STEFANO DEMARTIS

PhD Student

PhD program:: XXXVIII
email: stefano.demartis@uniroma1.it




supervisor: Barbara Rogo
co-supervisor: Susanna Levantesi

CURRICULUM Actuarial Sciences

Research products

11573/1755255 - 2025 - The Italian Actuarial Climate Index: A National Implementation Within the Emerging European Framework
Rogo, Barbara; Garrido, José; Demartis, Stefano - 01a Articolo in rivista
paper: RISKS (Basel : MDPI) pp. 1-53 - issn: 2227-9091 - wos: WOS:001602254200001 (0) - scopus: 2-s2.0-105020081406 (0)

11573/1730378 - 2024 - The Relationship Between ESG Scores and Value-at-Risk: A Vine Copula–GARCH Based Approach
Demartis, Stefano; Rogo, Barbara - 01a Articolo in rivista
paper: JOURNAL OF RISK AND FINANCIAL MANAGEMENT (Basel : MDPI Oshawa : University of Ontario Institute of Technology.) pp. 1-16 - issn: 1911-8074 - wos: (0) - scopus: 2-s2.0-85210602108 (4)

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