Giacomo Livan

Available identifiers

Publication	Date of Publication	Type
Modeling and simulation of financial returns under non-Gaussian distributions	2023-06-13	Paper
A generalized Fourier transform approach to risk measures	2020-08-11	Paper
Erratum: A generalized Fourier transform approach to risk measures	2020-08-11	Paper
On the non-stationarity of financial time series: impact on optimal portfolio selection	2020-08-11	Paper
On the concentration of large deviations for fat tailed distributions, with application to financial data	2020-08-11	Paper
Invariant sums of random matrices and the onset of level repulsion	2020-08-11	Paper
Statistical mechanics of complex economies	2020-08-11	Paper
Introduction to Random Matrices	2017-11-29	Paper
Eigenvalues and Singular Values of Products of Rectangular Gaussian Random Matrices (The Extended Version)	2017-09-27	Paper
Moments of Wishart-Laguerre and Jacobi ensembles of random matrices: application to the quantum transport problem in chaotic cavities	2017-09-27	Paper
What do leaders know?	2016-05-10	Paper
The social climbing game	2013-06-07	Paper
Commutative law for products of infinitely large isotropic random matrices	2013-03-21	Paper
Accounting for risk of non linear portfolios. A novel Fourier approach	2011-01-04	Paper
Eigenvalues and Singular Values of Products of Rectangular Gaussian Random Matrices	2010-07-21	Paper

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