Cividale del Friuli, 5-7 July 2012

XIII Iberian-Italian Congress of Financial and Actuarial Mathematics


Alejandro Balbás
Vector Risk Functions
Andres Garcia Mirantes,
Javier Población,
Gregorio Serna
Commodity derivatives valuation under a model with time-varying risk premia
Antonella Basso,
Stefania Funari
Socially responsible mutual funds: an efficiency comparison among the European countries
Antonio Diaz,
María de la O González,
Eliseo Navarro
Diversified, stochastic and contingent Immunization strategies in the Spanish Treasury Market
Antonio Diaz,
Ana Escribano
Liquidity ‘life cycle’ in US Treasury bonds
Arianna Agosto,
Enrico Moretto
Profi…tability of merger agreements in a bivariate binomial setting
Elena Escrigo Olmedo,
Maria Jesus Munoz Torres,
juana Maria Rivera Lirio,
Maria Angeles Fernandez Izquierdo
Methodology to evaluate the environmental performance in agri-food industry
Fabrizio Cacciafesta
On the utility of WACC
Idoya Ferrero Ferrero,
María Ángeles Fernández Izquierdo,
María Jesús Muñoz Torres
Does board diversity affect corporate performance?
Josè Luis Miralles Marcelo,
María del Mar Miralles Quirós,
Julio Daza Izquierdo
Idiosyncratic Risk and Asset Pricing Anomalies
José Luis Miralles Marcelo,
José Luis Miralles Quirós,
María del Mar Miralles Quirós
Optimal Portfolio Allocation Decisions with Multivariate GARCH models
Laura Ballester Miquel,
Barbara Casu Lukac,
Ana González-Urteaga
Bank CDS spreads and Baking Fragility
Martina Nardon,
Paolo Pianca
A behavioral approach to the pricing of European options
Muriel Saint-Supery Ceano Vivas,
Maria Jesus Munoz Torres,
juana Maria Rivera Lirio,
The influence of tax compliance burden upon the sizeof the informal economy: europe and latin american countries
Oscar Carchano,
Angel Pardo
Pan-European Pre-holiday Effects
Patrizia Stucchi
Evolution of Equity Markets CVaR during the Crisis
Patrizia Gigante,
Liviana Picech,
Luciano Sigalotti
Prediction for credible claims riserves: a h-likelihood approach
Pilar Requena
Pension funds optimal investment
Raquel Balbas
Do classical pricing models allow us to outperform the market portfolio?
Raquel López,
Eliseo Navarro
Constructing interest rate volatility indices over short- and long-term horizons