Now showing items 1-2 of 2

    • A multivariate analysis of tourists' spending behaviour 

      Disegna M; Durante F; Foscolo E (Springer International Publishing, 2017)
      According to the micro-economic theories regarding consumption behaviour, the determinants affecting the joint propensity of purchasing different goods and services are investigated. For this purpose, a copula-based model ...
    • A portfolio diversification strategy via tail dependence clustering 

      Wang H; Pappadà R; Durante F; Foscolo E (Springer International Publishing, 2017)
      We provide a two-stage portfolio selection procedure in order to increase the diversification benefits in a bear market. By exploiting tail dependence-based risky measures, a cluster analysis is carried out for discerning ...