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 2 41 2 3 7 145
Asset Allocation Strategies Based on Penalized Quantile Regression 0 0 1 22 0 1 2 55
Cardinality versus q-Norm Constraints for Index Tracking 0 0 0 32 0 0 0 173
Cardinality versus q-Norm Constraints for Index Tracking 0 0 1 24 0 0 3 148
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 1 9 0 1 5 36
Differential Evolution for Multiobjective Portfolio Optimization 0 0 0 210 0 1 3 616
ESG, Risk, and (Tail) Dependence 0 0 2 47 0 2 9 115
Efficient and robust estimation for financial returns: an approach based on q-entropy 0 0 1 34 0 0 5 154
Efficient and robust estimation for financial returns: an approach based on q-entropy 0 0 1 26 0 0 1 100
Environmental, Social, Governance scores and the Missing pillar -- Why does missing information matter? 0 0 0 27 0 1 4 79
Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints 1 1 2 42 1 1 3 136
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 0 17 0 0 0 23
Modelling Extremal Dependence for Operational Risk by a Bipartite Graph 0 0 1 8 0 1 4 19
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 17 0 1 1 86
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 3 0 1 1 27
Recreating Banking Networks under Decreasing Fixed Costs 0 0 1 18 1 1 2 36
Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm 0 0 0 24 0 0 2 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 0 88 0 2 8 333
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 1 37 1 1 2 173
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance 0 0 2 6 0 1 7 35
The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios 0 0 1 13 0 1 3 42
The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios 0 0 1 7 0 1 3 45
Undiversifying during Crises: Is It a Good Idea? 0 0 1 11 0 0 1 26
Total Working Papers 1 2 25 1,008 5 20 90 3,598

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 1 45
Cardinality versus q -norm constraints for index tracking 0 1 3 11 0 2 5 50
Clustering financial time series: an application to mutual funds style analysis 0 0 3 210 0 0 8 464
Constructing banking networks under decreasing costs of link formation 0 0 0 4 0 0 2 6
Constructing optimal sparse portfolios using regularization methods 0 1 4 69 1 2 8 217
Decomposing and backtesting a flexible specification for CoVaR 0 0 2 11 0 2 5 54
Default contagion and systemic risk in loan guarantee networks 0 0 0 8 0 2 2 26
Developing new portfolio strategies by aggregation 0 0 4 11 1 1 8 33
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 0 1 14
Environmental, Social, Governance scores and the Missing pillar—Why does missing information matter? 0 0 0 1 1 5 12 20
Exact and heuristic approaches for the index tracking problem with UCITS constraints 0 0 1 6 0 1 3 20
Flexible dependence modeling of operational risk losses and its impact on total capital requirements 0 0 0 40 1 1 5 184
Market making with inventory control and order book information 0 2 11 61 0 6 23 104
Modelling extremal dependence for operational risk by a bipartite graph 0 1 2 6 0 1 2 28
Multiobjective optimization using differential evolution for real-world portfolio optimization 0 0 0 45 0 1 5 155
Network topology and systemic risk: Evidence from the Euro Stoxx market 0 0 2 16 0 1 5 70
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 2 7 52 1 3 18 182
Robust and sparse banking network estimation 0 1 1 18 0 1 3 54
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 2 2 15
Sparse portfolio selection via the sorted ℓ1-Norm 0 0 1 18 0 2 5 70
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 1 1 2 0 1 2 8
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 2 5 13 1 5 13 75
The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance 0 0 0 0 0 0 2 5
The optimal structure of PD buckets 1 5 11 154 1 5 19 391
Tracking hedge funds returns using sparse clones 0 0 0 9 0 1 2 47
Un-diversifying during crises: Is it a good idea? 0 0 1 5 0 0 2 30
Using differential evolution to improve the accuracy of bank rating systems 0 0 0 80 0 0 1 189
Total Journal Articles 2 16 62 1,024 8 46 170 3,175

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Statistics updated 2025-05-12