Claudio Dicembrino

Department of Strategic Planning

Viale Regina Margherita 137

Rome, RM 00198

Italy

SCHOLARLY PAPERS

3

DOWNLOADS

374

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Can Portfolio Diversification Increase Systemic Risk? Evidence from the U.S and European Mutual Funds Market

CEIS Working Paper No. 240
Number of pages: 30 Posted: 12 Jul 2012
Claudio Dicembrino and Pasquale L. Scandizzo
Department of Strategic Planning and University of Rome
Downloads 214 (169,733)
Citation 2

Abstract:

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portfolio diversification, financial stability, systemic risk, CAPM

2.

The Fundamental and Speculative Components of the Oil Spot Price: A Real Option Value Approach

CEIS Working Paper No. 229
Number of pages: 39 Posted: 20 Apr 2012
Claudio Dicembrino and Pasquale L. Scandizzo
Department of Strategic Planning and University of Rome
Downloads 160 (219,752)
Citation 1

Abstract:

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structural model, oil price, speculation, volatility, option

3.

Can Portfolio Diversification Increase Systemic Risk?: Evidence from the US and European Mutual Funds Market

The IUP Journal of Financial Risk Management, Vol. IX, No. 4, pp. 52-76, December 2012
Posted: 12 Dec 2012
Claudio Dicembrino and Pasquale L. Scandizzo
Department of Strategic Planning and University of Rome

Abstract:

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