Fausto CORRADIN

Position
Research Grant Holder
E-mail
fausto.corradin@unive.it
Website
www.unive.it/people/fausto.corradin (personal record)
Office
Department of Economics
Website: https://www.unive.it/dep.economics

Publications

Year Type Publication
Year Type Publication
2025 Book Article Casarin, Roberto; Corradin, Fausto; Peruzzi, Antonio A Comparison of Data-Driven Synthetic Performance Indicators for Default Prediction in La Rocca M., Menzietti M., Perna C., Sibillo M., New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer Nature, pp. 74-85 (ISBN 9783032055507; 9783032055514)
DOI - ARCA card: 10278/5115187
2025 Book Article Monica Billio, Roberto Casarin, Fausto Corradin, Antonio Peruzzi Bayesian Outlier Detection for Matrix-variate Models , Department of Economics - Working Papers, Venezia, Department of Economics, University of Venice "Ca' Foscari", vol. 14/WP/2025 (ISSN 1827-3580)
DOI - URL correlato - ARCA card: 10278/5102767
2025 Book Article Roberto Casarin, Fausto Corradin, Antonio Peruzzi ISP Index: A Parsimonious Method to Predict Defaults , Supervised and Unsupervised Statistical Data Analysis, Cham, Springer Nature Switzerland, pp. 83-94 (ISBN 978-3-032-03041-2; 978-3-032-03042-9) (ISSN 1431-8814)
DOI - URL correlato - ARCA card: 10278/5102749
2022 Journal Article Corradin, Fausto; Billio, Monica; Casarin, Roberto Forecasting Economic Indicators with Robust Factor Models in NATIONAL ACCOUNTING REVIEW, vol. 4, pp. 167-190 (ISSN 2689-3010)
DOI - ARCA card: 10278/3763469
2022 Book Article Rebeca Cabrera; Fausto Corradin; Michele Costola; Un sistema di previsione della criticità finanziaria dei comuni , V Rapporto Ca’ Foscari sui comuni 2022, Castelvecchi, pp. 987-1013 (ISBN 8832908573)
- ARCA card: 10278/5058481
2022 Book Article Billio M.; Casarin R.; Corradin F. Understanding Economic Instability during the Pandemic: A Factor Model Approach , Contributions to Economic Analysis, Emerald Group Holdings Ltd., vol. 296, pp. 1-55 (ISBN 978-1-80071-694-0) (ISSN 0573-8555)
DOI - ARCA card: 10278/3761630
2020 Journal Article Casarin R.; Corradin F.; Ravazzolo F.; Sartore D. A scoring rule for factor and autoregressive models under misspecification in ADVANCES IN DECISION SCIENCES, vol. 24, pp. 1-38 (ISSN 2090-3367)
DOI - ARCA card: 10278/3733837
2016 Book Article Corradin, Fausto; Sartore, Domenico Non Central Moments of the Truncated Normal Variable , WORKING PAPER-DEPARTMENT OF ECONOMICS, CA' FOSCARI. UNIVERSITY OF VENICE, DEPARTMENT OF ECONOMICS - CA' FOSCARI UNIVERSITY OF VENICE, vol. WP 17/16, pp. 1-24 (ISSN 1827-3580)
DOI - ARCA card: 10278/3686092
2016 Book Article Fausto, Corradin; Domenico, Sartore Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions in Corradin Fausto, Sartore Domenico, WORKING PAPER-DEPARTMENT OF ECONOMICS, CA' FOSCARI. UNIVERSITY OF VENICE, VENEZIA, DEPARTMENT OF ECONOMICS - CA' FOSCARI UNIVERSITY OF VENICE, vol. 30/16, pp. 1-46 (ISSN 1827-3580)
DOI - ARCA card: 10278/3685753
2016 Book Article Fausto, Corradin; Domenico, Sartore Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns in Corradin Fausto, Sartore Domenico, WORKING PAPER-DEPARTMENT OF ECONOMICS, CA' FOSCARI. UNIVERSITY OF VENICE, VENEZIA, DEPARTMENT OF ECONOMICS - CA' FOSCARI UNIVERSITY OF VENICE, vol. 18/16, pp. 1-46 (ISSN 1827-3580)
DOI - ARCA card: 10278/3685752
2014 Book Article F. Corradin; D. Sartore Fund Ratings: The Method Reconsidered , Fund Ratings: The Method Reconsidered, Ca' Foscari University, Department of Economics, vol. 17/WP/2014, pp. 1-38 (ISSN 1827-3580)
- URL correlato - ARCA card: 10278/3621676