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Francesco Rossi

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This is information that was supplied by Francesco Rossi in registering through RePEc. If you are Francesco Rossi , 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: Francesco
Middle Name:
Last Name: Rossi
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RePEc Short-ID: pro677

Email:
Homepage: http://it.linkedin.com/pub/francesco-rossi-cfa/1/426/213
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Affiliation

Works

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Working papers

  1. John Cotter & Niall O'Sullivan & Francesco Rossi, 2014. "The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market," Working Papers 201403, Geary Institute, University College Dublin.
  2. Rossi, Francesco, 2012. "U.K. cross-sectional equity data: The case for robust investability filters," MPRA Paper 43312, University Library of Munich, Germany, revised Nov 2012.
  3. Rossi, Francesco, 2011. "U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters," MPRA Paper 38303, University Library of Munich, Germany, revised Nov 2011.
  4. Rossi, Francesco, 2011. "Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates," MPRA Paper 38682, University Library of Munich, Germany, revised 31 Mar 2012.
  5. Rossi, Francesco, 2008. "Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise," MPRA Paper 40183, University Library of Munich, Germany.

Articles

  1. Rossi, Francesco, 2012. "UK cross-sectional equity data: The case for robust investability filters," European Economic Letters, European Economics Letters Group, vol. 1(1), pages 6-13.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FMK: Financial Markets (2) 2013-01-07 2014-03-15. Author is listed
  2. NEP-RMG: Risk Management (1) 2014-03-15. Author is listed

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