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Roberto Savona

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Personal Details

First Name:Roberto
Middle Name:
Last Name:Savona
RePEc Short-ID:psa1189
Postal Address:
Location: Brescia, Italy
Phone: +39-(0)30-2988704
Postal: Via S. Faustino 74/B, 25122 Brescia
Handle: RePEc:edi:febreit (more details at EDIRC)
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  1. Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2014. "Financial Symmetry and Moods in the Market," Documents de travail du Centre d'Economie de la Sorbonne 14030, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  2. P. Manasse & R. Savona & M. Vezzoli, 2013. "Rules of Thumb for Banking Crises in Emerging Markets," Working Papers wp872, Dipartimento Scienze Economiche, Universita' di Bologna.
  3. Roberto Savona & Marika Vezzoli, 2012. "Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals," Working Papers 2012_26, Department of Economics, University of Venice "Ca' Foscari".
  4. Amisano, Gianni & Savona, Roberto, 2008. "Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk," Working Paper Series 0881, European Central Bank.
  1. Roberto Savona & Marika Vezzoli, 2015. "Fitting and Forecasting Sovereign Defaults using Multiple Risk Signals," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(1), pages 66-92, 02.
  2. Roberto Savona, 2014. "Risk and beta anatomy in the hedge fund industry," The European Journal of Finance, Taylor & Francis Journals, vol. 20(1), pages 1-32, January.
  3. Savona, Roberto, 2014. "Hedge fund systemic risk signals," European Journal of Operational Research, Elsevier, vol. 236(1), pages 282-291.
  4. Roberto Savona & Marika Vezzoli, 2012. "Multidimensional Distance‐To‐Collapse Point And Sovereign Default Prediction," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 19(4), pages 205-228, October.
  5. Roberto Savona, 2006. "Tax-induced Dissimilarities Between Domestic and Foreign Mutual Funds in Italy," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 35(2), pages 173-202, 07.
  6. Roberto Savona, 2006. "Do mutual funds styles reflect a country-specific investment philosophy? The Italian case," Applied Financial Economics, Taylor & Francis Journals, vol. 16(4), pages 303-318.
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2013-03-30 2013-06-16. Author is listed
  2. NEP-BEC: Business Economics (1) 2008-05-05
  3. NEP-CBA: Central Banking (3) 2012-11-17 2013-03-30 2013-06-16. Author is listed
  4. NEP-CMP: Computational Economics (1) 2014-05-04
  5. NEP-FOR: Forecasting (3) 2012-11-17 2013-03-30 2013-06-16. Author is listed
  6. NEP-LAB: Labour Economics (1) 2008-05-05
  7. NEP-MAC: Macroeconomics (1) 2013-03-30
  8. NEP-RMG: Risk Management (4) 2008-05-05 2012-11-17 2013-03-30 2013-06-16. Author is listed
  9. NEP-SEA: South East Asia (1) 2013-06-16

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