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 1 1 28 0 2 5 91
A target-based foundation for the "hard-easy effect" bias 1 4 13 130 3 28 201 912
Hydroassets Portfolio Management for Intraday Electricity Trading from a Discrete Time Stochastic Optimization Perspective 0 0 0 22 0 0 3 22
Total Working Papers 1 5 14 180 3 30 209 1,025


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 0 0 34
Beneficial changes in random variables via copulas: An application to insurance 0 0 0 16 0 0 0 64
Beyond Sharpe ratio: Optimal asset allocation using different performance ratios 1 3 9 331 5 15 34 952
Compensation of Uncertain Lost Earnings 0 0 0 4 0 0 3 26
Good and Bad News on Capital Market Return Ellipticity 0 0 0 8 0 0 1 60
How skewness influences optimal allocation in a risky asset? 0 1 2 6 0 1 3 21
Inequality Aversion and the Extended Gini in the Light of a Two-person Cake-sharing Problem 0 0 0 2 0 1 4 14
Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio 0 0 0 57 0 1 3 242
Pricing default risk premium through fear of ruin 0 0 0 14 0 0 0 47
Risk aversion in the small and Jensen inequalities 0 0 0 15 0 0 0 48
Sharpe thinking in asset ranking with one-sided measures 1 1 1 62 1 3 6 162
Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter 0 0 0 36 0 0 2 297
The paradox of tax full compliance: A solution 0 0 0 3 0 0 1 27
Upside and downside risk with a benchmark 0 0 0 55 1 3 4 190
Total Journal Articles 2 5 12 612 7 24 61 2,184


Statistics updated 2021-01-03