Profilbild

Simone Bernardi - Publikationen

Externer Doktorand Prof. M. Leippold



Publikationen

Journal Articles (2)

Second-Order Risk of Alternative Risk Parity Strategies
Markus Leippold, Simone Bernardi, Harald Lohre
In: Journal of Risk, forthcoming, 2018.


Maximum Diversification Strategies Along Commodity Risk Factors
Markus Leippold, Simone Bernardi, Harald Lohre
In: European Financial Management, Vol. 24 (No. 1), p. 53-78, Januar 2018.


Dissertationen (1)

Three Essays on Regulatory, Market, and Estimation Risk
Simone Bernardi
Betreuer: Markus Leippold
University of Zurich, 2018.