Arturo Leccadito
2PUBLICATIONS
5CO-AUTHORS
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Publications (2)
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|Jul 31, 2023
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint.Alessandro Staino, Emilio Russo, Massimo Costabile
|Nov 21, 2022
Co-movements, option pricing and risk management: an application to WTI versus Brent spread options.Domenico De Giovanni, Arturo Leccadito, Debora Loccisano
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