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 3 4 4 80
Adaptive Minimax Estimation over Sparse lq-Hulls 0 0 0 19 1 3 3 87
Asset Allocation Strategies Based On Penalized Quantile Regression 0 0 2 42 3 7 16 158
Asset Allocation Strategies Based on Penalized Quantile Regression 0 0 0 22 1 3 5 59
Cardinality versus q-Norm Constraints for Index Tracking 0 1 2 26 2 5 7 155
Cardinality versus q-Norm Constraints for Index Tracking 0 0 0 32 1 16 16 189
Differential Evolution and Combinatorial Search for Constrained Index Tracking 0 0 0 2 1 1 1 26
Differential Evolution for Multiobjective Portfolio Optimization 0 0 0 9 7 9 11 46
Differential Evolution for Multiobjective Portfolio Optimization 1 1 2 212 7 9 12 627
ESG, Risk, and (Tail) Dependence 0 0 1 47 2 3 11 122
Efficient and robust estimation for financial returns: an approach based on q-entropy 0 0 0 26 4 4 4 104
Efficient and robust estimation for financial returns: an approach based on q-entropy 0 0 1 35 0 2 5 158
Environmental, Social, Governance scores and the Missing pillar -- Why does missing information matter? 0 0 1 28 4 6 10 88
Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints 0 0 1 42 0 3 6 141
Exact and heuristic approaches for the index tracking problem with UCITS constraints 0 1 1 21 1 4 4 138
Modelling Extremal Dependence for Operational Risk by a Bipartite Graph 0 0 0 17 1 5 7 30
Modelling Extremal Dependence for Operational Risk by a Bipartite Graph 0 0 0 8 2 2 3 21
Operational–risk Dependencies and the Determination of Risk Capital 0 0 0 44 6 7 7 191
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 3 2 2 3 29
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 120 0 4 6 387
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 17 4 4 7 92
Recreating Banking Networks under Decreasing Fixed Costs 0 0 0 18 1 1 4 39
Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm 0 0 0 24 1 3 4 60
The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios 0 0 1 19 0 2 3 43
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 0 6 1 1 2 36
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 1 89 3 5 9 340
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 1 38 1 3 7 179
The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios 0 0 0 13 1 1 2 43
The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios 0 0 1 8 4 6 9 53
Undiversifying during Crises: Is It a Good Idea? 0 0 0 11 2 5 5 31
Total Working Papers 1 3 15 1,019 66 130 195 3,767

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 2 2 4 48
Cardinality versus q -norm constraints for index tracking 0 0 1 11 3 7 10 58
Clustering financial time series: an application to mutual funds style analysis 0 0 2 212 1 2 4 468
Constructing banking networks under decreasing costs of link formation 1 1 1 5 3 3 3 9
Constructing optimal sparse portfolios using regularization methods 1 2 7 75 1 8 16 231
Decomposing and backtesting a flexible specification for CoVaR 0 0 1 11 2 5 10 61
Default contagion and systemic risk in loan guarantee networks 0 0 0 8 0 3 8 32
Developing new portfolio strategies by aggregation 0 0 1 12 1 3 8 40
Differential evolution and combinatorial search for constrained index-tracking 0 0 0 1 4 6 8 35
Differential evolution and particle swarm optimisation in partitional clustering 0 0 0 88 1 4 4 244
Dynamic network analysis of North American financial institutions 0 0 0 1 1 3 4 18
Environmental, Social, Governance scores and the Missing pillar—Why does missing information matter? 0 1 2 3 6 9 21 35
Exact and heuristic approaches for the index tracking problem with UCITS constraints 0 0 1 6 0 3 7 25
Flexible dependence modeling of operational risk losses and its impact on total capital requirements 0 0 0 40 1 3 7 190
Market making with inventory control and order book information 0 1 7 66 2 8 23 121
Modelling extremal dependence for operational risk by a bipartite graph 0 0 1 6 0 2 4 31
Multiobjective optimization using differential evolution for real-world portfolio optimization 0 1 1 46 2 4 8 162
Network topology and systemic risk: Evidence from the Euro Stoxx market 0 1 1 17 2 3 7 75
Optimization heuristics for determining internal rating grading scales 0 0 0 23 0 3 3 108
REGULAR(IZED) HEDGE FUND CLONES 0 0 0 9 1 1 1 83
Risk minimization in multi-factor portfolios: What is the best strategy? 0 1 4 53 2 7 15 191
Robust and sparse banking network estimation 0 2 3 20 1 5 8 60
Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization 0 0 0 18 1 3 5 71
Sparse index clones via the sorted ℓ1-Norm 0 0 0 5 1 3 6 19
Sparse portfolio selection via the sorted ℓ1-Norm 0 0 1 19 3 5 10 78
Sparse precision matrices for minimum variance portfolios 0 0 0 18 2 5 8 58
Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models 0 0 3 4 0 0 4 11
Technological modelling for graphical models: an approach based on genetic algorithms 0 0 0 8 2 2 2 50
The Influence of Corporate Elites on Women on Supervisory Boards: Female Directors’ Inclusion in Germany 0 2 4 15 1 5 15 84
The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance 1 1 3 3 2 3 11 15
The optimal structure of PD buckets 0 0 9 158 1 2 14 400
Tracking hedge funds returns using sparse clones 0 0 0 9 3 6 9 54
Un-diversifying during crises: Is it a good idea? 0 0 0 5 0 2 6 36
Using differential evolution to improve the accuracy of bank rating systems 0 0 0 80 0 2 2 191
Total Journal Articles 3 13 53 1,058 52 132 275 3,392

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09