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    R.Zenti
    Artificial Intelligence and Cognitive Science, Il Mulino, 2/2014
  • Backtesting value-at-risk: a comparison between filtered bootstrap and historical simulation
    D.Brandolini, S.Colucci
    Journal of Risk Model Validation Volume 6/Number 4
  • A Risk Based Approach to Tactical Asset Allocation
    D. Brandolini, S.Colucci
  • Encyclopedia of Alternative Investments
    R. Zenti & al
    ed. by G.N. Gregoriou, Chapman Hall UK, 2008
  • Evaluating Value-at-Risk Estimates: A Cross-section Approach
    R. Zenti & al
    in “Advances in Risk Management”, ed. by G.N. Gregoriou, Palgrave-MacMillan, 2006
  • Equity Portfolio Construction: A Comparative Analysis
    R. Zenti & al
    in “Diversification and Portfolio Management of Mutual Funds”, ed. by G.N. Gregoriou, Palgrave-MacMillan, 2006
  • Integrated risk management with a filtered bootstrap approach
    C. Marsala, M. Pallotta, R. Zenti
    Economic Notes, Nov 04 - Vol. 33 Issue 3
  • Risk policies for active asset managers
    D. Brandolini, M. Pallotta, R. Zenti
    The Journal of Asset Management”, 04, Vol. 4, n. 6
  • Are asset managers properly using tracking error estimates?
    R. Zenti, M. Pallotta
    The Journal of Asset Management” Vol. 3, 3, 02
  • VaR without correlations for portfolio of derivative securities
    G.Barone-Adesi, K.Giannopoulos, L.Vosper
    Quaderno n. 99-04 - Decanato della Facoltà di Scienze Economiche , Lugano