Access Statistics for Luisa Tibiletti

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 shortcut to sign Incremental Value-at-Risk for risk allocation 0 0 0 28 0 0 7 103
A target-based foundation for the "hard-easy effect" bias 0 0 3 160 1 9 62 1,313
Hydroassets Portfolio Management for Intraday Electricity Trading from a Discrete Time Stochastic Optimization Perspective 0 0 0 23 0 1 3 28
Total Working Papers 0 0 3 211 1 10 72 1,444


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Shortcut Way of Pricing Default Risk Through Zero‐Utility Principle 0 1 1 4 1 2 17 57
Beneficial changes in random variables via copulas: An application to insurance 0 0 0 16 0 0 7 77
Beyond Sharpe ratio: Optimal asset allocation using different performance ratios 0 0 6 413 0 0 31 1,148
Compensation of Uncertain Lost Earnings 0 0 0 6 1 1 8 42
Good and Bad News on Capital Market Return Ellipticity 0 0 0 8 4 4 9 79
How skewness influences optimal allocation in a risky asset? 0 0 0 6 1 2 11 34
Inequality Aversion and the Extended Gini in the Light of a Two-person Cake-sharing Problem 0 0 0 4 0 0 7 26
Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio 0 0 1 64 0 1 8 269
Pricing default risk premium through fear of ruin 0 0 0 14 0 0 3 52
Risk aversion in the small and Jensen inequalities 0 0 0 15 0 0 5 61
Sharpe thinking in asset ranking with one-sided measures 0 0 2 79 1 1 10 212
Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter 0 0 0 37 1 2 14 322
The paradox of tax full compliance: A solution 0 0 0 4 0 0 1 29
Upside and downside risk with a benchmark 0 0 0 59 0 0 5 204
Total Journal Articles 0 1 10 729 9 13 136 2,612


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Target-Based Foundation for the “Hard-Easy Effect” Bias 0 0 0 0 0 1 21 38
An Integrated Financial and Accounting Approach to Outstanding Debt Assessment for Lease Agreement 0 0 0 0 0 0 18 22
Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets 0 0 0 0 0 0 5 14
Total Chapters 0 0 0 0 0 1 44 74


Statistics updated 2026-08-07