Access Statistics for Luisa Tibiletti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A shortcut to sign Incremental Value-at-Risk for risk allocation 0 0 0 0 3 4 4 4
Total Working Papers 0 0 0 0 3 4 4 4


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Shortcut Way of Pricing Default Risk Through Zero-Utility Principle 0 1 1 1 0 3 5 5
Beneficial changes in random variables via copulas: An application to insurance 0 1 5 5 0 2 10 17
Beyond Sharpe ratio: Optimal asset allocation using different performance ratios 6 17 57 57 13 31 121 121
Compensation of Uncertain Lost Earnings 0 0 2 2 0 1 6 6
Good and Bad News on Capital Market Return Ellipticity 1 2 2 2 3 5 5 5
Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio 0 3 14 14 3 11 39 39
Pricing default risk premium through fear of ruin 0 0 5 7 0 2 10 23
Risk aversion in the small and Jensen inequalities 2 3 4 4 2 4 9 9
Sharpe thinking in asset ranking with one-sided measures 0 0 5 14 0 4 17 43
The paradox of tax full compliance: A solution 0 0 1 1 0 1 6 11
Upside and downside risk with a benchmark 0 1 7 18 1 5 33 74
Total Journal Articles 9 28 103 125 22 69 261 353


Statistics updated 2009-11-04