Michele Azzone

1. Short-time implied volatility of additive normal tempered stable processes
   2021/08/05 by Michele Azzone, Azzone, Michele, Roberto Baviera +1 · 1 citation
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Computational Finance (q-fin.CP) #FOS: Economics and business #Financial Risk and Volatility Modeling #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications #q-fin.CP #q-fin.MF
2. Hedging carbon risk with a network approach
   2023/11/21 by Michele Azzone, Azzone, Michele, Maria Chiara Pocelli +3 · 1 citation
   Physics and Astronomy · #Complex Network Analysis Techniques
3. Asset management with an ESG mandate
   2024/03/18 by Michele Azzone, Azzone, Michele, Emilio Barucci +3 · 1 citation
   Business, Management and Accounting · Economics, Econometrics and Finance · Psychology · #FOS: Economics and business #Facilities and Workplace Management #Insurance and Financial Risk Management #Law, logistics, and international trade #Portfolio Management (q-fin.PM)
4. Physical Climate Risk in Asset Management
   2025/04/27 by Michele Azzone, Azzone, Michele, Matteo Ghesini +5 · 1 voice · 1 citation
   Economics, Econometrics and Finance · #FOS: Economics and business #Risk Management (q-fin.RM) #q-fin.RM