Riccardo Bramante

According to our database, Riccardo Bramante authored at least 4 papers between 2013 and 2022.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of seven.

2022

Black's model in a negative interest rate environment, with application to OTC derivatives.

Riccardo Bramante, Gimmi Dallago, Silvia Facchinetti

Comput. Manag. Sci., 2022

2019

Online detection of financial time series peaks and troughs: A probability-based approach.

Riccardo Bramante, Silvia Facchinetti, Diego Zappa

Stat. Anal. Data Min., 2019

2013

An Approach to Ranking the Hedge Fund Industry.

Riccardo Bramante

Proceedings of the Statistical Models for Data Analysis, 2013

An efficient method of evaluating portfolio risk and return.

Riccardo Bramante, Gimmi Dallago

Comput. Stat., 2013