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 1 1 9 1 2 5 19
Adaptive Minimax Estimation over Sparse l q-Hulls 0 0 0 13 0 1 8 84
Adaptive Minimax Estimation over Sparse lq-Hulls 0 0 0 19 1 2 9 93
Asset Allocation Strategies Based On Penalized Quantile Regression 0 0 0 42 1 3 40 186
Asset Allocation Strategies Based on Penalized Quantile Regression 0 1 1 23 0 3 15 71
Cardinality versus q-Norm Constraints for Index Tracking 0 1 1 33 0 1 27 200
Cardinality versus q-Norm Constraints for Index Tracking 0 1 2 27 0 2 15 165
Differential Evolution and Combinatorial Search for Constrained Index Tracking 0 0 0 2 1 1 8 33
Differential Evolution for Multiobjective Portfolio Optimization 0 0 0 9 1 2 18 55
Differential Evolution for Multiobjective Portfolio Optimization 0 0 2 212 1 2 28 645
ESG, Risk, and (Tail) Dependence 0 0 0 47 0 1 12 130
Efficient and robust estimation for financial returns: an approach based on q-entropy 0 0 0 26 0 0 9 109
Efficient and robust estimation for financial returns: an approach based on q-entropy 0 0 1 35 0 0 9 163
Environmental, Social, Governance scores and the Missing pillar -- Why does missing information matter? 0 0 0 28 0 1 18 99
Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints 0 0 0 42 0 2 14 151
Exact and heuristic approaches for the index tracking problem with UCITS constraints 0 0 1 21 0 2 18 152
Modelling Extremal Dependence for Operational Risk by a Bipartite Graph 0 0 0 8 0 0 6 25
Modelling Extremal Dependence for Operational Risk by a Bipartite Graph 0 0 0 17 0 0 11 35
Operational–risk Dependencies and the Determination of Risk Capital 0 0 0 44 0 1 15 199
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 120 2 3 14 396
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 3 0 1 5 32
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 17 1 2 14 101
Recreating Banking Networks under Decreasing Fixed Costs 0 0 0 18 0 0 5 43
Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm 0 1 1 25 0 3 12 69
The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios 0 0 0 19 0 2 10 51
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 0 6 1 1 4 39
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 0 89 0 0 11 345
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 0 38 0 0 11 185
The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios 0 1 1 14 0 2 9 51
The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios 0 0 1 8 0 1 12 57
Undiversifying during Crises: Is It a Good Idea? 0 0 0 11 0 1 14 40
Total Working Papers 0 6 12 1,025 10 42 406 4,023

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 1 13 58
Cardinality versus q -norm constraints for index tracking 0 0 0 11 1 3 20 71
Clustering financial time series: an application to mutual funds style analysis 1 1 1 213 3 3 10 476
Constructing banking networks under decreasing costs of link formation 0 0 1 5 0 1 9 15
Constructing optimal sparse portfolios using regularization methods 0 0 2 75 0 3 24 247
Decomposing and backtesting a flexible specification for CoVaR 0 0 0 11 0 1 19 75
Default contagion and systemic risk in loan guarantee networks 0 0 0 8 0 2 14 42
Developing new portfolio strategies by aggregation 1 2 3 14 2 4 12 47
Differential evolution and combinatorial search for constrained index-tracking 0 0 1 2 0 2 15 42
Differential evolution and particle swarm optimisation in partitional clustering 0 0 0 88 0 0 7 247
Dynamic network analysis of North American financial institutions 0 0 0 1 0 1 11 26
Environmental, Social, Governance scores and the Missing pillar—Why does missing information matter? 0 1 5 6 6 10 33 55
Exact and heuristic approaches for the index tracking problem with UCITS constraints 0 0 1 7 0 1 13 33
Flexible dependence modeling of operational risk losses and its impact on total capital requirements 0 0 0 40 1 1 21 205
Market making with inventory control and order book information 1 1 3 68 1 1 17 129
Modelling extremal dependence for operational risk by a bipartite graph 0 0 0 6 0 0 7 36
Multiobjective optimization using differential evolution for real-world portfolio optimization 0 0 1 46 0 2 16 171
Network topology and systemic risk: Evidence from the Euro Stoxx market 0 0 1 17 0 3 18 90
Optimization heuristics for determining internal rating grading scales 0 0 0 23 2 4 16 121
REGULAR(IZED) HEDGE FUND CLONES 0 0 0 9 0 0 10 92
Risk minimization in multi-factor portfolios: What is the best strategy? 0 1 3 55 0 3 25 207
Robust and sparse banking network estimation 0 0 2 20 1 4 16 71
Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization 0 0 0 18 0 1 11 78
Sparse index clones via the sorted ℓ1-Norm 0 0 0 5 0 1 9 25
Sparse portfolio selection via the sorted ℓ1-Norm 1 1 2 21 3 6 30 102
Sparse precision matrices for minimum variance portfolios 0 0 0 18 0 1 13 65
Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models 0 0 2 4 1 1 8 17
Technological modelling for graphical models: an approach based on genetic algorithms 0 0 0 8 1 2 10 58
The Influence of Corporate Elites on Women on Supervisory Boards: Female Directors’ Inclusion in Germany 0 0 3 16 1 3 25 102
The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance 0 0 2 3 0 0 9 18
The optimal structure of PD buckets 0 0 0 158 0 1 15 412
Tracking hedge funds returns using sparse clones 0 0 0 9 0 0 13 60
Un-diversifying during crises: Is it a good idea? 0 0 0 5 1 1 16 47
Using differential evolution to improve the accuracy of bank rating systems 0 0 0 80 0 1 10 199
Total Journal Articles 4 7 33 1,073 24 68 515 3,739

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Statistics updated 2026-08-07