Basso Antonella

Antonella Basso

Information about the author Antonella Basso will soon be added to the site.
Found 6 papers in total
DEA models with a constant input for SRI mutual funds with an application to European and Swedish funds
DEA models with a constant input for SRI mutual funds with an application to European and Swedish funds
2014
Data envelopment analysis (DEA) allows one to take into account the degree of social...
A generalized performance attribution technique for mutual funds
A generalized performance attribution technique for mutual funds
2005
In this contribution we propose a model which can be used to define a measure of the...
Option pricing bounds with standard risk aversion preferences
Option pricing bounds with standard risk aversion preferences
2001
For a theoretical valuation of a financial option, various models have been proposed...
A data envelopment analysis approach to measure the mutual fund performance
A data envelopment analysis approach to measure the mutual fund performance
2001
In this paper we present a model which can be used to evaluate the performance of...
Optimal resource allocation with minimum activation levels and fixed costs
Optimal resource allocation with minimum activation levels and fixed costs
2001
We intend to analyze a problem of optimal resource allocation with both minimum and...
Decreasing absolute risk aversion and option pricing bounds
Decreasing absolute risk aversion and option pricing bounds
1997
In this paper efficient bounds for the price of a call option are obtained using the...
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