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 2 15
Adaptive Minimax Estimation over Sparse l q-Hulls 0 0 0 13 0 1 1 77
Adaptive Minimax Estimation over Sparse lq-Hulls 0 0 0 19 2 2 3 86
Asset Allocation Strategies Based On Penalized Quantile Regression 0 0 2 42 2 8 14 155
Asset Allocation Strategies Based on Penalized Quantile Regression 0 0 0 22 1 2 4 58
Cardinality versus q-Norm Constraints for Index Tracking 0 0 0 32 11 15 15 188
Cardinality versus q-Norm Constraints for Index Tracking 1 1 2 26 3 3 5 153
Differential Evolution and Combinatorial Search for Constrained Index Tracking 0 0 0 2 0 0 0 25
Differential Evolution for Multiobjective Portfolio Optimization 0 1 1 211 0 3 5 620
Differential Evolution for Multiobjective Portfolio Optimization 0 0 0 9 2 2 4 39
ESG, Risk, and (Tail) Dependence 0 0 1 47 1 1 9 120
Efficient and robust estimation for financial returns: an approach based on q-entropy 0 0 0 26 0 0 0 100
Efficient and robust estimation for financial returns: an approach based on q-entropy 0 1 1 35 2 4 5 158
Environmental, Social, Governance scores and the Missing pillar -- Why does missing information matter? 0 0 1 28 1 2 6 84
Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints 0 0 1 42 0 4 6 141
Exact and heuristic approaches for the index tracking problem with UCITS constraints 1 1 1 21 2 3 3 137
Modelling Extremal Dependence for Operational Risk by a Bipartite Graph 0 0 0 17 2 4 6 29
Modelling Extremal Dependence for Operational Risk by a Bipartite Graph 0 0 0 8 0 0 1 19
Operational–risk Dependencies and the Determination of Risk Capital 0 0 0 44 1 1 1 185
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 3 0 0 1 27
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 120 3 5 6 387
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 17 0 1 3 88
Recreating Banking Networks under Decreasing Fixed Costs 0 0 0 18 0 0 3 38
Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm 0 0 0 24 1 2 3 59
The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios 0 0 1 19 1 2 3 43
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 1 38 1 3 6 178
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 1 89 0 2 6 337
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 0 6 0 0 2 35
The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios 0 0 0 13 0 0 1 42
The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios 0 1 1 8 0 4 5 49
Undiversifying during Crises: Is It a Good Idea? 0 0 0 11 3 3 3 29
Total Working Papers 2 5 14 1,018 39 77 132 3,701

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 0 0 2 46
Cardinality versus q -norm constraints for index tracking 0 0 1 11 2 4 7 55
Clustering financial time series: an application to mutual funds style analysis 0 0 3 212 0 1 7 467
Constructing banking networks under decreasing costs of link formation 0 0 0 4 0 0 0 6
Constructing optimal sparse portfolios using regularization methods 0 1 6 74 2 7 15 230
Decomposing and backtesting a flexible specification for CoVaR 0 0 1 11 3 3 8 59
Default contagion and systemic risk in loan guarantee networks 0 0 0 8 2 4 8 32
Developing new portfolio strategies by aggregation 0 1 1 12 2 4 7 39
Differential evolution and combinatorial search for constrained index-tracking 0 0 0 1 1 4 4 31
Differential evolution and particle swarm optimisation in partitional clustering 0 0 0 88 1 3 3 243
Dynamic network analysis of North American financial institutions 0 0 0 1 0 2 3 17
Environmental, Social, Governance scores and the Missing pillar—Why does missing information matter? 1 2 2 3 1 6 17 29
Exact and heuristic approaches for the index tracking problem with UCITS constraints 0 0 1 6 2 4 7 25
Flexible dependence modeling of operational risk losses and its impact on total capital requirements 0 0 0 40 0 3 6 189
Market making with inventory control and order book information 1 1 7 66 3 7 21 119
Modelling extremal dependence for operational risk by a bipartite graph 0 0 1 6 1 2 4 31
Multiobjective optimization using differential evolution for real-world portfolio optimization 0 1 1 46 1 4 6 160
Network topology and systemic risk: Evidence from the Euro Stoxx market 1 1 1 17 1 1 5 73
Optimization heuristics for determining internal rating grading scales 0 0 0 23 3 3 3 108
REGULAR(IZED) HEDGE FUND CLONES 0 0 0 9 0 0 1 82
Risk minimization in multi-factor portfolios: What is the best strategy? 0 1 4 53 1 6 14 189
Robust and sparse banking network estimation 1 2 3 20 1 4 7 59
Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization 0 0 0 18 2 2 4 70
Sparse index clones via the sorted ℓ1-Norm 0 0 0 5 1 2 5 18
Sparse portfolio selection via the sorted ℓ1-Norm 0 0 1 19 2 2 7 75
Sparse precision matrices for minimum variance portfolios 0 0 0 18 2 4 6 56
Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models 0 1 3 4 0 1 4 11
Technological modelling for graphical models: an approach based on genetic algorithms 0 0 0 8 0 0 0 48
The Influence of Corporate Elites on Women on Supervisory Boards: Female Directors’ Inclusion in Germany 1 2 4 15 3 5 14 83
The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance 0 1 2 2 1 3 9 13
The optimal structure of PD buckets 0 0 9 158 1 1 14 399
Tracking hedge funds returns using sparse clones 0 0 0 9 2 4 6 51
Un-diversifying during crises: Is it a good idea? 0 0 0 5 2 3 6 36
Using differential evolution to improve the accuracy of bank rating systems 0 0 0 80 1 2 2 191
Total Journal Articles 5 14 51 1,055 44 101 232 3,340

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Statistics updated 2025-12-06