All Stories

  1. The Effects of the Introduction of Volume-Based Liquidity Constraints in Portfolio Optimization with Alternative Investments

    Article • Mathematics, August 2024, MDPI AG

    Professor Antonella Basso

  2. Art as a Financial Asset in Portfolio Allocation

    Article • January 2024, Springer Science + Business Media

    Professor Antonella Basso

  3. Evaluating different groups of mutual funds using a metafrontier approach: Ethical vs. non-ethical funds

    Article • European Journal of Operational Research, July 2023, Elsevier

    Professor Antonella Basso

  4. Analyzing the land and labour productivity of farms producing renewable energy: the Italian case study

    Article • Journal of Productivity Analysis, January 2023, Springer Science + Business Media

    Professor Antonella Basso

  5. Prediction of UK research excellence framework assessment by the departmental h-index

    Article • European Journal of Operational Research, May 2021, Elsevier

    Professor Antonella Basso

  6. A three-system approach that integrates DEA, BSC, and AHP for museum evaluation

    Article • Decisions in Economics and Finance, September 2020, Springer Science + Business Media

    Professor Antonella Basso

  7. DEA-BSC and Diamond Performance to Support Museum Management

    Article • Mathematics, August 2020, MDPI AG

    Professor Antonella Basso

  8. Measuring the environmental performance of green SRI funds: A DEA approach

    Article • Energy Economics, March 2019, Elsevier

    Professor Antonella Basso

  9. How well is the museum performing? A joint use of DEA and BSC to measure the performance of museums

    Article • Omega, December 2018, Elsevier

    Professor Antonella Basso

  10. Introducing Weights Restrictions in Data Envelopment Analysis Models for Mutual Funds

    Article • Mathematics, September 2018, MDPI AG

    Professor Antonella Basso

  11. The role of fund size in the performance of mutual funds assessed with DEA models

    Article • European Journal of Finance, April 2016, Taylor & Francis

    Professor Antonella Basso

  12. DEA Performance Assessment of Mutual Funds

    Article • January 2016, Springer Science + Business Media

    Professor Antonella Basso

  13. Constant and variable returns to scale DEA models for socially responsible investment funds

    Article • European Journal of Operational Research, June 2014, Elsevier

    Professor Antonella Basso

  14. DEA models for socially responsible mutual funds with applications to European and Swedish SRI funds

    Article • International Transactions in Operational Research, April 2014, Wiley

    Professor Antonella Basso

  15. The Role of Fund Size in the Performance of Mutual Funds Assessed with DEA Models

    Article • SSRN Electronic Journal, January 2014, Elsevier

    Professor Antonella Basso

  16. Socially Responsible Mutual Funds: An Efficiency Comparison Among the European Countries

    Article • January 2014, Springer Science + Business Media

    Professor Antonella Basso

  17. The Role of Fund Size and Returns to Scale in the Performance of Mutual Funds

    Article • January 2014, Springer Science + Business Media

    Professor Antonella Basso

  18. Credit contagion in a network of firms with spatial interaction

    Article • European Journal of Operational Research, September 2010, Elsevier

    Professor Antonella Basso

  19. A Quantitative Approach to Evaluate the Relative Efficiency of Museums

    Article • Journal of Cultural Economics, August 2004, Springer Science + Business Media

    Professor Antonella Basso

  20. A two-step simulation procedure to analyze the exercise features of American options

    Article • Decisions in Economics and Finance, August 2004, Springer Science + Business Media

    Professor Antonella Basso

  21. Measuring the performance of ethical mutual funds: a DEA approach

    Article • Journal of the Operational Research Society, May 2003, Taylor & Francis

    Professor Antonella Basso

  22. A data envelopment analysis approach to measure the mutual fund performance

    Article • European Journal of Operational Research, December 2001, Elsevier

    Professor Antonella Basso

  23. Option pricing bounds with standard risk aversion preferences

    Article • European Journal of Operational Research, October 2001, Elsevier

    Professor Antonella Basso

  24. Optimal resource allocation with minimum activation levels and fixed costs

    Article • European Journal of Operational Research, June 2001, Elsevier

    Professor Antonella Basso

  25. Linear programming selection of internal financial laws and a knapsack problem

    Article • CALCOLO, March 2000, Springer Science + Business Media

    Professor Antonella Basso

  26. A more informative estimation procedure for the parameters of a diffusion process

    Article • Physica A Statistical Mechanics and its Applications, July 1999, Elsevier

    Professor Antonella Basso

  27. On the relative efficiency of nth order and DARA stochastic dominance rules

    Article • Applied Mathematical Finance, December 1997, Taylor & Francis

    Professor Antonella Basso

  28. Decreasing Absolute Risk Aversion and Option Pricing Bounds

    Article • Management Science, February 1997, INFORMS

    Professor Antonella Basso

  29. Stock Returns: An Analysis of the Italian Market with GARCH Models

    Article • January 1994, Springer Science + Business Media

    Professor Antonella Basso

  30. Socially Responsible Mutual Funds: An Efficiency Comparison Among the European Countries

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Antonella Basso

  31. Counterparty Risk: A Credit Contagion Model for a Bank Loan Portfolio

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Antonella Basso

  32. Measuring The Performance Of Ethical Mutual Funds: A DEA Approach

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Antonella Basso

  33. A Credit Contagion Model for Loan Portfolios in a Network of Firms with Spatial Interaction

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Antonella Basso

  34. Constant and Variable Returns to Scale DEA Models for Socially Responsible Investment Funds

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Antonella Basso