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 1 1 97
A target-based foundation for the "hard-easy effect" bias 0 1 6 159 2 12 34 1,266
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 6 210 2 14 36 1,389


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 1 3 41
Beneficial changes in random variables via copulas: An application to insurance 0 0 0 16 0 0 2 70
Beyond Sharpe ratio: Optimal asset allocation using different performance ratios 0 1 8 408 5 10 23 1,128
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 0 1 4 71
How skewness influences optimal allocation in a risky asset? 0 0 0 6 0 0 1 23
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 1 1 1 64 2 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 0 1 1 57
Sharpe thinking in asset ranking with one-sided measures 0 0 0 77 0 0 2 203
Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter 0 0 0 37 1 2 5 310
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 0 0 4 200
Total Journal Articles 1 2 11 721 8 20 53 2,500


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 5 6 8 23
An Integrated Financial and Accounting Approach to Outstanding Debt Assessment for Lease Agreement 0 0 0 0 0 0 0 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 0 9
Total Chapters 0 0 0 0 5 6 8 36


Statistics updated 2025-12-06