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 2 5 7 103
A target-based foundation for the "hard-easy effect" bias 0 0 3 160 12 23 57 1,304
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 14 28 66 1,434


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 6 6 16 55
Beneficial changes in random variables via copulas: An application to insurance 0 0 0 16 2 2 7 77
Beyond Sharpe ratio: Optimal asset allocation using different performance ratios 1 4 8 413 1 8 33 1,148
Compensation of Uncertain Lost Earnings 0 0 0 6 1 4 7 41
Good and Bad News on Capital Market Return Ellipticity 0 0 0 8 1 1 5 75
How skewness influences optimal allocation in a risky asset? 0 0 0 6 2 3 10 32
Inequality Aversion and the Extended Gini in the Light of a Two-person Cake-sharing Problem 0 0 0 4 2 3 7 26
Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio 0 0 1 64 1 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 1 2 2 79 2 4 10 211
Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter 0 0 0 37 2 3 13 320
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 1 1 6 204
Total Journal Articles 2 6 12 728 21 37 131 2,599


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 7 20 37
An Integrated Financial and Accounting Approach to Outstanding Debt Assessment for Lease Agreement 0 0 0 0 3 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 2 3 5 14
Total Chapters 0 0 0 0 10 13 43 73


Statistics updated 2026-05-06