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 3 4 5 101
A target-based foundation for the "hard-easy effect" bias 0 1 5 160 4 19 44 1,285
Hydroassets Portfolio Management for Intraday Electricity Trading from a Discrete Time Stochastic Optimization Perspective 0 0 0 23 0 1 2 27
Total Working Papers 0 1 5 211 7 24 51 1,413


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 0 8 10 49
Beneficial changes in random variables via copulas: An application to insurance 0 0 0 16 0 5 6 75
Beyond Sharpe ratio: Optimal asset allocation using different performance ratios 3 4 8 412 6 18 32 1,146
Compensation of Uncertain Lost Earnings 0 0 0 6 3 5 6 40
Good and Bad News on Capital Market Return Ellipticity 0 0 0 8 0 3 5 74
How skewness influences optimal allocation in a risky asset? 0 0 0 6 1 7 8 30
Inequality Aversion and the Extended Gini in the Light of a Two-person Cake-sharing Problem 0 0 0 4 0 4 4 23
Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio 0 0 1 64 0 2 6 267
Pricing default risk premium through fear of ruin 0 0 0 14 0 2 4 52
Risk aversion in the small and Jensen inequalities 0 0 0 15 0 3 4 60
Sharpe thinking in asset ranking with one-sided measures 0 0 0 77 1 5 7 208
Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter 0 0 0 37 1 8 12 318
The paradox of tax full compliance: A solution 0 0 0 4 0 1 1 29
Upside and downside risk with a benchmark 0 0 1 59 0 3 5 203
Total Journal Articles 3 4 10 725 12 74 110 2,574


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 2 9 16 32
An Integrated Financial and Accounting Approach to Outstanding Debt Assessment for Lease Agreement 0 0 0 0 0 15 15 19
Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets 0 0 0 0 1 3 3 12
Total Chapters 0 0 0 0 3 27 34 63


Statistics updated 2026-03-04