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Giulio Palomba

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

Personal Details

First Name: Giulio
Middle Name:
Last Name: Palomba
Suffix:

RePEc Short-ID: ppa281

Email:
Homepage: http://utenti.dea.univpm.it/palomba
Postal Address: Facoltà di Economia "Giorgio Fuà", Piazzale Martelli 8, I-60121 Ancona Italy
Phone: +390712207112

Affiliation

Dipartimento di Scienze Economiche e Sociali
Facoltà di Economia "Giorgio Fuà"
Università Politecnica delle Marche
Location: Ancona, Italy
Homepage: http://www.dises.univpm.it/
Email:
Phone: +39 071 220 7100
Fax: +39 071 220 7102
Postal: Piazzale Martelli, 8, 60121 Ancona
Handle: RePEc:edi:deancit (more details at EDIRC)

Works

as in new window

Working papers

  1. Giulio PALOMBA & Luca RICCETTI, 2013. "Asset Management with TEV and VaR;Constraints: the Constrained Efficient;Frontiers," Working Papers 392, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  2. Mihaela NICOLAU & Giulio PALOMBA & Ilaria TRAINI, 2013. "Are Futures Prices Influenced by Spot;Prices or Vice-versa? An Analysis of Crude;Oil, Natural Gas and Gold Markets," Working Papers 394, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  3. Giulio PALOMBA & Luca RICCETTI, 2011. "Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk," Working Papers 358, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  4. Lucchetti, Riccardo & Palomba, Giulio, 2008. "Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity," MPRA Paper 11571, University Library of Munich, Germany.
  5. Nicoletta MARINELLI & Giulio PALOMBA, 2008. "A Model for Pricing the Italian Contemporary Art Paintings at Auction," Working Papers 316, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  6. Giulio PALOMBA & Emma SARNO & Alberto ZAZZARO, 2007. "Testing similarities of short-run inflation dynamics among EU countries after the Euro," Working Papers 289, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  7. Luca FANELLI & Giulio PALOMBA, 2007. "Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics," Working Papers 298, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  8. Caterina LUCARELLI & Giulio PALOMBA, 2007. "Investors' Behaviour in the Chinese Stock Exchanges: Empirical Evidence in a Systemic Approach," Working Papers 297, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  9. Riccardo LUCCHETTI & Giulio PALOMBA, 2006. "Forecasting US bond yields at weekly frequency," Working Papers 261, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  10. Giulio PALOMBA, 2006. "Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis," Working Papers 267, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  11. Giulio PALOMBA, 2003. "GARCH multivariati e approccio di Black.Litterman nell'asset allocation tattica: un'analisi empirica," Working Papers 185, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  12. Fabio FIORILLO & Giulio PALOMBA, 2001. "Un Modello CGE per l'analisi del federalismo fiscale all'italiana," Working Papers 153, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

Articles

  1. Palomba, Giulio & Riccetti, Luca, 2012. "Portfolio frontiers with restrictions to tracking error volatility and value at risk," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2604-2615.
  2. Marinelli, Nicoletta & Palomba, Giulio, 2011. "A model for pricing Italian Contemporary Art paintings at auction," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(2), pages 212-224, May.
  3. Luca Fanelli & Giulio Palomba, 2011. "Simulation‐based tests of forward‐looking models under VAR learning dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 762-782, 08.
  4. Giulio Palomba & Emma Sarno & Alberto Zazzaro, 2009. "Testing similarities of short-run inflation dynamics among EU-25 countries after the Euro," Empirical Economics, Springer, vol. 37(2), pages 231-270, October.
  5. Lucchetti, Riccardo & Palomba, Giulio, 2009. "Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity," Economic Modelling, Elsevier, vol. 26(3), pages 659-667, May.
  6. Giulio Palomba, 2008. "Multivariate GARCH models and the Black-Litterman approach for tracking error constrained portfolios: an empirical analysis," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 10(4), pages 379-413.

Chapters

  1. Nicoletta Marinelli & Giulio Palomba, 2009. "A Model for Pricing the Italian Contemporary Art Paintings at Auction," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2007-07-13 2007-09-30
  2. NEP-CNA: China (2) 2007-09-16 2008-07-20
  3. NEP-CSE: Economics of Strategic Management (1) 2013-10-18
  4. NEP-CUL: Cultural Economics (1) 2008-03-15
  5. NEP-ECM: Econometrics (2) 2006-05-27 2007-09-30
  6. NEP-EEC: European Economics (1) 2007-07-13
  7. NEP-ENE: Energy Economics (1) 2013-12-06
  8. NEP-ETS: Econometric Time Series (2) 2006-05-27 2008-11-18
  9. NEP-FIN: Finance (1) 2006-09-30
  10. NEP-FMK: Financial Markets (2) 2006-05-27 2006-09-30
  11. NEP-FOR: Forecasting (2) 2006-05-27 2007-07-13
  12. NEP-MAC: Macroeconomics (4) 2006-05-27 2007-07-13 2007-09-30 2008-11-18. Author is listed
  13. NEP-MON: Monetary Economics (1) 2007-07-13
  14. NEP-ORE: Operations Research (1) 2008-11-18
  15. NEP-RMG: Risk Management (2) 2007-09-16 2013-10-18
  16. NEP-SEA: South East Asia (1) 2007-09-16
  17. NEP-TRA: Transition Economics (2) 2007-09-16 2008-07-20

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