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Sergio Bianchi

This is information that was supplied by Sergio Bianchi in registering through RePEc. If you are Sergio Bianchi , 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:Sergio
Middle Name:
Last Name:Bianchi
RePEc Short-ID:pbi146
DIMET Campus Folcara Via S. Angelo 03043 CASSINO (ITALY)
+39 0776 299 4706
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  1. Bianchi, Sergio & Pantanella, Alexandre & Pianese, Augusto, 2009. "Financial Portfolio Selection in a Nonstationary Gaussian Framework," Papers 2009/49, Osterreichish-Rumanischer Akademischer Verein.
  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.
  3. Bianchi, Sergio, 2004. "A new distribution-based test of self-similarity," MPRA Paper 16640, University Library of Munich, Germany.
  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.
  1. Sergio Bianchi & Alexandre Pantanella & Augusto Pianese, 2015. "Efficient Markets And Behavioral Finance: A Comprehensive Multifractional Model," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 1550001-1-1.
  2. Bianchi, Sergio & Pianese, Augusto, 2014. "Multifractional processes in finance," Risk and Decision Analysis, IOS Press, issue 5, pages 1-22.
  3. S. Bianchi & A. Pantanella & A. Pianese, 2013. "Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity," Quantitative Finance, Taylor & Francis Journals, vol. 13(8), pages 1317-1330, July.
  4. Sergio Bianchi & Iva De Bellis & Augusto Pianese, 2010. "Fractal properties of some European electricity markets," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 1(4), pages 395-421.
  5. S. Bianchi & A. Pianese, 2008. "Multifractional Properties Of Stock Indices Decomposed By Filtering Their Pointwise Hölder Regularity," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(06), pages 567-595.
  6. Sergio Bianchi & Augusto Pianese, 2007. "Modelling stock price movements: multifractality or multifractionality?," Quantitative Finance, Taylor & Francis Journals, vol. 7(3), pages 301-319.
  7. Sergio Bianchi, 2005. "A cautionary note on the detection of multifractal scaling in finance and economics," Applied Economics Letters, Taylor & Francis Journals, vol. 12(12), pages 775-780.
  8. 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.
  9. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (2) 2009-04-13 2009-07-03. Author is listed

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