3
H index
1
i10 index
25
Citations
Università Ca' Foscari Venezia | 3 H index 1 i10 index 25 Citations RESEARCH PRODUCTION: 3 Papers RESEARCH ACTIVITY: 3 years (2012 - 2015). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pco694 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michele Costola. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Department of Economics, University of Venice "Ca' Foscari" | 2 |
Year | Title of citing document |
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2023 | Worst-case analysis of Omega-VaR ratio optimization model. (2023). Mansini, Renata ; Sharma, Amita ; Sehgal, Ruchika. In: Omega. RePEc:eee:jomega:v:114:y:2023:i:c:s0305048322001372. Full description at Econpapers || Download paper |
2024 | Comparative risk aversion vs. threshold choice in the Omega ratio. (2024). Schweizer, Nikolaus ; Chau, Ki Wai ; Balter, Anne G. In: Omega. RePEc:eee:jomega:v:123:y:2024:i:c:s0305048323001561. Full description at Econpapers || Download paper |
2024 | Selling options to beat the market: Further empirical evidence. (2024). Serna, Gregorio ; Balbas, Alejandro. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002453. Full description at Econpapers || Download paper |
2023 | Omega Compatibility: A Meta-analysis. (2023). Zhang, Xiang ; Maillet, Bertrand ; Caporin, Massimiliano ; Bernard, Carole. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10306-x. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | Measuring the Behavioral Component of Financial Fluctuations: An Analysis Based on the S&P 500 In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
2012 | Backward/forward optimal combination of performance measures for equity screening In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2015 | On the (Ab)Use of Omega? In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
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