Access Statistics for Alessio Sancetta

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Bernstein Approximations to the Copula Function and Portfolio Optimization	4	6	69	1,251	11	27	182	2,630
Changing Correlation and Portfolio Diversification Failure in the Presence of Large Market Losses	0	2	22	296	3	13	111	1,066
Copula Based Monte Carlo Integration in Financial Problems	4	8	40	537	10	29	111	1,180
Cost of Capital and Regulator’s Preferences: Investigation into a new method of estimating regulatory bias	0	2	8	91	3	5	28	292
Forecasting Distributions with Experts Advice	0	0	7	36	1	3	16	125
Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices	2	2	6	128	3	4	21	328
Nearest Neighbor Conditional Estimation for Harris Recurrent Markov Chains	0	2	17	56	2	6	44	91
New Test Statistics for Market Timing with Application to Emerging markets	1	5	19	199	5	15	65	555
Nonparametric Estimation of Multivariate Distributions with Given Marginals	0	1	12	425	2	5	25	959
Online Forecast Combination for Dependent Heterogeneous Data	0	4	10	56	2	9	34	125
Sample Covariance Shrinkage for High Dimensional Dependent Data	6	9	42	142	17	31	135	435
Universality of Bayesian Predictions	0	1	8	89	1	6	30	110
Total Working Papers	17	42	260	3,306	60	153	802	7,896

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Calculating hedge fund risk: the draw down and the maximum draw down	3	5	31	323	10	26	145	1,319
Changing Correlation and Equity Portfolio Diversification Failure for Linear Factor Models during Market Declines*	4	5	18	35	6	10	53	130
Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric	0	1	3	3	0	4	13	13
Molten lava meets market languor	0	0	0	8	0	1	11	73
New test statistics for market timing with applications to emerging markets hedge funds	2	3	15	66	2	5	51	195
Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: L1 and pointwise convergence theory	0	1	6	6	0	1	8	8
Online forecast combinations of distributions: Worst case bounds	0	0	1	3	0	0	11	19
Sample covariance shrinkage for high dimensional dependent data	1	2	7	7	1	3	18	18
Strong law of large numbers for pairwise positive quadrant dependent random variables	1	5	7	7	4	16	31	31
THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS	2	3	15	17	4	7	32	33
Total Journal Articles	13	25	103	475	27	73	373	1,839

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Statistics updated 2009-11-04