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 9 0 2 5 20
Adaptive Minimax Estimation over Sparse l q-Hulls 0 0 0 13 0 1 9 85
Adaptive Minimax Estimation over Sparse lq-Hulls 0 0 0 19 0 1 9 93
Asset Allocation Strategies Based On Penalized Quantile Regression 0 0 0 42 0 3 37 188
Asset Allocation Strategies Based on Penalized Quantile Regression 0 0 1 23 1 1 16 72
Cardinality versus q-Norm Constraints for Index Tracking 0 0 1 33 0 1 28 201
Cardinality versus q-Norm Constraints for Index Tracking 0 0 2 27 0 0 15 165
Differential Evolution and Combinatorial Search for Constrained Index Tracking 0 0 0 2 1 3 10 35
Differential Evolution for Multiobjective Portfolio Optimization 1 1 2 213 1 3 29 647
Differential Evolution for Multiobjective Portfolio Optimization 0 0 0 9 4 6 23 60
ESG, Risk, and (Tail) Dependence 0 0 0 47 0 2 13 132
Efficient and robust estimation for financial returns: an approach based on q-entropy 0 0 0 35 0 0 7 163
Efficient and robust estimation for financial returns: an approach based on q-entropy 0 0 0 26 0 0 9 109
Environmental, Social, Governance scores and the Missing pillar -- Why does missing information matter? 0 0 0 28 2 5 22 104
Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints 2 2 2 44 2 3 16 154
Exact and heuristic approaches for the index tracking problem with UCITS constraints 1 1 2 22 1 1 19 153
Modelling Extremal Dependence for Operational Risk by a Bipartite Graph 0 0 0 8 0 0 6 25
Modelling Extremal Dependence for Operational Risk by a Bipartite Graph 0 0 0 17 0 0 10 35
Operational–risk Dependencies and the Determination of Risk Capital 0 0 0 44 0 1 16 200
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 3 0 0 5 32
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 17 0 1 13 101
Optimization Heuristics for Determining Internal Rating Grading Scales 0 0 0 120 0 2 13 396
Recreating Banking Networks under Decreasing Fixed Costs 0 0 0 18 1 1 6 44
Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm 0 0 1 25 3 6 18 75
The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios 0 0 0 19 0 1 11 52
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 0 89 0 0 10 345
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 0 6 0 1 4 39
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 0 38 0 0 9 185
The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios 0 0 1 14 0 1 10 52
The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios 0 0 0 8 0 2 12 59
Undiversifying during Crises: Is It a Good Idea? 0 0 0 11 0 0 14 40
Total Working Papers 4 4 13 1,029 16 48 424 4,061

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 1 1 13 59
Cardinality versus q -norm constraints for index tracking 0 0 0 11 1 2 21 72
Clustering financial time series: an application to mutual funds style analysis 0 1 1 213 1 5 12 478
Constructing banking networks under decreasing costs of link formation 0 0 1 5 0 0 9 15
Constructing optimal sparse portfolios using regularization methods 0 0 2 75 0 2 26 249
Decomposing and backtesting a flexible specification for CoVaR 0 0 0 11 1 2 21 77
Default contagion and systemic risk in loan guarantee networks 1 1 1 9 3 4 17 46
Developing new portfolio strategies by aggregation 0 1 2 14 0 3 11 48
Differential evolution and combinatorial search for constrained index-tracking 0 0 1 2 1 2 15 44
Differential evolution and particle swarm optimisation in partitional clustering 0 0 0 88 0 0 7 247
Dynamic network analysis of North American financial institutions 1 1 1 2 1 1 12 27
Environmental, Social, Governance scores and the Missing pillar—Why does missing information matter? 0 0 4 6 0 8 31 57
Exact and heuristic approaches for the index tracking problem with UCITS constraints 1 1 2 8 5 6 17 39
Flexible dependence modeling of operational risk losses and its impact on total capital requirements 0 0 0 40 0 1 18 205
Market making with inventory control and order book information 0 1 3 68 0 1 16 129
Modelling extremal dependence for operational risk by a bipartite graph 0 0 0 6 0 2 9 38
Multiobjective optimization using differential evolution for real-world portfolio optimization 0 0 1 46 0 1 14 172
Network topology and systemic risk: Evidence from the Euro Stoxx market 0 0 1 17 1 1 19 91
Optimization heuristics for determining internal rating grading scales 0 1 1 24 0 3 17 122
REGULAR(IZED) HEDGE FUND CLONES 0 0 0 9 0 0 10 92
Risk minimization in multi-factor portfolios: What is the best strategy? 0 1 4 56 0 1 24 208
Robust and sparse banking network estimation 0 0 2 20 0 1 16 71
Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization 0 0 0 18 1 1 11 79
Sparse index clones via the sorted ℓ1-Norm 0 0 0 5 0 0 9 25
Sparse portfolio selection via the sorted ℓ1-Norm 0 1 2 21 2 6 32 105
Sparse precision matrices for minimum variance portfolios 0 0 0 18 0 1 13 66
Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models 0 0 0 4 0 1 6 17
Technological modelling for graphical models: an approach based on genetic algorithms 0 0 0 8 0 1 10 58
The Influence of Corporate Elites on Women on Supervisory Boards: Female Directors’ Inclusion in Germany 0 0 3 16 1 2 24 103
The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance 0 0 1 3 0 1 7 19
The optimal structure of PD buckets 0 0 0 158 0 1 15 413
Tracking hedge funds returns using sparse clones 0 0 0 9 0 1 13 61
Un-diversifying during crises: Is it a good idea? 0 0 0 5 1 2 14 48
Using differential evolution to improve the accuracy of bank rating systems 0 0 0 80 0 0 10 199
Total Journal Articles 3 9 33 1,078 20 64 519 3,779

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Statistics updated 2026-10-11