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 1 3 15
Adaptive Minimax Estimation over Sparse l q-Hulls 0 0 0 13 1 1 1 77
Adaptive Minimax Estimation over Sparse lq-Hulls 0 0 0 19 0 0 1 84
Asset Allocation Strategies Based On Penalized Quantile Regression 0 0 2 42 2 7 13 153
Asset Allocation Strategies Based on Penalized Quantile Regression 0 0 0 22 1 1 3 57
Cardinality versus q-Norm Constraints for Index Tracking 0 0 1 25 0 0 2 150
Cardinality versus q-Norm Constraints for Index Tracking 0 0 0 32 4 4 4 177
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 9 0 0 2 37
Differential Evolution for Multiobjective Portfolio Optimization 0 1 1 211 2 3 5 620
ESG, Risk, and (Tail) Dependence 0 0 1 47 0 1 9 119
Efficient and robust estimation for financial returns: an approach based on q-entropy 0 1 2 35 0 2 4 156
Efficient and robust estimation for financial returns: an approach based on q-entropy 0 0 0 26 0 0 0 100
Environmental, Social, Governance scores and the Missing pillar -- Why does missing information matter? 0 0 1 28 1 2 6 83
Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints 0 0 1 42 3 4 7 141
Exact and heuristic approaches for the index tracking problem with UCITS constraints 0 0 0 20 1 1 2 135
Modelling Extremal Dependence for Operational Risk by a Bipartite Graph 0 0 0 17 2 3 4 27
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 0 0 0 184
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 1 2 3 384
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 1 2 58
The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios 0 0 1 19 1 1 2 42
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 1 38 1 3 5 177
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 0 6 0 0 2 35
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 1 89 2 3 6 337
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 2 4 6 49
Undiversifying during Crises: Is It a Good Idea? 0 0 0 11 0 0 0 26
Total Working Papers 0 3 14 1,016 25 45 101 3,662

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 2 46
Cardinality versus q -norm constraints for index tracking 0 0 1 11 2 2 5 53
Clustering financial time series: an application to mutual funds style analysis 0 0 3 212 1 1 8 467
Constructing banking networks under decreasing costs of link formation 0 0 0 4 0 0 0 6
Constructing optimal sparse portfolios using regularization methods 1 1 6 74 5 5 13 228
Decomposing and backtesting a flexible specification for CoVaR 0 0 2 11 0 0 7 56
Default contagion and systemic risk in loan guarantee networks 0 0 0 8 1 2 6 30
Developing new portfolio strategies by aggregation 0 1 2 12 0 2 7 37
Differential evolution and combinatorial search for constrained index-tracking 0 0 0 1 1 3 3 30
Differential evolution and particle swarm optimisation in partitional clustering 0 0 0 88 2 2 2 242
Dynamic network analysis of North American financial institutions 0 0 0 1 2 2 3 17
Environmental, Social, Governance scores and the Missing pillar—Why does missing information matter? 0 1 1 2 2 6 17 28
Exact and heuristic approaches for the index tracking problem with UCITS constraints 0 0 1 6 1 3 5 23
Flexible dependence modeling of operational risk losses and its impact on total capital requirements 0 0 0 40 2 5 6 189
Market making with inventory control and order book information 0 0 7 65 3 4 20 116
Modelling extremal dependence for operational risk by a bipartite graph 0 0 1 6 1 1 3 30
Multiobjective optimization using differential evolution for real-world portfolio optimization 1 1 1 46 1 4 6 159
Network topology and systemic risk: Evidence from the Euro Stoxx market 0 0 0 16 0 0 4 72
Optimization heuristics for determining internal rating grading scales 0 0 0 23 0 0 0 105
REGULAR(IZED) HEDGE FUND CLONES 0 0 0 9 0 0 1 82
Risk minimization in multi-factor portfolios: What is the best strategy? 1 1 4 53 4 6 13 188
Robust and sparse banking network estimation 1 1 2 19 3 3 6 58
Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization 0 0 0 18 0 1 3 68
Sparse index clones via the sorted ℓ1-Norm 0 0 0 5 1 1 4 17
Sparse portfolio selection via the sorted ℓ1-Norm 0 0 2 19 0 1 6 73
Sparse precision matrices for minimum variance portfolios 0 0 0 18 1 2 5 54
Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models 0 2 3 4 0 2 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 1 3 14 1 3 11 80
The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance 0 1 2 2 0 3 9 12
The optimal structure of PD buckets 0 0 10 158 0 1 16 398
Tracking hedge funds returns using sparse clones 0 0 0 9 1 2 4 49
Un-diversifying during crises: Is it a good idea? 0 0 1 5 0 3 5 34
Using differential evolution to improve the accuracy of bank rating systems 0 0 0 80 1 1 1 190
Total Journal Articles 5 10 52 1,050 36 72 205 3,296

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Statistics updated 2025-11-08