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 1 1 1 9 1 3 4 18
Adaptive Minimax Estimation over Sparse l q-Hulls 0 0 0 13 1 1 8 84
Adaptive Minimax Estimation over Sparse lq-Hulls 0 0 0 19 1 2 8 92
Asset Allocation Strategies Based On Penalized Quantile Regression 0 0 0 42 1 10 38 184
Asset Allocation Strategies Based on Penalized Quantile Regression 1 1 1 23 2 6 14 70
Cardinality versus q-Norm Constraints for Index Tracking 1 1 3 27 2 5 17 165
Cardinality versus q-Norm Constraints for Index Tracking 0 0 0 32 0 4 26 199
Differential Evolution and Combinatorial Search for Constrained Index Tracking 0 0 0 2 0 2 7 32
Differential Evolution for Multiobjective Portfolio Optimization 0 0 0 9 1 6 18 54
Differential Evolution for Multiobjective Portfolio Optimization 0 0 2 212 1 6 28 644
ESG, Risk, and (Tail) Dependence 0 0 0 47 0 3 13 129
Efficient and robust estimation for financial returns: an approach based on q-entropy 0 0 1 35 0 2 9 163
Efficient and robust estimation for financial returns: an approach based on q-entropy 0 0 0 26 0 2 9 109
Environmental, Social, Governance scores and the Missing pillar -- Why does missing information matter? 0 0 1 28 0 4 18 98
Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints 0 0 0 42 2 7 15 151
Exact and heuristic approaches for the index tracking problem with UCITS constraints 0 0 1 21 2 9 18 152
Modelling Extremal Dependence for Operational Risk by a Bipartite Graph 0 0 0 17 0 1 11 35
Modelling Extremal Dependence for Operational Risk by a Bipartite Graph 0 0 0 8 0 0 6 25
Operational–risk Dependencies and the Determination of Risk Capital 0 0 0 44 0 2 14 198
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 120 0 2 11 393
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 3 0 1 4 31
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 17 1 4 14 100
Recreating Banking Networks under Decreasing Fixed Costs 0 0 0 18 0 0 6 43
Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm 1 1 1 25 1 2 11 67
The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios 0 0 0 19 1 1 9 50
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 1 89 0 1 12 345
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 1 38 0 3 12 185
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 0 6 0 0 3 38
The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios 1 1 1 14 1 2 8 50
The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios 0 0 1 8 1 2 12 57
Undiversifying during Crises: Is It a Good Idea? 0 0 0 11 1 3 14 40
Total Working Papers 5 5 15 1,024 20 96 397 4,001

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 5 12 57
Cardinality versus q -norm constraints for index tracking 0 0 0 11 2 4 20 70
Clustering financial time series: an application to mutual funds style analysis 0 0 0 212 0 3 7 473
Constructing banking networks under decreasing costs of link formation 0 0 1 5 1 2 9 15
Constructing optimal sparse portfolios using regularization methods 0 0 4 75 1 4 26 245
Decomposing and backtesting a flexible specification for CoVaR 0 0 0 11 0 5 19 74
Default contagion and systemic risk in loan guarantee networks 0 0 0 8 1 5 14 41
Developing new portfolio strategies by aggregation 0 0 1 12 0 1 9 43
Differential evolution and combinatorial search for constrained index-tracking 0 1 1 2 2 3 15 42
Differential evolution and particle swarm optimisation in partitional clustering 0 0 0 88 0 2 7 247
Dynamic network analysis of North American financial institutions 0 0 0 1 1 4 11 26
Environmental, Social, Governance scores and the Missing pillar—Why does missing information matter? 0 1 4 5 1 7 26 46
Exact and heuristic approaches for the index tracking problem with UCITS constraints 0 0 1 7 1 4 13 33
Flexible dependence modeling of operational risk losses and its impact on total capital requirements 0 0 0 40 0 7 20 204
Market making with inventory control and order book information 0 0 5 67 0 4 23 128
Modelling extremal dependence for operational risk by a bipartite graph 0 0 0 6 0 2 7 36
Multiobjective optimization using differential evolution for real-world portfolio optimization 0 0 1 46 1 3 15 170
Network topology and systemic risk: Evidence from the Euro Stoxx market 0 0 1 17 3 8 19 90
Optimization heuristics for determining internal rating grading scales 0 0 0 23 1 3 13 118
REGULAR(IZED) HEDGE FUND CLONES 0 0 0 9 0 4 10 92
Risk minimization in multi-factor portfolios: What is the best strategy? 1 1 3 55 3 10 25 207
Robust and sparse banking network estimation 0 0 2 20 1 1 13 68
Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization 0 0 0 18 1 4 11 78
Sparse index clones via the sorted ℓ1-Norm 0 0 0 5 1 2 10 25
Sparse portfolio selection via the sorted ℓ1-Norm 0 1 2 20 1 14 27 97
Sparse precision matrices for minimum variance portfolios 0 0 0 18 0 4 14 64
Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models 0 0 2 4 0 2 7 16
Technological modelling for graphical models: an approach based on genetic algorithms 0 0 0 8 1 3 9 57
The Influence of Corporate Elites on Women on Supervisory Boards: Female Directors’ Inclusion in Germany 0 0 3 16 2 10 24 101
The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance 0 0 3 3 0 1 13 18
The optimal structure of PD buckets 0 0 1 158 1 7 17 412
Tracking hedge funds returns using sparse clones 0 0 0 9 0 3 13 60
Un-diversifying during crises: Is it a good idea? 0 0 0 5 0 2 15 46
Using differential evolution to improve the accuracy of bank rating systems 0 0 0 80 1 3 10 199
Total Journal Articles 1 4 35 1,067 27 146 503 3,698

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Statistics updated 2026-06-04