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 1 8 0 0 5 14
Adaptive Minimax Estimation over Sparse l q-Hulls 0 0 1 13 0 0 1 76
Adaptive Minimax Estimation over Sparse lq-Hulls 0 0 0 19 0 0 1 84
Asset Allocation Strategies Based On Penalized Quantile Regression 0 1 3 42 0 3 8 146
Asset Allocation Strategies Based on Penalized Quantile Regression 0 0 1 22 0 1 3 56
Cardinality versus q-Norm Constraints for Index Tracking 0 0 0 32 0 0 0 173
Cardinality versus q-Norm Constraints for Index Tracking 1 1 2 25 1 1 3 149
Differential Evolution and Combinatorial Search for Constrained Index Tracking 0 0 0 2 0 0 0 25
Differential Evolution for Multiobjective Portfolio Optimization 0 0 0 210 0 0 2 616
Differential Evolution for Multiobjective Portfolio Optimization 0 0 0 9 1 1 3 37
ESG, Risk, and (Tail) Dependence 0 0 2 47 2 3 10 118
Efficient and robust estimation for financial returns: an approach based on q-entropy 0 0 1 26 0 0 1 100
Efficient and robust estimation for financial returns: an approach based on q-entropy 0 0 1 34 0 0 4 154
Environmental, Social, Governance scores and the Missing pillar -- Why does missing information matter? 1 1 1 28 1 2 6 81
Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints 0 1 2 42 1 2 4 137
Exact and heuristic approaches for the index tracking problem with UCITS constraints 0 0 1 20 0 0 3 134
Modelling Extremal Dependence for Operational Risk by a Bipartite Graph 0 0 1 8 0 0 3 19
Modelling Extremal Dependence for Operational Risk by a Bipartite Graph 0 0 0 17 0 1 1 24
Operational–risk Dependencies and the Determination of Risk Capital 0 0 1 44 0 0 1 184
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 0 0 1 382
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 17 1 1 2 87
Recreating Banking Networks under Decreasing Fixed Costs 0 0 1 18 0 2 3 37
Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm 0 0 0 24 0 0 0 56
The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios 0 0 2 19 0 0 2 41
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 1 6 0 0 5 35
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 1 1 1 89 1 1 7 334
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 1 1 1 38 1 2 2 174
The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios 0 0 1 13 0 0 3 42
The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios 0 0 1 7 0 0 3 45
Undiversifying during Crises: Is It a Good Idea? 0 0 1 11 0 0 1 26
Total Working Papers 4 6 27 1,013 9 20 89 3,613

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 1 45
Cardinality versus q -norm constraints for index tracking 0 0 3 11 0 0 4 50
Clustering financial time series: an application to mutual funds style analysis 0 2 4 212 0 2 9 466
Constructing banking networks under decreasing costs of link formation 0 0 0 4 0 0 2 6
Constructing optimal sparse portfolios using regularization methods 2 4 6 73 3 6 8 222
Decomposing and backtesting a flexible specification for CoVaR 0 0 2 11 1 2 7 56
Default contagion and systemic risk in loan guarantee networks 0 0 0 8 0 1 3 27
Developing new portfolio strategies by aggregation 0 0 4 11 1 3 10 35
Differential evolution and combinatorial search for constrained index-tracking 0 0 0 1 0 0 0 27
Differential evolution and particle swarm optimisation in partitional clustering 0 0 0 88 0 0 0 240
Dynamic network analysis of North American financial institutions 0 0 1 1 0 1 2 15
Environmental, Social, Governance scores and the Missing pillar—Why does missing information matter? 0 0 0 1 2 3 13 22
Exact and heuristic approaches for the index tracking problem with UCITS constraints 0 0 1 6 0 0 3 20
Flexible dependence modeling of operational risk losses and its impact on total capital requirements 0 0 0 40 0 1 4 184
Market making with inventory control and order book information 3 4 13 65 4 5 24 109
Modelling extremal dependence for operational risk by a bipartite graph 0 0 1 6 0 1 2 29
Multiobjective optimization using differential evolution for real-world portfolio optimization 0 0 0 45 0 0 5 155
Network topology and systemic risk: Evidence from the Euro Stoxx market 0 0 2 16 1 2 7 72
Optimization heuristics for determining internal rating grading scales 0 0 0 23 0 0 0 105
REGULAR(IZED) HEDGE FUND CLONES 0 0 1 9 0 0 2 82
Risk minimization in multi-factor portfolios: What is the best strategy? 0 0 6 52 0 1 13 182
Robust and sparse banking network estimation 0 0 1 18 0 1 3 55
Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization 0 0 0 18 0 0 2 67
Sparse index clones via the sorted ℓ1-Norm 0 0 0 5 0 0 2 15
Sparse portfolio selection via the sorted ℓ1-Norm 0 0 1 18 1 1 6 71
Sparse precision matrices for minimum variance portfolios 0 0 1 18 0 0 2 50
Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models 0 0 1 2 0 1 2 9
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 0 1 5 13 0 3 12 77
The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance 1 1 1 1 3 3 5 8
The optimal structure of PD buckets 1 5 14 158 1 6 22 396
Tracking hedge funds returns using sparse clones 0 0 0 9 0 0 2 47
Un-diversifying during crises: Is it a good idea? 0 0 1 5 0 1 3 31
Using differential evolution to improve the accuracy of bank rating systems 0 0 0 80 0 0 0 189
Total Journal Articles 7 17 69 1,039 17 45 180 3,212

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Statistics updated 2025-07-04