Details about Gianluca Oderda
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Short-id: pod5
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Journal Articles
Working Papers
2003
- Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment
Risk and Insurance, University Library of Munich, Germany
View citations (17)
Journal Articles
2015
- Beta-arbitrage strategies: when do they work, and why?
Quantitative Finance, 2015, 15, (2), 185-203
View citations (1)
- Stochastic portfolio theory optimization and the origin of rule-based investing
Quantitative Finance, 2015, 15, (8), 1259-1266
View citations (8)