Valentina Raponi

Valentina Raponi

IESE Business School Universidad de Navarra - barcelona / Spain
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5202460
IESE Business School
person_outline Valentina Raponi's MOST POPULAR ARTICLES
1-) Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distressL Petrella, V RaponiJournal of Multivariate Analysis 173, 70-84, 2019492019
2-) Testing beta-pricing models using large cross-sectionsV Raponi, C Robotti, P ZaffaroniThe Review of Financial Studies 33 (6), 2796-2842, 2020472020
3-) A biclustering approach to university performances: an Italian case studyV Raponi, F Martella, A MaruottiJournal of Applied Statistics 43 (1), 31-45, 2016372016
4-) Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocationL Merlo, L Petrella, V RaponiJournal of Banking & Finance 133, 106248, 2021252021
5-) Robust portfolio choiceV Raponi, R Uppal, P ZaffaroniAvailable at SSRN 3933063, 202121*2021