Access Statistics for Alessio Sancetta

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
Bernstein Approximations to the Copula Function and Portfolio Optimization 0 0 1 1,431 4 5 14 3,247
Changing Correlation and Portfolio Diversification Failure in the Presence of Large Market Losses 0 0 0 328 3 4 4 1,262
Copula Based Monte Carlo Integration in Financial Problems 0 0 1 713 2 4 29 1,778
Cost of Capital and Regulator’s Preferences: Investigation into a new method of estimating regulatory bias 0 0 0 107 0 3 3 375
Forecasting Distributions with Experts Advice 0 0 0 56 1 1 2 269
Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices 0 0 0 159 5 6 7 502
Nearest Neighbor Conditional Estimation for Harris Recurrent Markov Chains 0 0 0 77 0 0 3 188
New Test Statistics for Market Timing with Application to Emerging markets 0 0 0 236 0 1 1 739
Nonparametric Estimation of Multivariate Distributions with Given Marginals 0 0 1 478 2 2 4 1,099
Online Forecast Combination for Dependent Heterogeneous Data 0 0 1 83 2 3 5 218
Sample Covariance Shrinkage for High Dimensional Dependent Data 0 0 0 249 0 1 1 811
Universality of Bayesian Predictions 0 0 0 113 1 1 1 215
Total Working Papers 0 0 4 4,030 20 31 74 10,703

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bootstrap model selection for possibly dependent and heterogeneous data 0 0 0 11 0 2 2 40
Calculating hedge fund risk: the draw down and the maximum draw down 0 0 0 360 1 1 1 1,551
Changing Correlation and Equity Portfolio Diversification Failure for Linear Factor Models during Market Declines* 0 0 1 61 2 5 8 241
Conditional estimation for dependent functional data 0 0 0 16 0 3 3 50
Consistent estimation of a general nonparametric regression function in time series 0 0 0 39 0 2 4 94
Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric 0 0 0 13 0 1 2 52
Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions 0 0 0 22 0 2 2 72
Molten lava meets market languor 0 0 0 15 0 0 0 105
Nearest neighbor conditional estimation for Harris recurrent Markov chains 0 0 0 6 2 2 5 41
New test statistics for market timing with applications to emerging markets hedge funds 0 0 0 77 4 5 5 298
Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: L1 and pointwise convergence theory 0 0 0 17 0 1 2 65
Online forecast combinations of distributions: Worst case bounds 0 0 0 18 2 2 2 94
RECURSIVE FORECAST COMBINATION FOR DEPENDENT HETEROGENEOUS DATA 0 0 2 28 0 0 2 66
Sample covariance shrinkage for high dimensional dependent data 0 0 0 21 0 1 2 77
Strong law of large numbers for pairwise positive quadrant dependent random variables 0 0 0 30 0 0 0 117
THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS 0 0 2 183 2 3 10 437
Weak conditions for shrinking multivariate nonparametric density estimators 0 0 0 3 1 3 3 25
Total Journal Articles 0 0 5 920 14 33 53 3,425

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Statistics updated 2026-01-09