Concepedia

Umberto Cherubini

UC

19

Publications

633

Citations

15

H-Index

1993

Active since

Affiliations

University of Bologna(Current)

University of Turin

University of Milan

Umberto Cherubini is an author at University of Bologna specializing in business, finance, and asset pricing.

Top concepts

BusinessFinanceEconomicsManagementAsset PricingCopulasStatisticsOption PricingRisk ManagementFinancial Engineering

Publications per year

1993–2013

19

Publications

19

Bivariate option pricing with copulas

Umberto Cherubini, Elisa Luciano · Applied Mathematical Finance · 2002 · 126 citations

Mathematical Programming, Engineering, Bivariate Option Pricing +16

Value‐at‐risk Trade‐off and Capital Allocation with Copulas

Umberto Cherubini, Elisa Luciano · Economic Notes · 2001 · 73 citations

Empirical Finance, Capital Allocation, Financial Economics +14

Intertemporal budget constraint and public debt sustainability: the case of Italy

Angelo Baglioni, Umberto Cherubini · Applied Economics · 1993 · 59 citations

Economics, Public Policy, Public Finance +14

A copula-based model of speculative price dynamics in discrete time

Umberto Cherubini, Sabrina Mulinacci, Silvia Romagnoli · Journal of Multivariate Analysis · 2011 · 45 citations

Economics, Computational Finance, Asset Pricing +11

Liquidity and credit risk

Umberto Cherubini, Giovanni Della Lunga · Applied Mathematical Finance · 2001 · 41 citations

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