Details about Francesco Rossi

Access statistics for papers by Francesco Rossi.

Last updated 2015-03-13. Update your information in the RePEc Author Service.

Short-id: pro677

Working Papers

2014

1. The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market
   Working Papers, Geary Institute, University College Dublin View citations (1)
   See also Journal Article The conditional pricing of systematic and idiosyncratic risk in the UK equity market, International Review of Financial Analysis, Elsevier (2015) View citations (7) (2015)

2012

2. Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates
   MPRA Paper, University Library of Munich, Germany
3. U.K. cross-sectional equity data: The case for robust investability filters
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article UK cross-sectional equity data: The case for robust investability filters, European Economic Letters, European Economics Letters Group (2012) View citations (1) (2012)

2011

4. U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters
   MPRA Paper, University Library of Munich, Germany View citations (1)

2008

5. Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2015

1. The conditional pricing of systematic and idiosyncratic risk in the UK equity market
   International Review of Financial Analysis, 2015, 37, (C), 184-193 View citations (7)
   See also Working Paper The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market, Working Papers (2014) View citations (1) (2014)

2012

2. UK cross-sectional equity data: The case for robust investability filters
   European Economic Letters, 2012, 1, (1), 6-13 View citations (1)
   See also Working Paper U.K. cross-sectional equity data: The case for robust investability filters, MPRA Paper (2012) (2012)