prudent Investors

Baviera, Roberto, Pasquini, Michele, Serva, Maurizio, Vulpiani, Angelo

Journal:

International Journal of Theoretical and Applied Finance

Année:

1998

Langue:

english

Fichier:

PDF, 425 KB

english, 1998

4

Morphological, molecular and biological evidence reveal two cryptic species in Mecinus janthinus Germar (Coleoptera, Curculionidae), a successful biological control agent of Dalmatian toadflax, Linaria dalmatica (Lamiales, Plantaginaceae)

IVO TOŠEVSKI, ROBERTO CALDARA, JELENA JOVIĆ, GERARDO HERNÁNDEZ-VERA, COSIMO BAVIERA, ANDRE GASSMANN, BRENT C. EMERSON

Journal:

Systematic Entomology

Année:

2011

Langue:

english

Fichier:

PDF, 846 KB

english, 2011

5

Revision of Mecinus heydenii species complex (Curculionidae): integrative taxonomy reveals multiple species exhibiting host specialization

Toševski, Ivo, Caldara, Roberto, Jović, Jelena, Baviera, Cosimo, Hernández-Vera, Gerardo, Gassmann, Andre, Emerson, Brent C.

Journal:

Zoologica Scripta

Année:

2014

Langue:

english

Fichier:

PDF, 588 KB

english, 2014

6

A perturbative approach to Bermudan options pricing with applications

Baviera, Roberto, Giada, Lorenzo

Journal:

Quantitative Finance

Année:

2013

Langue:

english

Fichier:

PDF, 281 KB

english, 2013

7

Host-associated genetic divergence and taxonomy in the Rhinusa pilosa Gyllenhal species complex: an integrative approach

TOŠEVSKI, IVO, CALDARA, ROBERTO, JOVIĆ, JELENA, HERNÁNDEZ-VERA, GERARDO, BAVIERA, COSIMO, GASSMANN, ANDRE, EMERSON, BRENT C.

Journal:

Systematic Entomology

Année:

2015

Langue:

english

Fichier:

PDF, 1.67 MB

english, 2015

8

BOND MARKET MODEL

BAVIERA, ROBERTO

Journal:

International Journal of Theoretical and Applied Finance

Année:

2006

Langue:

english

Fichier:

PDF, 244 KB

english, 2006

9

TRANSACTION COSTS: A NEW POINT OF VIEW

BAVIERA, ROBERTO

Journal:

International Journal of Theoretical and Applied Finance

Année:

2001

Langue:

english

Fichier:

PDF, 279 KB

english, 2001

10

A GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES IN INCOMPLETE MARKETS

AURELL, ERIK, BAVIERA, ROBERTO, HAMMARLID, OLA, SERVA, MAURIZIO, VULPIANI, ANGELO

Journal:

International Journal of Theoretical and Applied Finance

Année:

2000

Langue:

english

Fichier:

PDF, 459 KB

english, 2000

11

Dissociable Contribution of 5-HT1A and 5-HT2A Receptors in the Medial Prefrontal Cortex to Different Aspects of Executive Control such as Impulsivity and Compulsive Perseveration in Rats

Carli, Mirjana, Baviera, Marta, Invernizzi, Roberto W, Balducci, Claudia

Journal:

Neuropsychopharmacology

Année:

2006

Langue:

english

Fichier:

PDF, 295 KB

english, 2006

12

A simple solution for sticky cap and sticky floor

Baviera†, Roberto

Journal:

Quantitative Finance

Année:

2007

Langue:

english

Fichier:

PDF, 192 KB

english, 2007

13

Vol-Bond: an analytical solution

Baviera, Roberto

Journal:

Quantitative Finance

Année:

2003

Langue:

english

Fichier:

PDF, 182 KB

english, 2003

14

A joint model for temperature and natural gas with an application to the US market

Baviera, Roberto, Mainetti, Teodoro Federico

Journal:

Quantitative Finance

Année:

2017

Langue:

english

Fichier:

PDF, 1.09 MB

english, 2017

15

A note on CVA and wrong way risk

Baviera, Roberto, La Bua, Gaetano, Pellicioli, Paolo

Journal:

International Journal of Financial Engineering

Année:

2016

Langue:

english

Fichier:

PDF, 156 KB

english, 2016

16

A Note on CVA and Wrong Way Risk

Baviera, Roberto, La Bua, Gaetano, Pellicioli, Paolo

Journal:

SSRN Electronic Journal

Année:

2015

Langue:

english

Fichier:

PDF, 307 KB

english, 2015

17

Long-term clinical outcomes after coronary angioplasty using long stents in small coronary vessels

Gian Battista Danzi, Marco Sesana, Cinzia Capuano, Alberto Di Blasi, Luisa Baviera, Roberto Baglini

Journal:

Catheterization and Cardiovascular Interventions

Année:

2002

Langue:

english

Fichier:

PDF, 60 KB

english, 2002

18

Growth optimal investment and pricing of derivatives

Erik Aurell, Roberto Baviera, Ola Hammarlid, Maurizio Serva, Angelo Vulpiani

Journal:

Physica A: Statistical Mechanics and its Applications

Année:

2000

Langue:

english

Fichier:

PDF, 189 KB

english, 2000

19

Markovian approximation in foreign exchange markets

Roberto Baviera, Davide Vergni, Angelo Vulpiani

Journal:

Physica A: Statistical Mechanics and its Applications

Année:

2000

Langue:

english

Fichier:

PDF, 196 KB

english, 2000

20

Correlations and multi-affinity in high frequency financial datasets

Roberto Baviera, Michele Pasquini, Maurizio Serva, Davide Vergni, Angelo Vulpiani

Journal:

Physica A: Statistical Mechanics and its Applications

Année:

2001

Langue:

english

Fichier:

PDF, 86 KB

english, 2001

21

Dynamic Susceptibility Contrast (DSC) MRI and Interictal Epileptiform Activity in Cryptogenic Partial Epilepsy

Fabio Placidi, Roberto Floris, Alessandro Bozzao, Andrea Romigi, Mario Tombini, Maria Elena Baviera, Francesca Sperli, Francesca Izzi, Donatella Mattia, Maria Grazia Marciani

Journal:

Année:

2002

Langue:

english

Fichier:

PDF, 193 KB

english, 2002

22

Haloperidol and clozapine have dissociable effects in a model of attentional performance deficits induced by blockade of NMDA receptors in the mPFC

Marta Baviera, Roberto W. Invernizzi, Mirjana Carli

Journal:

Psychopharmacology

Année:

2008

Langue:

english

Fichier:

PDF, 328 KB

english, 2008

23

Antipersistent Markov behavior in foreign exchange markets

Roberto Baviera, Michele Pasquini, Maurizio Serva, Davide Vergni, Angelo Vulpiani

Journal:

Physica A: Statistical Mechanics and its Applications

Année:

2002

Langue:

english

Fichier:

PDF, 142 KB

english, 2002

24

The 5-HT2A receptor antagonist M100,907 prevents extracellular glutamate rising in response to NMDA receptor blockade in the mPFC

Ilaria Ceglia, Mirjana Carli, Marta Baviera, Giuliano Renoldi, Eleonora Calcagno, Roberto W. Invernizzi

Journal:

Journal of Neurochemistry

Année:

2004

Langue:

english

Fichier:

PDF, 253 KB

english, 2004

25

Endogenous serotonin and serotonin2C receptors are involved in the ability of M100907 to suppress cortical glutamate release induced by NMDA receptor blockade

Eleonora Calcagno, Mirjana Carli, Marta Baviera, Roberto W. Invernizzi

Journal:

Journal of Neurochemistry

Année:

2009

Langue:

english

Fichier:

PDF, 321 KB

english, 2009

26

The long pentraxin PTX3: from innate immunity to ischemic heart disorders

Barbara Bottazzi, Giuseppe Peri, Cecilia Garlanda, Andrea Doni, Stefania Baviera, Roberto Latini, Aldo Maggioni, Alberto Mantovani

Journal:

International Congress Series

Année:

2004

Langue:

english

Fichier:

PDF, 66 KB

english, 2004

27

The Serotonin 5-HT2A Receptors Antagonist M100907 Prevents Impairment in Attentional Performance by NMDA Receptor Blockade in the Rat Prefrontal Cortex

Mirjana, Carli, Baviera, Marta, Invernizzi, Roberto W, Balducci, Claudia

Journal:

Neuropsychopharmacology

Année:

2004

Langue:

english

Fichier:

PDF, 243 KB

english, 2004

28

Isobaric Vapor−Liquid Equilibria for Binary and Ternary Mixtures of Diisopropyl Ether, 2-Propyl Alcohol, and n -Butyl Propionate at 101.3 kPa

Lladosa, Estela, Montón, Juan B., Burguet, M Cruz, Baviera, Roberto

Journal:

Journal of Chemical & Engineering Data

Année:

2009

Langue:

english

Fichier:

PDF, 274 KB

english, 2009

29

Diabetes mellitus as risk factor for atrial fibrillation hospitalization: Incidence and outcomes over nine years in a region of Northern Italy

Staszewsky, Lidia, Cortesi, Laura, Baviera, Marta, Tettamanti, Mauro, Marzona, Irene, Nobili, Alessandro, Fortino, Ida, Bortolotti, Angela, Merlino, Luca, Disertori, Marcello, Latini, Roberto, Roncagl

Journal:

Diabetes Research and Clinical Practice

Année:

2015

Langue:

english

Fichier:

PDF, 952 KB

english, 2015

30

Outcomes in patients hospitalized for heart failure and chronic obstructive pulmonary disease: differences in clinical profile and treatment between 2002 and 2009

Staszewsky, Lidia, Cortesi, Laura, Tettamanti, Mauro, Dal Bo, Gabrio Andrea, Fortino, Ida, Bortolotti, Angela, Merlino, Luca, Latini, Roberto, Roncaglioni, Maria Carla, Baviera, Marta

Journal:

European Journal of Heart Failure

Année:

2016

Langue:

english

Fichier:

PDF, 506 KB

english, 2016

31

3D photon impact determination in monolithic crystals based on autocorrelation filters and RTP methods

Conde, Pablo, Gonzalez, Antonio, Bettiol, Marco, Fabbri, Andrea, Pani, Roberto, Benlloch Baviera, José María, Talens Aguilar, Albert, Hernandez, Liczandro, Sanchez, Filomeno

Journal:

Année:

2015

Langue:

english

Fichier:

PDF, 167 KB

english, 2015

32

Is the Comprehensive Assessment able to capture banks’ risks?

Barucci, Emilio, Baviera, Roberto, Milani, Carlo

Journal:

Finance Research Letters

Année:

2016

Langue:

english

Fichier:

PDF, 318 KB

english, 2016

33

The Serotonin 5-HT2A Receptors Antagonist M100907 Prevents Impairment in Attentional Performance by NMDA Receptor Blockade in the Rat Prefrontal Cortex

Carli, Mirjana, Baviera, Marta, Invernizzi, Roberto W, Balducci, Claudia

Journal:

Neuropsychopharmacology

Année:

2004

Fichier:

PDF, 33 KB

2004

34

The Comprehensive Assessment: What lessons can be learned?

Barucci, Emilio, Baviera, Roberto, Milani, Carlo

Journal:

European Journal of Finance

Année:

2018

Langue:

english

Fichier:

PDF, 1.83 MB

english, 2018

35

Bond Market Model

Baviera, Roberto

Journal:

SSRN Electronic Journal

Année:

2005

Fichier:

PDF, 248 KB

2005

36

Mr. Crab's Bootstrap

Baviera, Roberto, Cassaro, Alessandro

Journal:

SSRN Electronic Journal

Année:

2012

Langue:

english

Fichier:

PDF, 641 KB

english, 2012

37

Mr. Crab's Bootstrap

Baviera, Roberto, Cassaro, Alessandro

Journal:

SSRN Electronic Journal

Année:

2012

Fichier:

PDF, 641 KB

2012

38

BACK-OF-THE-ENVELOPE SWAPTIONS IN A VERY PARSIMONIOUS MULTI-CURVE INTEREST RATE MODEL

BAVIERA, ROBERTO

Journal:

International Journal of Theoretical and Applied Finance

Année:

2019

Fichier:

PDF, 390 KB

2019