Massimiliano Pallotta

Ras Asset Management SGR SpA - Risk Management

Corso Italia, 23

Milano

Italy

SCHOLARLY PAPERS

3

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SSRN CITATIONS
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SSRN RANKINGS

Top 40,126

in Total Papers Citations

0

CROSSREF CITATIONS

18

Scholarly Papers (3)

1.

Risk Management in an Asset Management Company: A Practical Case

Number of pages: 14 Posted: 06 Feb 2001
Dario Brandolini, Massimiliano Pallotta and Raffaele Zenti
Ras Asset Management SGR SpA, Ras Asset Management SGR SpA - Risk Management and Ras Asset Management SGR SpA
Downloads 5,036 (1,898)

Abstract:

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Risk management, asset management, implementation, bootstrap, historical simulation

2.

Risk Analysis for Asset Managers: Historical Simulation, the Bootstrap Approach and Value at Risk Calculation

Number of pages: 44 Posted: 12 Jan 2001
Raffaele Zenti and Massimiliano Pallotta
Ras Asset Management SGR SpA and Ras Asset Management SGR SpA - Risk Management
Downloads 4,839 (2,041)
Citation 10

Abstract:

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Asset management, risk,historical simulation, bootstrapping, value at risk, relative value at risk

3.

Integrated Risk Management with a Filtered Bootstrap Approach

Number of pages: 24 Posted: 14 Apr 2005
Claudio Marsala, Massimiliano Pallotta and Raffaele Zenti
Ras Asset Management SGR SpA, Ras Asset Management SGR SpA - Risk Management and Ras Asset Management SGR SpA
Downloads 17 (631,007)
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