Concepedia

Damiano Rossello

DR

Statistics

Publications

7

Citations

313

H-Index

7

Active since

2007

Affiliations

University of Catania(Current)

University of Turin

Union Bank of Switzerland

Universität Ulm

Damiano Rossello is an author at University of Catania specializing in financial economics, business, and finance.

Publications per year

2007–2015

7

Publications

7

Beyond Sharpe ratio: Optimal asset allocation using different performance ratios

Simone Farinelli, Manuel Ferreira, Damiano Rossello et al. · Journal of Banking & Finance · 2008 · 167 citations

Business, Finance, Financial Management +16

Optimal asset allocation aid system: From “one-size” vs “tailor-made” performance ratio

Simone Farinelli, Manuel Ferreira, Damiano Rossello et al. · European Journal of Operational Research · 2007 · 44 citations

Social Sciences, Economics, Financial Economics +6

One-size or tailor-made performance ratios for ranking hedge funds?

Martin Eling, Simone Farinelli, Damiano Rossello et al. · Journal of Derivatives & Hedge Funds · 2011 · 35 citations · Full text

Business, Financial Management, Performance Measurement +12

Arbitrage in skew Brownian motion models

Damiano Rossello · Insurance Mathematics and Economics · 2011 · 26 citations

Business, Economics, Finance +12

Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter

Martin Eling, Simone Farinelli, Damiano Rossello et al. · International Journal of Managerial Finance · 2010 · 15 citations

Business, Finance, Risk Management +16

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