| . |
Lisi, Francesco's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
993 |
Total
Citations
8 |
|
|
|
|
|
1.
|
|
|
Lisi, Francesco
University of Padua - Department of Statistical Sciences
|
|
162
(91,865)
|
|
|
| |
|
| |
|
|
|
2.
|
|
|
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno" Jannin, Gregory Mathieu
University of Paris 1 Pantheon-Sorbonne - Laboratoire PRISM Lisi, Francesco
University of Padua - Department of Statistical Sciences Maillet, Bertrand B.
University of Orléans
|
|
158
(93,467)
|
2
|
|
| |
|
| |
performance measures, risk, return distribution, ranking, fund selection
|
|
|
3.
|
|
|
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno" Lisi, Francesco
University of Padua - Department of Statistical Sciences
|
| Posted: |
|
22 Apr 09
|
|
Last Revised:
|
|
29 Jun 09
|
|
148
(99,168)
|
3
|
|
| |
|
| |
performance measurement, rank correlations, selecting performance measures, comparing performance measures, combining performance measures
|
|
|
4.
|
|
|
Lisi, Francesco
University of Padua - Department of Statistical Sciences Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
|
| Posted: |
|
22 May 09
|
|
Last Revised:
|
|
12 Oct 09
|
|
104
(131,633)
|
1
|
|
| |
|
| |
Rater agreement, beta-equivalence, mutual funds, Morningstar rating
|
|
|
5.
|
|
|
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno" Lisi, Francesco
University of Padua - Department of Statistical Sciences
|
|
101
(134,298)
|
|
|
| |
|
| |
conditional CAPM, time-varying parameters, local covariates, mutual funds
|
|
|
6.
|
|
|
Grigoletto, Matteo
affiliation not provided to SSRN Lisi, Francesco
University of Padua - Department of Statistical Sciences
|
|
95
(140,031)
|
|
|
| |
|
| |
VaR prediction, GARCHDSK, dynamic skewness, dynamic kurtosis
|
|
|
7.
|
|
Comparing and Selecting Performance Measures Using Rank Correlations
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno" Lisi, Francesco
University of Padua - Department of Statistical Sciences
|
|
Posted:
|
|
08 Jun 11
|
|
Last Revised:
|
|
15 Dec 11
|
|
78
(158,827)
|
1
|
|
|
|
|
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno" Lisi, Francesco
University of Padua - Department of Statistical Sciences
|
|
36
|
1
|
|
| |
|
| |
performance measurement, rank correlations, comparing performance measures
|
|
|
|
|
|
|
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno" Lisi, Francesco
University of Padua - Department of Statistical Sciences
|
|
42
|
1
|
|
| |
|
| |
performance measurement, rank correlations, comparing performance measures
|
|
|
|
|
|
8.
|
|
|
Nan, Fany
University of Padua - Department of Statistical Sciences Bordignon, Silvano
University of Padua - Department of Statistical Sciences Bunn, Derek W.
London Business School Lisi, Francesco
University of Padua - Department of Statistical Sciences
|
|
56
(190,220)
|
|
|
| |
|
| |
Forecasting, Electricity, Prices, ARMAX, Regime-Switching, Time-Varying Parameters, Accuracy
|
|
|
9.
|
|
|
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno" Lisi, Francesco
University of Padua - Department of Statistical Sciences
|
|
49
(202,311)
|
|
|
| |
|
| |
Long Memory, Generalized Long Memory GARCH models, PLM- GARCH models, misspecification tests
|
|
|
10.
|
|
|
Menardi, Giovanna
University of Padua - Department of Statistical Sciences Lisi, Francesco
University of Padua - Department of Statistical Sciences
|
|
40
(219,905)
|
|
|
| |
|
| |
Performance Measures, Rankings, Stability Over Time
|
|
|
11.
|
|
|
Grigoletto, Matteo
University of Padua - Department of Statistical Sciences Lisi, Francesco
University of Padua - Department of Statistical Sciences
|
|
2
(335,975)
|
1
|
|
| |
|
| |
|
|
|
12.
|
|
|
Lisi, Francesco
University of Padua - Department of Statistical Sciences
|
|
|
|
|
| |
|
| |
Investment funds, Morninstar rating, Risk
|
|
