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 0 96
A target-based foundation for the "hard-easy effect" bias 0 2 5 155 2 9 43 1,241
Hydroassets Portfolio Management for Intraday Electricity Trading from a Discrete Time Stochastic Optimization Perspective 0 0 0 23 0 0 0 25
Total Working Papers 0 2 5 206 2 9 43 1,362


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 0 3 1 1 1 39
Beneficial changes in random variables via copulas: An application to insurance 0 0 0 16 0 1 1 69
Beyond Sharpe ratio: Optimal asset allocation using different performance ratios 2 4 13 404 4 9 33 1,114
Compensation of Uncertain Lost Earnings 0 0 0 6 1 1 3 34
Good and Bad News on Capital Market Return Ellipticity 0 0 0 8 1 2 2 69
How skewness influences optimal allocation in a risky asset? 0 0 0 6 0 0 0 22
Inequality Aversion and the Extended Gini in the Light of a Two-person Cake-sharing Problem 0 0 0 4 0 0 0 19
Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio 0 0 3 63 0 0 3 261
Pricing default risk premium through fear of ruin 0 0 0 14 0 0 0 48
Risk aversion in the small and Jensen inequalities 0 0 0 15 0 0 1 56
Sharpe thinking in asset ranking with one-sided measures 0 0 1 77 0 0 5 201
Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter 0 0 0 37 0 1 1 306
The paradox of tax full compliance: A solution 0 0 0 4 0 0 0 28
Upside and downside risk with a benchmark 0 1 1 58 1 2 3 198
Total Journal Articles 2 5 18 715 8 17 53 2,464


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 6 16
An Integrated Financial and Accounting Approach to Outstanding Debt Assessment for Lease Agreement 0 0 0 0 0 0 1 4
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 1 9
Total Chapters 0 0 0 0 0 1 8 29


Statistics updated 2025-03-03