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Loriana Pelizzon

SSRN Author Rank: 1,575 by Downloads and 3,450 by Citations

 

Goethe University Frankfurt - Faculty of Economics and Business Administration


 Theodor-W.-Adorno-Platz 3
 Frankfurt am Main, D-60323
 Germany
 email address
 

Goethe University Frankfurt - Research Center SAFE


 Theodor-W.-Adorno-Platz 3
 Frankfurt am Main, 60323
 Germany
 HOME PAGE: http://www.safe-frankfurt.de
 email address

 

Ca Foscari University of Venice


 Dorsoduro 3246
 Venice, Veneto 30123
 Italy
 email address

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. Loriana Pelizzon's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
15,004
Total
Citations
156
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors | Show Abstract | Download This Paper | Open PDF in Browser |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 21, MIT Sloan Research Paper No. 4774-10, AFA 2011 Denver Meetings Paper, CAREFIN Research Paper No. 12/2010
Number of Pages in PDF File: 57
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
23 Nov 11
Last Revised:
25 Apr 12
4,100
(1,255)
35

2.   Incl. Electronic Paper
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
20 May 08
Last Revised:
25 Apr 12
2,968
(2,524)
20

3.   Incl. Electronic Paper
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Piva, Andrea
GRETA Associati
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
30 Apr 01
Last Revised:
02 May 12
919
(17,946)
7

4.   Incl. Electronic Paper
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Nicolo, Antonio
University of Padua - Department of Economics
Posted:
01 Mar 07
Last Revised:
02 May 12
641
(30,098)
6

5.   Incl. Electronic Paper
Parigi, Bruno Maria
CESifo (Center for Economic Studies and Ifo Institute)
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
von Thadden, Ernst-Ludwig
Universitaet Mannheim
Posted:
01 Jul 13
Last Revised:
18 Feb 15
558
(36,258)
1

6.  
Nicolo, Antonio
University of Padua - Department of Economics
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
18 May 04
510
(39,837)
4

7.  
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
13 Mar 01
465
(44,796)
4

8.  
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Subrahmanyam, Marti G.
New York University - Stern School of Business
Tomio, Davide
Copenhagen Business School
Uno, Jun
Waseda University
Posted:
01 Apr 15
352
(64,043)
 

9.  
Diversification and Ownership Concentration | Show Abstract | Download This Paper | Open PDF in Browser |
EFA 2005 Moscow Meetings, CESifo Working Paper Series No. 1590
Number of Pages in PDF File: 47
Parigi, Bruno Maria
CESifo (Center for Economic Studies and Ifo Institute)
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
06 Mar 05
347
(63,197)
2

10.  
The European Single Currency and the Volatility of European Stock Markets | Show Abstract | Download This Paper | Open PDF in Browser |
EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper; GRETA Associati Venezia Working Paper No. 0102
Number of Pages in PDF File: 39
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
26 Feb 02
299
(72,816)
2

11.  
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
20 May 08
Last Revised:
25 Apr 12
291
(72,044)
1

12.   Incl. Electronic Paper
de Roure, Calebe
Frankfurt School of Finance & Management gemeinnützige GmbH
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Tasca, Paolo
UCL Centre for Blockchain Technologies
Posted:
03 Apr 16
Last Revised:
20 Nov 16
288
(80,304)
 

13.   Incl. Electronic Paper
Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
07 Mar 05
Last Revised:
02 May 12
288
(80,304)
5

14.  
Market Volatility, Optimal Portfolios and Naive Asset Allocations | Show Abstract | Download This Paper | Open PDF in Browser |
Ca Foscari University of Venice Working Paper No. 08/WP/2012
Number of Pages in PDF File: 18
Caporin, Massimiliano
University of Padua - Department of Statistical Sciences
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
10 Jul 12
Last Revised:
03 Oct 12
273
(78,152)
 

15.  
Liquidity Coinsurance and Bank Capital | Show Abstract | Download This Paper | Open PDF in Browser |
SAFE Working Paper No. 45
Number of Pages in PDF File: 48
Castiglionesi, Fabio
Tilburg University - Department of Finance
Feriozzi, Fabio
IE Business School - IE University
Loranth, Gyongyi
University of Vienna
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
13 Mar 14
223
(105,257)
 

16.   Incl. Electronic Paper
Weber, Guglielmo
University of Padua - Department of Economics
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
20 Jun 03
Last Revised:
02 May 12
184
(126,502)
12

17.  
Caporin, Massimiliano
University of Padua - Department of Statistical Sciences
de Roon, Frans
Tilburg University - Department of Finance
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
17 Feb 09
183
(122,823)
 

18.  
Weber, Guglielmo
University of Padua - Department of Economics
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
06 Mar 05
179
(126,502)
4

19.   Incl. Electronic Paper
Caporin, Massimiliano
University of Padua - Department of Statistical Sciences
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Ravazzolo, Francesco
Free University of Bolzano
Rigobon, Roberto
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
17 Mar 12
Last Revised:
15 May 15
167
(138,177)
2

20.   Incl. Electronic Paper
Bellia, Mario
Goethe University Frankfurt - Research Center SAFE
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Subrahmanyam, Marti G.
New York University - Stern School of Business
Uno, Jun
Waseda University
Yuferova, Darya
Norwegian School of Economics (NHH) - Department of Finance
Posted:
22 Dec 15
Last Revised:
25 Sep 16
157
(145,752)
 

21.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Laeven, Roger J. A.
University of Amsterdam - Amsterdam School of Economics
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
19 May 14
Last Revised:
02 Jun 14
146
(107,166)
 

22.  
CDS Industrial Sector Indices, Credit and Liquidity Risk | Show Abstract | Download This Paper | Open PDF in Browser |
Ca’ Foscari University of Venice Working Paper No. 09/WP/2012,
Number of Pages in PDF File: 26
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Caporin, Massimiliano
University of Padua - Department of Statistical Sciences
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Sartore, Domenico
Ca Foscari University of Venice - Dipartimento di Economia
Posted:
10 Jul 12
123
(165,286)
1

23.  
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
26 Jul 10
95
(189,266)
42

24.  
Parigi, Bruno Maria
CESifo (Center for Economic Studies and Ifo Institute)
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
21 Nov 04
90
(218,416)
 

25.  
Efficient Portfolios When Housing Needs Change Over the Life-Cycle | Show Abstract | Download This Paper | Open PDF in Browser |
University Ca' Foscari of Venice, Department of Economics Research Paper No. 31/WP/2007
Number of Pages in PDF File: 66
Weber, Guglielmo
University of Padua - Department of Economics
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
17 Mar 06
80
(234,684)
4

26.  
Portfolio Performance Measure and a New Generalized Utility-Based N-Moment Measure | Show Abstract | Download This Paper | Open PDF in Browser |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 22
Number of Pages in PDF File: 34
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Jannin, Gregory Mathieu
University Paris-1 Panthéon-Sorbonne
Maillet, Bertrand B.
University of Orléans
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
11 Nov 13
61
(251,261)
 

27.  
Deciphering the Libor and Euribor Spreads During the Subprime Crisis | Show Abstract | Download This Paper | Open PDF in Browser |
North American Journal of Economics and Finance 26 (2013) 565– 585,
Number of Pages in PDF File: 21
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Sartore, Domenico
Ca Foscari University of Venice - Dipartimento di Economia
Posted:
09 Jul 13
Last Revised:
11 Mar 15
47
(291,150)
 

28.  
Schneider, Michael
Scuola Normale Superiore
Lillo, Fabrizio
Scuola Normale Superiore
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
19 Oct 16
0
(315,233)
 

29.  
Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Girardi, Giulio
Securities and Exchange Commission
Hanley , Kathleen Weiss
Lehigh University - College of Business & Economics
Nikolova, Stanislava
University of Nebraska - Lincoln
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
20 Mar 16
Last Revised:
01 Jun 16
0
(202,407)
 

30.  
Networks in Risk Spillovers: A Multivariate GARCH Perspective | Show Abstract | Download This Paper | Open PDF in Browser |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. No. 03/WP/ 2016
Number of Pages in PDF File: 52
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Caporin, Massimiliano
University of Padua - Department of Statistical Sciences
Frattarolo, Lorenzo
Ca Foscari University of Venice - Dipartimento di Economia
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
04 Mar 16
0
(261,438)
 

31.  
Hedge Fund Tail Risk: An Investigation in Stressed Markets, Extended Version with Appendix | Show Abstract | Download This Paper | Open PDF in Browser |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 01/WP/2016
Number of Pages in PDF File: 39
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Frattarolo, Lorenzo
Ca Foscari University of Venice - Dipartimento di Economia
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
22 Jan 16
Last Revised:
14 Nov 16
0
(122,823)
 

32.  
Lorenzon, Ivan
affiliation not provided to SSRN
Lucchetta, Marcella
Ca Foscari University of Venice
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
18 Apr 11
 

33.  
Lazzarin, Marco
Fondazione Eni Enrico Mattei (FEEM), Venice
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Sartore, Domenico
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
21 Jan 05
 


Records 1 - 33 of 33 matches
[ 1 ]
. Loriana Pelizzon's Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
142
Total
Citations
6
Authors Date Downloads
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts     Legend
1.  
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Lo Duca, Marco
European Central Bank (ECB)
Pelizzon, Loriana
Goethe University Frankfurt - Research Center SAFE
Posted:
05 Mar 05
128
6


Records 1 - 1 of 1 matches
[ 1 ]