Antonella Basso

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Art as a financial asset in portfolio allocation	2025-02-05	Paper
Evaluating different groups of mutual funds using a metafrontier approach: ethical vs. non-ethical funds European Journal of Operational Research	2023-11-15	Paper
Prediction of UK research excellence framework assessment by the departmental \(h\)-index European Journal of Operational Research	2021-11-09	Paper
A generalised linear model approach to predict the result of research evaluation Mathematical and Statistical Methods for Actuarial Sciences and Finance	2018-03-26	Paper
DEA models with a constant input for SRI mutual funds with an application to European and Swedish funds International Transactions in Operational Research	2015-04-22	Paper
Constant and variable returns to scale DEA models for socially responsible investment funds European Journal of Operational Research	2015-02-19	Paper
A network of business relations to model counterparty risk	2009-05-22	Paper
A generalized performance attribution technique for mutual funds CEJOR. Central European Journal of Operations Research	2006-06-12	Paper
A two-step simulation procedure to analyze the exercise features of American options Decisions in Economics and Finance	2005-02-11	Paper
On the relative efficiency of nth order and DARA stochastic dominance rules Applied Mathematical Finance	2002-09-04	Paper
Optimal resource allocation with minimum activation levels and fixed costs European Journal of Operational Research	2002-07-30	Paper
A data envelopment analysis approach to measure the mutual fund performance European Journal of Operational Research	2002-07-08	Paper
Option pricing bounds with standard risk aversion preferences European Journal of Operational Research	2002-01-29	Paper
Decreasing Absolute Risk Aversion and Option Pricing Bounds Management Science	1997-11-25	Paper

Research outcomes over time

This page was built for person: Antonella Basso