Items where Author is "Mignacca, D."
![[up]](/style/images/multi_up.png)
Up a level
Al‐Thani, K., Mignacca, D., Fusai, G. 
ORCID: 0000-0001-9215-2586 , Caccioli, F. & Germano, G. (2025).
Inconsistency of the Capital Asset Pricing Model in a Multi‐Currency Environment.
International Journal of Finance & Economics,
article number ijfe.70118.
doi: 10.1002/ijfe.70118
Fusai, G. ORCID: 0000-0001-9215-2586, Mignacca, D. & Al-Thani, K. (2024).
Converting a covariance matrix from local currencies to a common currency.
The Journal of Risk, 26(6),
pp. 77-85.
doi: 10.21314/jor.2024.009
Mignacca, D. & Fusai, G. ORCID: 0000-0001-9215-2586 (2023).
Incremental Volatility and Related Portfolio Analytics.
The Journal of Portfolio Management: the journal for investment professionals, 49(5),
pp. 131-147.
doi: 10.3905/jpm.2023.1.476
Fusai, G. ORCID: 0000-0001-9215-2586, Mignacca, D., Human, B. & Nardon, A. (2020).
Equally Diversified or Equally Weighted?.
Risk Magazine,