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Ilir Roko

Personal Details

First Name:Ilir
Middle Name:
Last Name:Roko
Suffix:
RePEc Short-ID:pro178
[This author has chosen not to make the email address public]

Affiliation

(50%) Geneva School of Economics and Management
Université de Genève

Genève, Switzerland
http://www.unige.ch/gsem/

: (+ 41 22) 705-8263
(+ 41 22) 705-8293
40 Blv du Pont d'Arve - 1211 Geneva 4
RePEc:edi:depgech (more details at EDIRC)

(50%) Département d'économétrie
Université de Genève

Genève, Switzerland
http://www.unige.ch/ses/metri/

: (+ 41 22) 705-8229
(+ 41 22) 705-8299
Uni Mail, 102 Bd Carl-Vogt, CH-1211 Genève 4
RePEc:edi:dexgech (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ilir Roko & Pierangelo Ciurlia, 2005. "Alternative Characterizations of the European Continuous-Installment Option Valuation Problem," Computing in Economics and Finance 2005 221, Society for Computational Economics.
  2. M. Gilli & I. Roko, 2005. "Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches," Computing in Economics and Finance 2005 338, Society for Computational Economics.
  3. Pierangelo Ciurlia & Ilir Roko, 2004. "Valuation of American Continuous-Installment Options," Computing in Economics and Finance 2004 345, Society for Computational Economics.
  4. Ilir Roko & Manfred Gilli, "undated". "Using Economic and Financial Information for Stock Selection," Swiss Finance Institute Research Paper Series 06-21, Swiss Finance Institute.

Articles

  1. Krishnakumar, Jaya & Kabili, Andi & Roko, Ilir, 2012. "Estimation of SEM with GARCH errors," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3153-3181.
  2. I. Roko & M. Gilli, 2008. "Using economic and financial information for stock selection," Computational Management Science, Springer, vol. 5(4), pages 317-335, October.
  3. Pierangelo Ciurlia & Ilir Roko, 2005. "Valuation of American Continuous-Installment Options," Computational Economics, Springer;Society for Computational Economics, vol. 25(1), pages 143-165, February.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Pierangelo Ciurlia & Ilir Roko, 2004. "Valuation of American Continuous-Installment Options," Computing in Economics and Finance 2004 345, Society for Computational Economics.

    Cited by:

    1. Kimura, Toshikazu, 2010. "Valuing continuous-installment options," European Journal of Operational Research, Elsevier, vol. 201(1), pages 222-230, February.

  2. Ilir Roko & Manfred Gilli, "undated". "Using Economic and Financial Information for Stock Selection," Swiss Finance Institute Research Paper Series 06-21, Swiss Finance Institute.

    Cited by:

    1. Björn Fastrich & Peter Winker, 2012. "Robust portfolio optimization with a hybrid heuristic algorithm," Computational Management Science, Springer, vol. 9(1), pages 63-88, February.
    2. Piotr Arendarski, 2012. "Tactical allocation in falling stocks: Combining momentum and solvency ratio signals," Working Papers 2012-01, Faculty of Economic Sciences, University of Warsaw.
    3. Peter Winker & Marianna Lyra & Chris Sharpe, 2011. "Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model," Computational Management Science, Springer, vol. 8(1), pages 103-123, April.

Articles

  1. I. Roko & M. Gilli, 2008. "Using economic and financial information for stock selection," Computational Management Science, Springer, vol. 5(4), pages 317-335, October.
    See citations under working paper version above.
  2. Pierangelo Ciurlia & Ilir Roko, 2005. "Valuation of American Continuous-Installment Options," Computational Economics, Springer;Society for Computational Economics, vol. 25(1), pages 143-165, February.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper 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. No paper was announced in a field specific NEP report

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