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 1 1 8 104
A target-based foundation for the "hard-easy effect" bias 0 0 2 160 4 11 63 1,317
Hydroassets Portfolio Management for Intraday Electricity Trading from a Discrete Time Stochastic Optimization Perspective 0 0 0 23 1 2 4 29
Total Working Papers 0 0 2 211 6 14 75 1,450


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 0 1 4 0 1 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 1 1 7 414 1 1 31 1,149
Compensation of Uncertain Lost Earnings 0 0 0 6 0 1 8 42
Good and Bad News on Capital Market Return Ellipticity 0 0 0 8 1 5 10 80
How skewness influences optimal allocation in a risky asset? 0 0 0 6 1 2 12 35
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 7 269
Pricing default risk premium through fear of ruin 0 0 0 14 1 1 4 53
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 0 1 9 212
Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter 0 0 0 37 1 3 15 323
The paradox of tax full compliance: A solution 0 0 0 4 2 2 3 31
Upside and downside risk with a benchmark 0 0 0 59 1 1 5 205
Total Journal Articles 1 1 11 730 8 19 140 2,620


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 1 1 22 39
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 1 1 45 75


Statistics updated 2026-09-10