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Information about:
Sergio Bianchi

Personal Details | Affiliation | Works
This is information that was supplied by Sergio Bianchi in registering through RePEc. If you are Sergio Bianchi , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Sergio
Middle Name:
Last Name: Bianchi
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RePEc Short-ID: pbi146

Email:
Homepage: http://mat.eco.unicas.it
Postal Address: DIMET Campus Folcara Via S. Angelo 03043 CASSINO (ITALY)
Phone: +39 0776 299 4706

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Bianchi, Sergio & Pantanella, Alexandre & Pianese, Augusto, 2009. "Financial Portfolio Selection in a Nonstationary Gaussian Framework," Working Papers 2009/49, Universitatea Spiru Haret, Facultatea de Finante si Banci, Centrul de Cercetari Economico-Financiare Avansate. [Downloadable!]

  2. Sergio, Bianchi & Alessandro, Trudda, 2008. "Global Asset Return in Pension Funds: a dynamical risk analysis," MPRA Paper 12011, University Library of Munich, Germany, revised 14 Jun 2008. [Downloadable!]

  3. Bianchi, Sergio, 2004. "A new distribution-based test of self-similarity," MPRA Paper 16640, University Library of Munich, Germany. [Downloadable!]

  4. Sergio Bianchi, 2001. "A Distribution-Based Method For Evaluating Multiscaling In Finance," CeNDEF Workshop Papers, January 2001 4A.3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

Articles

  1. S. Bianchi & A. Pianese, 2008. "Multifractional Properties Of Stock Indices Decomposed By Filtering Their Pointwise Hã–Lder Regularity," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(06), pages 567-595. [Downloadable!] (restricted)

  2. Sergio Bianchi & Augusto Pianese, 2007. "Modelling stock price movements: multifractality or multifractionality?," Quantitative Finance, Taylor and Francis Journals, vol. 7(3), pages 301-319. [Downloadable!] (restricted)

  3. Sergio Bianchi, 2005. "Pathwise Identification Of The Memory Function Of Multifractional Brownian Motion With Application To Finance," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 255-281. [Downloadable!] (restricted)

  4. Angrisani, M., Attias, A., Bianchi, S. & Varga, Z., 2004. "Demographic dynamics for the pay-as-you-go pension system," Pure Mathematics and Applications, Department of Mathematics, Corvinus University of Budapest, vol. 15(4), pages 357-374.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-RMG: Risk Management (2) 2009-04-13 2009-07-03 Author is listed
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This page was last updated on 2009-10-28.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.