.
Pelizzon, Loriana's
Scholarly Papers
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Aggregate Statistics
Total 10,495
Total Citations 125
1.
Billio, Monica Ca Foscari University of Venice - Department of Economics
Lo, Andrew W. Massachusetts Institute of Technology (MIT) - Sloan School of Management
Sherman, Mila University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
Posted:
23 Nov 11
Last Revised:
25 Apr 12
3,245(1,181)
23
Systemic Risk, Financial Institutions, Liquidity, Financial Crises
2.
Crises and Hedge Fund Risk
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Billio, Monica Ca Foscari University of Venice - Department of Economics
Sherman, Mila University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
Posted:
20 May 08
Last Revised:
25 Apr 12
2,595(1,784)
22
Billio, Monica Ca Foscari University of Venice - Department of Economics
Sherman, Mila University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
Posted:
20 May 08
Last Revised:
25 Apr 12
2,595
22
Hedge Fund, Risk Management, Financial Crisis
3.
Italian Equity Funds: Efficiency and Performance Persistence
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Casarin, Roberto University of Brescia - Department of Economics
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
Piva, Andrea University of Venice
Posted:
30 Apr 01
Last Revised:
02 May 12
839(12,231)
5
Casarin, Roberto University of Brescia - Department of Economics
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
Piva, Andrea University of Venice
97
5
Mutual funds, Performance evaluation
Casarin, Roberto University of Brescia - Department of Economics
Piva, Andrea GRETA Associati
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
742
5
Performance evaluation, performance persistence
4.
Credit Derivatives, Capital Requirements and Opaque OTC Markets
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Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
Nicolo, Antonio University of Padua - Department of Economics
Posted:
01 Mar 07
Last Revised:
02 May 12
584(20,676)
5
Nicolo, Antonio University of Padua - Department of Economics
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
136
5
Credit derivatives, Signalling contracts, Capital requirements
Nicolo, Antonio University of Padua - Department of Economics
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
316
5
Credit derivatives, Signalling contracts, Capital requirements
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
Nicolo, Antonio University of Padua - Department of Economics
Posted:
06 Jul 08
Last Revised:
02 May 12
132
5
Credit derivatives, Signalling contracts, Capital requirements
5.
Nicolo, Antonio University of Padua - Department of Economics
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
497(25,674)
4
Credit derivatives, Signalling contracts, Capital requirements
6.
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
446(29,604)
4
Bank risk, bank portfolio management, government regulation, bank closure rules
7.
Parigi, Bruno Maria CESifo (Center for Economic Studies and Ifo Institute for Economic Research)
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
333(42,624)
2
Corporate governance, Investor protection, Private benefits, Diversification opportunities
8.
Billio, Monica Ca Foscari University of Venice - Department of Economics
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
294(49,296)
2
Stock market volatility, Euro, Switching Regime Models.
9.
Billio, Monica Ca Foscari University of Venice - Department of Economics
Sherman, Mila University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
Posted:
20 May 08
Last Revised:
25 Apr 12
267(55,007)
1
Hedge Funds, Risk Management, High frequency data
10.
Pillar 1 vs. Pillar 2 Under Risk Management
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Schaefer, Stephen M. London Business School - Institute of Finance and Accounting
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
Posted:
07 Mar 05
Last Revised:
02 May 12
261(56,442)
5
Schaefer, Stephen M. London Business School - Institute of Finance and Accounting
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
29
5
Schaefer, Stephen M. London Business School - Institute of Finance and Accounting
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
232
5
Bank portfolio management, Capital requirements
11.
Caporin, Massimiliano University of Padova - Department of Economics and Management "Marco Fanno"
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
Posted:
10 Jul 12
Last Revised:
03 Oct 12
223(66,855)
mean reversion, strategy preference, 1/N, predictability, testing Sharpe equivalence
12.
Weber, Guglielmo University of Padua - Department of Economics
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
169(87,814)
4
efficiency, housing and portfolio choice, rent risk
13.
Are Household Portfolios Efficient? An Analysis Conditional on Housing
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Weber, Guglielmo University of Padua - Department of Economics
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
Posted:
20 Jun 03
Last Revised:
02 May 12
169(87,814)
11
Weber, Guglielmo University of Padua - Department of Economics
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
Posted:
18 Jul 03
Last Revised:
02 May 12
157
11
Housing and portfolio choice, Portfolio efficiency
Weber, Guglielmo University of Padua - Department of Economics
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
12
11
Portfolio choice, efficiency, housing
14.
Caporin, Massimiliano University of Padova - Department of Economics and Management "Marco Fanno"
de Roon, Frans Tilburg University - Department of Finance
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
164(90,296)
mean reversion, strategy preference, 1/N, predictability, testing Sharpe equivalence
15.
Loranth, Gyongyi University of Vienna
Castiglionesi, Fabio Tilburg University - Department of Finance
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
Feriozzi, Fabio Tilburg University - Department of Finance
Posted:
15 Mar 11
Last Revised:
02 May 12
102(133,267)
1
Bank Capital, Interbank Markets, Liquidity Coinsurance
16.
Billio, Monica Ca Foscari University of Venice - Department of Economics
Caporin, Massimiliano University of Padova - Department of Economics and Management "Marco Fanno"
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
Sartore, Domenico Ca Foscari University of Venice - Department of Economics
92(142,964)
credit risk, common factors, liquidity risk
17.
Parigi, Bruno Maria CESifo (Center for Economic Studies and Ifo Institute for Economic Research)
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
88(147,208)
Corporate Governance, Market integration, CAPM
18.
Weber, Guglielmo University of Padua - Department of Economics
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
72(166,450)
4
Housing and portfolio choice, Portfolio efficiency, Rental risk, Life-cycle
19.
Billio, Monica Ca Foscari University of Venice - Department of Economics
Sherman, Mila University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management
Lo, Andrew W. Massachusetts Institute of Technology (MIT) - Sloan School of Management
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
53(195,093)
32
20.
Caporin, Massimiliano University of Padova - Department of Economics and Management "Marco Fanno"
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
Ravazzolo, Francesco Norges Bank
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
17 Mar 12
Last Revised:
14 May 13
2(335,682)
2
Sovereign Risk, Contagion
21.
Lorenzon, Ivan affiliation not provided to SSRN
Lucchetta, Marcella Ca Foscari University of Venice
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
Financial crisis, Firm credit availability
22.
Lazzarin, Marco Fondazione Eni Enrico Mattei (FEEM), Venice
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
Sartore, Domenico Ca Foscari University of Venice - Department of Economics
Casarin, Roberto University of Brescia - Department of Economics
Mutual funds, performance evaluation, persistence analysis, style analysis, morningstar rating, risk adjusted measures
