Items where Author is "Mignacca, D."
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Article
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,