< Back to previous pageResearcher Corrado De VecchiKeywords:Economics and applied economicsDisciplines:Humanities and the artsAffiliationsBusiness (Department)MemberFrom8 Apr 2019 → 30 Sep 2022Vrije Universiteit BrusselBusiness (Department)MemberFrom1 Oct 2018 → 30 Sep 2022Vrije Universiteit BrusselFaculty of Economic and Social Sciences and Solvay Business School (Faculty)MemberFrom12 Sep 2018 → 8 Jun 2022Vrije Universiteit BrusselPublications1 - 3 of 3The impact of correlation on (Range) Value-at-Risk(2023)Authors: Carole Bernard, Corrado De Vecchi, Steven VanduffelPages: 531-564Essays on optimal portfolio choice and model risk assessment(2022)Authors: Corrado De Vecchi, Carole Bernard, Steven VanduffelNumber of pages: 124When do two- or three-fund separation theorems hold?(2021)Authors: Carole Bernard, Corrado De Vecchi, Steven VanduffelPages: 1869-1883