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 2 2 3 17
Adaptive Minimax Estimation over Sparse l q-Hulls 0 0 0 13 0 0 7 83
Adaptive Minimax Estimation over Sparse lq-Hulls 0 0 0 19 0 2 7 91
Asset Allocation Strategies Based On Penalized Quantile Regression 0 0 1 42 7 13 38 183
Asset Allocation Strategies Based on Penalized Quantile Regression 0 0 0 22 3 5 13 68
Cardinality versus q-Norm Constraints for Index Tracking 0 0 0 32 2 7 26 199
Cardinality versus q-Norm Constraints for Index Tracking 0 0 2 26 0 3 15 163
Differential Evolution and Combinatorial Search for Constrained Index Tracking 0 0 0 2 1 2 7 32
Differential Evolution for Multiobjective Portfolio Optimization 0 0 2 212 3 7 27 643
Differential Evolution for Multiobjective Portfolio Optimization 0 0 0 9 4 5 17 53
ESG, Risk, and (Tail) Dependence 0 0 0 47 2 6 14 129
Efficient and robust estimation for financial returns: an approach based on q-entropy 0 0 1 35 2 3 9 163
Efficient and robust estimation for financial returns: an approach based on q-entropy 0 0 0 26 2 3 9 109
Environmental, Social, Governance scores and the Missing pillar -- Why does missing information matter? 0 0 1 28 2 6 19 98
Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints 0 0 0 42 3 6 13 149
Exact and heuristic approaches for the index tracking problem with UCITS constraints 0 0 1 21 5 8 16 150
Modelling Extremal Dependence for Operational Risk by a Bipartite Graph 0 0 0 17 1 2 12 35
Modelling Extremal Dependence for Operational Risk by a Bipartite Graph 0 0 0 8 0 1 6 25
Operational–risk Dependencies and the Determination of Risk Capital 0 0 0 44 2 2 14 198
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 120 1 2 11 393
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 3 1 1 4 31
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 17 2 3 13 99
Recreating Banking Networks under Decreasing Fixed Costs 0 0 0 18 0 1 7 43
Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm 0 0 0 24 1 2 10 66
The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios 0 0 0 19 0 1 8 49
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 1 89 0 2 12 345
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 0 6 0 0 3 38
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 1 38 2 3 12 185
The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios 0 0 0 13 1 1 7 49
The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios 0 0 1 8 1 1 11 56
Undiversifying during Crises: Is It a Good Idea? 0 0 0 11 1 7 13 39
Total Working Papers 0 0 11 1,019 51 107 383 3,981

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 4 5 12 57
Cardinality versus q -norm constraints for index tracking 0 0 0 11 0 4 18 68
Clustering financial time series: an application to mutual funds style analysis 0 0 2 212 3 4 9 473
Constructing banking networks under decreasing costs of link formation 0 0 1 5 1 1 8 14
Constructing optimal sparse portfolios using regularization methods 0 0 6 75 2 8 27 244
Decomposing and backtesting a flexible specification for CoVaR 0 0 0 11 5 6 20 74
Default contagion and systemic risk in loan guarantee networks 0 0 0 8 3 5 14 40
Developing new portfolio strategies by aggregation 0 0 1 12 1 1 10 43
Differential evolution and combinatorial search for constrained index-tracking 0 1 1 2 0 2 13 40
Differential evolution and particle swarm optimisation in partitional clustering 0 0 0 88 2 2 7 247
Dynamic network analysis of North American financial institutions 0 0 0 1 3 4 11 25
Environmental, Social, Governance scores and the Missing pillar—Why does missing information matter? 0 2 4 5 2 8 25 45
Exact and heuristic approaches for the index tracking problem with UCITS constraints 0 1 1 7 3 5 12 32
Flexible dependence modeling of operational risk losses and its impact on total capital requirements 0 0 0 40 6 10 20 204
Market making with inventory control and order book information 0 1 6 67 2 5 24 128
Modelling extremal dependence for operational risk by a bipartite graph 0 0 0 6 1 3 8 36
Multiobjective optimization using differential evolution for real-world portfolio optimization 0 0 1 46 2 2 14 169
Network topology and systemic risk: Evidence from the Euro Stoxx market 0 0 1 17 3 9 17 87
Optimization heuristics for determining internal rating grading scales 0 0 0 23 2 6 12 117
REGULAR(IZED) HEDGE FUND CLONES 0 0 0 9 1 5 10 92
Risk minimization in multi-factor portfolios: What is the best strategy? 0 1 2 54 3 8 22 204
Robust and sparse banking network estimation 0 0 2 20 0 2 13 67
Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization 0 0 0 18 1 4 10 77
Sparse index clones via the sorted ℓ1-Norm 0 0 0 5 1 3 9 24
Sparse portfolio selection via the sorted ℓ1-Norm 0 1 2 20 6 13 26 96
Sparse precision matrices for minimum variance portfolios 0 0 0 18 2 4 14 64
Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models 0 0 2 4 2 2 8 16
Technological modelling for graphical models: an approach based on genetic algorithms 0 0 0 8 2 3 8 56
The Influence of Corporate Elites on Women on Supervisory Boards: Female Directors’ Inclusion in Germany 0 0 3 16 8 8 24 99
The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance 0 0 3 3 1 1 13 18
The optimal structure of PD buckets 0 0 4 158 4 7 20 411
Tracking hedge funds returns using sparse clones 0 0 0 9 2 4 13 60
Un-diversifying during crises: Is it a good idea? 0 0 0 5 0 6 16 46
Using differential evolution to improve the accuracy of bank rating systems 0 0 0 80 2 6 9 198
Total Journal Articles 0 7 42 1,066 80 166 496 3,671

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Statistics updated 2026-05-06