Access Statistics for Sandra Paterlini

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 generalized precision matrix for t-Student distributions in portfolio optimization 0 0 0 8 0 0 1 15
Adaptive Minimax Estimation over Sparse l q-Hulls 0 0 0 13 3 6 7 83
Adaptive Minimax Estimation over Sparse lq-Hulls 0 0 0 19 2 5 5 89
Asset Allocation Strategies Based On Penalized Quantile Regression 0 0 2 42 12 17 28 170
Asset Allocation Strategies Based on Penalized Quantile Regression 0 0 0 22 4 6 9 63
Cardinality versus q-Norm Constraints for Index Tracking 0 0 0 32 3 15 19 192
Cardinality versus q-Norm Constraints for Index Tracking 0 1 2 26 5 10 12 160
Differential Evolution and Combinatorial Search for Constrained Index Tracking 0 0 0 2 4 5 5 30
Differential Evolution for Multiobjective Portfolio Optimization 0 0 0 9 2 11 13 48
Differential Evolution for Multiobjective Portfolio Optimization 0 1 2 212 9 16 21 636
ESG, Risk, and (Tail) Dependence 0 0 0 47 1 4 10 123
Efficient and robust estimation for financial returns: an approach based on q-entropy 0 0 0 26 2 6 6 106
Efficient and robust estimation for financial returns: an approach based on q-entropy 0 0 1 35 2 4 6 160
Environmental, Social, Governance scores and the Missing pillar -- Why does missing information matter? 0 0 1 28 4 9 14 92
Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints 0 0 1 42 2 2 8 143
Exact and heuristic approaches for the index tracking problem with UCITS constraints 0 1 1 21 4 7 8 142
Modelling Extremal Dependence for Operational Risk by a Bipartite Graph 0 0 0 17 3 6 10 33
Modelling Extremal Dependence for Operational Risk by a Bipartite Graph 0 0 0 8 3 5 6 24
Operational–risk Dependencies and the Determination of Risk Capital 0 0 0 44 5 12 12 196
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 3 1 3 4 30
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 120 4 7 9 391
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 17 4 8 11 96
Recreating Banking Networks under Decreasing Fixed Costs 0 0 0 18 3 4 7 42
Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm 0 0 0 24 4 6 8 64
The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios 0 0 0 19 5 6 7 48
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 0 6 2 3 4 38
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 1 38 3 5 10 182
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 1 89 3 6 12 343
The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios 0 0 0 13 5 6 7 48
The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios 0 0 1 8 2 6 11 55
Undiversifying during Crises: Is It a Good Idea? 0 0 0 11 1 6 6 32
Total Working Papers 0 3 13 1,019 107 212 296 3,874

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset allocation strategies based on penalized quantile regression 0 0 0 3 4 6 8 52
Cardinality versus q -norm constraints for index tracking 0 0 1 11 6 11 16 64
Clustering financial time series: an application to mutual funds style analysis 0 0 2 212 1 2 5 469
Constructing banking networks under decreasing costs of link formation 0 1 1 5 4 7 7 13
Constructing optimal sparse portfolios using regularization methods 0 1 7 75 5 8 21 236
Decomposing and backtesting a flexible specification for CoVaR 0 0 0 11 7 12 16 68
Default contagion and systemic risk in loan guarantee networks 0 0 0 8 3 5 11 35
Developing new portfolio strategies by aggregation 0 0 1 12 2 5 10 42
Differential evolution and combinatorial search for constrained index-tracking 0 0 0 1 3 8 11 38
Differential evolution and particle swarm optimisation in partitional clustering 0 0 0 88 1 3 5 245
Dynamic network analysis of North American financial institutions 0 0 0 1 3 4 7 21
Environmental, Social, Governance scores and the Missing pillar—Why does missing information matter? 0 1 2 3 2 9 22 37
Exact and heuristic approaches for the index tracking problem with UCITS constraints 0 0 0 6 2 4 8 27
Flexible dependence modeling of operational risk losses and its impact on total capital requirements 0 0 0 40 4 5 11 194
Market making with inventory control and order book information 0 1 7 66 2 7 25 123
Modelling extremal dependence for operational risk by a bipartite graph 0 0 1 6 2 3 6 33
Multiobjective optimization using differential evolution for real-world portfolio optimization 0 0 1 46 5 8 13 167
Network topology and systemic risk: Evidence from the Euro Stoxx market 0 1 1 17 3 6 9 78
Optimization heuristics for determining internal rating grading scales 0 0 0 23 3 6 6 111
REGULAR(IZED) HEDGE FUND CLONES 0 0 0 9 4 5 5 87
Risk minimization in multi-factor portfolios: What is the best strategy? 0 0 3 53 5 8 17 196
Robust and sparse banking network estimation 0 1 3 20 5 7 12 65
Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization 0 0 0 18 2 5 6 73
Sparse index clones via the sorted ℓ1-Norm 0 0 0 5 2 4 8 21
Sparse portfolio selection via the sorted ℓ1-Norm 0 0 1 19 5 10 15 83
Sparse precision matrices for minimum variance portfolios 0 0 0 18 2 6 10 60
Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models 0 0 3 4 3 3 7 14
Technological modelling for graphical models: an approach based on genetic algorithms 0 0 0 8 3 5 5 53
The Influence of Corporate Elites on Women on Supervisory Boards: Female Directors’ Inclusion in Germany 1 2 5 16 7 11 21 91
The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance 0 1 3 3 2 5 12 17
The optimal structure of PD buckets 0 0 9 158 4 6 18 404
Tracking hedge funds returns using sparse clones 0 0 0 9 2 7 10 56
Un-diversifying during crises: Is it a good idea? 0 0 0 5 4 6 10 40
Using differential evolution to improve the accuracy of bank rating systems 0 0 0 80 1 2 3 192
Total Journal Articles 1 9 51 1,059 113 209 376 3,505

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Statistics updated 2026-02-12