Concepedia
Statistics
Publications
11
Citations
195
H-Index
10
Active since
2011
Affiliations
University of Milano-Bicocca(Current)
University of Insubria
University of Milan
University of Bergamo
Università Cattolica del Sacro Cuore
Asmerilda Hitaj is an author at University of Milano-Bicocca specializing in finance, business, and statistics.
Top concepts
FinanceBusinessStatisticsManagementAsset PricingEconomicsAsset AllocationFinancial EconomicsPortfolio SelectionPortfolio Optimization
Publications per year
2011–2022
Asset allocation: new evidence through network approaches
Gian Paolo Clemente, Rosanna Grassi, Asmerilda Hitaj · Annals of Operations Research · 2019 · 43 citations · Full text
Economics, Financial Economics, Financial Network +4
Optimal Hedge Fund Allocation with Improved Estimates for Coskewness and Cokurtosis Parameters
Asmerilda Hitaj, Lionel Martellini, Giovanni Zambruno · The Journal of Alternative Investments · 2011 · 21 citations
Asset Allocation, Portfolio Management, Improved Estimates +16
Portfolio allocation using multivariate variance gamma models
Asmerilda Hitaj, Lorenzo Mercuri · Financial markets and portfolio management · 2013 · 18 citations
Portfolio Optimization, Asset Pricing, Portfolio Selection +7
Are Smart Beta strategies suitable for hedge fund portfolios?
Asmerilda Hitaj, Giovanni Zambruno · Review of Financial Economics · 2016 · 18 citations
Portfolio selection with independent component analysis
Asmerilda Hitaj, Lorenzo Mercuri, Edit Rroji · IrInSubria (University of Insubria) · 2015 · 18 citations
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