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 2 2 98
A target-based foundation for the "hard-easy effect" bias 0 1 5 159 7 16 37 1,273
Hydroassets Portfolio Management for Intraday Electricity Trading from a Discrete Time Stochastic Optimization Perspective 0 0 0 23 0 1 1 26
Total Working Papers 0 1 5 210 8 19 40 1,397


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 2 2 5 43
Beneficial changes in random variables via copulas: An application to insurance 0 0 0 16 3 3 5 73
Beyond Sharpe ratio: Optimal asset allocation using different performance ratios 0 1 7 408 5 14 26 1,133
Compensation of Uncertain Lost Earnings 0 0 0 6 0 1 2 35
Good and Bad News on Capital Market Return Ellipticity 0 0 0 8 1 2 4 72
How skewness influences optimal allocation in a risky asset? 0 0 0 6 3 3 4 26
Inequality Aversion and the Extended Gini in the Light of a Two-person Cake-sharing Problem 0 0 0 4 1 1 1 20
Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio 0 1 1 64 0 3 4 265
Pricing default risk premium through fear of ruin 0 0 0 14 0 1 2 50
Risk aversion in the small and Jensen inequalities 0 0 0 15 3 4 4 60
Sharpe thinking in asset ranking with one-sided measures 0 0 0 77 1 1 3 204
Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter 0 0 0 37 2 4 6 312
The paradox of tax full compliance: A solution 0 0 0 4 0 0 0 28
Upside and downside risk with a benchmark 0 0 2 59 1 1 5 201
Total Journal Articles 0 2 10 721 22 40 71 2,522


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 8 10 25
An Integrated Financial and Accounting Approach to Outstanding Debt Assessment for Lease Agreement 0 0 0 0 8 8 8 12
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 0 9
Total Chapters 0 0 0 0 10 16 18 46


Statistics updated 2026-01-09