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Farinelli, Simone's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,459 |
Total
Citations
11 |
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1.
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Farinelli, Simone
Core Dynamics GmbH
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11 Mar 08
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Last Revised:
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09 Apr 09
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525
(24,194)
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1
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Risk Management, Stress Test, Market Risk, Credit Risk, Country Risk, Transfer Risk, Integrated Risk Management
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2.
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Vanini, Paolo
Zurich Cantonal Bank Farinelli, Simone
Core Dynamics GmbH
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364
(38,660)
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Balance and Off Balance Sheet Analysis, Interest Rate Risk, Dynamic Mean Variance Optimization
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3.
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Tibiletti, Luisa
University of Turin - Department of Management Farinelli, Simone
Core Dynamics GmbH
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349
(40,758)
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4
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Sharpe Index, One-Sided Risk Measures, First Order Risk Aversion
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4.
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Farinelli, Simone
Core Dynamics GmbH
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27 Mar 08
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Last Revised:
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21 May 12
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297
(49,334)
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2
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Geometric Arbitrage Theory, Market Model, Stochastic Finance
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5.
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Farinelli, Simone
Core Dynamics GmbH
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02 Apr 08
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Last Revised:
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11 Dec 08
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262
(56,871)
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3
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Geometric Arbitrage Theory, Asset Pricing Theory, Risk Management
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6.
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Farinelli, Simone
Core Dynamics GmbH
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215
(70,259)
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Balance and Off Balance Sheet, Portfolio Credit Risk, Dynamic Mean Variance Optimization
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7.
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Farinelli, Simone
Core Dynamics GmbH Vanini, Paolo
Zurich Cantonal Bank
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165
(90,740)
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Balance and Off Balance Sheet, Analysis, Interest Rate Risk, Dynamic Mean Variance Optimization
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8.
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Farinelli, Simone
Core Dynamics GmbH
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17 May 12
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Last Revised:
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15 Apr 13
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118
(120,859)
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Stress testing, risk management, integration of market and credit risk
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9.
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Vazquez, Samuel
affiliation not provided to SSRN Farinelli, Simone
Core Dynamics GmbH
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24 Aug 09
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Last Revised:
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18 May 12
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107
(130,222)
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1
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Geometric Arbitrage, Arbitrage Pricing, Market Models
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10.
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Farinelli, Simone
Core Dynamics GmbH Shkolnikov, Mykhaylo
Mathemathical Sciences Research Institute
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57
(190,554)
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Credit risk, Loss Given Default, integration of market with credit risk
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