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 2 7 103
A target-based foundation for the "hard-easy effect" bias 0 0 3 160 2 21 59 1,306
Hydroassets Portfolio Management for Intraday Electricity Trading from a Discrete Time Stochastic Optimization Perspective 0 0 0 23 0 0 2 27
Total Working Papers 0 0 3 211 2 23 68 1,436


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 1 1 1 4 1 7 16 56
Beneficial changes in random variables via copulas: An application to insurance 0 0 0 16 0 2 7 77
Beyond Sharpe ratio: Optimal asset allocation using different performance ratios 0 1 6 413 0 2 31 1,148
Compensation of Uncertain Lost Earnings 0 0 0 6 0 1 7 41
Good and Bad News on Capital Market Return Ellipticity 0 0 0 8 0 1 5 75
How skewness influences optimal allocation in a risky asset? 0 0 0 6 1 3 11 33
Inequality Aversion and the Extended Gini in the Light of a Two-person Cake-sharing Problem 0 0 0 4 0 3 7 26
Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio 0 0 1 64 0 1 7 268
Pricing default risk premium through fear of ruin 0 0 0 14 0 0 4 52
Risk aversion in the small and Jensen inequalities 0 0 0 15 0 1 5 61
Sharpe thinking in asset ranking with one-sided measures 0 2 2 79 0 3 10 211
Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter 0 0 0 37 0 2 12 320
The paradox of tax full compliance: A solution 0 0 0 4 0 0 1 29
Upside and downside risk with a benchmark 0 0 1 59 0 1 6 204
Total Journal Articles 1 4 11 729 2 27 129 2,601


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 6 21 38
An Integrated Financial and Accounting Approach to Outstanding Debt Assessment for Lease Agreement 0 0 0 0 0 3 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 2 5 14
Total Chapters 0 0 0 0 1 11 44 74


Statistics updated 2026-06-04