IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to follow this author

Patrizia Semeraro

This is information that was supplied by Patrizia Semeraro in registering through RePEc. If you are Patrizia Semeraro, 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:Patrizia
Middle Name:
Last Name:Semeraro
RePEc Short-ID:pse441
[This author has chosen not to make the email address public]
in new window
  1. Marina Marena & Andrea Romeo & Patrizia Semeraro, 2015. "Pricing multivariate barrier reverse convertibles with factor-based subordinators," Carlo Alberto Notebooks 439, Collegio Carlo Alberto.
  2. Petar Jevtic & Patrizia Semeraro, 2014. "A class of multivariate marked Poisson processes to model asset returns," Carlo Alberto Notebooks 351, Collegio Carlo Alberto.
  3. Elisa Luciano & Marina Marena & Patrizia Semeraro, 2013. "Dependence Calibration and Portfolio Fit with FactorBased Time Changes," Carlo Alberto Notebooks 307, Collegio Carlo Alberto, revised 2014.
  4. Elena Fregonara & Patrizia Semeraro, 2013. "Measuring Determinants of House Prices: Listing Behaviour in Italian Real Estate Market," ERES eres2013_62, European Real Estate Society (ERES).
  5. Elena Fregonara & Patrizia Semeraro, 2012. "The incidence of characteristics in housing prices and offer prices," ERES eres2012_083, European Real Estate Society (ERES).
  6. Elisa Luciano & Patrizia Semeraro, 2008. "A Generalized Normal Mean Variance Mixture for Return Processes in Finance," Carlo Alberto Notebooks 97, Collegio Carlo Alberto, revised 2009.
  7. Elisa Luciano & Patrizia Semeraro, 2008. "Multivariate Variance Gamma and Gaussian dependence: a study with copulas," Carlo Alberto Notebooks 96, Collegio Carlo Alberto.
  8. Elisa Luciano & Patrizia Semeraro, 2007. "Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators," Carlo Alberto Notebooks 42, Collegio Carlo Alberto.
  9. Elisa Luciano & Patrizia Semeraro, 2007. "Generalized Normal Mean Variance Mixture and Subordinated Brownian Motion," ICER Working Papers - Applied Mathematics Series 42-2007, ICER - International Centre for Economic Research.
  10. Filippo Fiorani & Elisa Luciano & Patrizia Semeraro, 2007. "Single and joint default in a structural model with purely discontinuous assets," Carlo Alberto Notebooks 41, Collegio Carlo Alberto.
  11. Luigi Montrucchio & Patrizia Semeraro, 2006. "Refinement Derivatives and Values of Games," Carlo Alberto Notebooks 9, Collegio Carlo Alberto.
  12. Patrizia Semeraro, 2006. "A Multivariate Time-Changed Lévy Model for Financial Applications," ICER Working Papers - Applied Mathematics Series 10-2006, ICER - International Centre for Economic Research.
  1. Filippo Fiorani & Elisa Luciano & Patrizia Semeraro, 2010. "Single and joint default in a structural model with purely discontinuous asset prices," Quantitative Finance, Taylor & Francis Journals, vol. 10(3), pages 249-263.
  2. Franco Pellerey & Patrizia Semeraro, 2005. "A Note on the Portfolio Selection Problem," Theory and Decision, Springer, vol. 59(4), pages 295-306, December.
    RePEc:wsi:ijtafx:v:13:y:2010:i:03:p:415-440 is not listed on IDEAS
    RePEc:wsi:ijtafx:v:11:y:2008:i:01:p:1-18 is not listed on IDEAS
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 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-ECM: Econometrics (1) 2009-02-14
  2. NEP-ETS: Econometric Time Series (1) 2013-11-16
  3. NEP-GTH: Game Theory (1) 2006-09-30
  4. NEP-RMG: Risk Management (1) 2007-04-09
  5. NEP-URE: Urban & Real Estate Economics (1) 2014-08-02

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Patrizia Semeraro should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.