Flavia Barsotti

Available identifiers

zbMath Open barsotti.flaviaMaRDI QIDQ254924

List of research outcomes

Publication	Date of Publication	Type
Data-Driven Approach for Systemic Risk: A Macroprudential Perspective	2023-09-15	Paper
Hedging error as generalized timing risk	2023-06-20	Paper
Firm’s Volatility Risk Under Microstructure Noise	2018-12-13	Paper
Asymptotic Static Hedge via Symmetrization	2018-01-11	Paper
Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors	2016-12-14	Paper
Switching tax structure and payouts in endogenous bankruptcy models	2016-05-04	Paper
Hypothesis testing for Markovian models with random time observations	2016-03-08	Paper
Estimating the transition matrix of a Markov chain observed at random times	2014-11-03	Paper
Capital structure with firm's net cash payouts	2012-05-30	Paper

Research outcomes over time

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