P. Vanini
Finance · 2004
A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 5 citations into it
Whom P. Vanini trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from P. Vanini's perspective
Ordered by how strongly the researchers P. Vanini trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized Linear Models
- Credit Risk: Modeling, Valuation And Hedging
- Multivariate Statistical Modelling Based on Generalized Linear Models (Technometrics)
- Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
- Generalized Linear Models
- Multivariate Statistical Modelling Based on Generalized Linear Models
- On the evolution of random graphs
- Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (SIAM Journal of Control and Optimization)
- Controlled Markov processes and viscosity solutions
- Static arbitrage bounds on basket option prices (Mathematical programming)
Their papers
- A Geometric Approach To Multiperiod Mean Variance Optimization of Assets and Liabilities (2004) — 188 citations
- A Simple Model of Credit Contagion (2004) — 142 citations