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Tibiletti, Luisa's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
2,104 |
Total
Citations
10 |
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1.
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Tasche, Dirk Bank of England - Prudential Regulation Authority Tibiletti, Luisa University of Turin - Department of Management
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1,292
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1
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Sharpe Ratio, Value-at-Risk (VaR), Conditional Value-at-Risk (CVaR), linear regression, quadratic regression.
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2.
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Tibiletti, Luisa University of Turin - Department of Management Farinelli, Simone Core Dynamics GmbH
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349
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4
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Sharpe Index, One-Sided Risk Measures, First Order Risk Aversion
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3.
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Tibiletti, Luisa University of Turin - Department of Management
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181
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Coherent measures of risk, Portfolio risk models, Copula, Multivariate Stochastic Dominance
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4.
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Skogh, Goran affiliation not provided to SSRN Tibiletti, Luisa University of Turin - Department of Management
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74
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5.
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Cardin, Marta Ca Foscari University of Venice - Department of Economics Eisenberg, Bennet Lehigh University - Industrial and Systems Engineering Department Tibiletti, Luisa University of Turin - Department of Management
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68
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extended gini index, MEG, risk-aversion and gain-properness
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6.
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Tibiletti, Luisa University of Turin - Department of Management Eisenberg, Bennet Lehigh University - Industrial and Systems Engineering Department Cardin, Marta Ca Foscari University of Venice - Department of Economics
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66
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Choquet integral, Distortion functions, Extended Gini Index, Bid and Ask prices, Pessimism and Optimism index, Probability of trading
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7.
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Cardin, Marta Ca Foscari University of Venice - Department of Economics Eisenberg, Bennet Lehigh University - Industrial and Systems Engineering Department Tibiletti, Luisa University of Turin - Department of Management
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46
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Extended Gini Index, bid and ask prices, pessimism and optimism index
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8.
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Tibiletti, Luisa University of Turin - Department of Management
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28
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4
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9.
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Eling, Martin University of St. Gallen Sudheesh, K. K. affiliation not provided to SSRN Tibiletti, Luisa University of Turin - Department of Management
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Stein’s Lemma, optimal asset allocation, skew-normal distribution, skewness
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10.
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Tibiletti, Luisa University of Turin - Department of Management
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11.
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Tibiletti, Luisa University of Turin - Department of Management
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12.
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Tibiletti, Luisa University of Turin - Department of Management
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