elisa luciano : Citation Profile

Are you elisa luciano?

Università degli Studi di Torino (50% share)
Università degli Studi di Torino (50% share)

14

H index

16

i10 index

619

Citations

RESEARCH PRODUCTION:

32

Articles

53

Papers

1

Books

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   32 years (1989 - 2021). See details.
   Cites by year: 19
   Journals where elisa luciano has often published
   Relations with other researchers
   Recent citing documents: 78.    Total self citations: 36 (5.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plu86
   Updated: 2022-07-02    RAS profile: 2022-05-15    
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Relations with other researchers

Works with:

Regis, Luca (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with elisa luciano.

Is cited by:

Regis, Luca (23)

Bütler, Monika (12)

Scarsini, Marco (9)

Semeraro, Patrizia (9)

Teppa, Federica (8)

Marena, Marina (7)

Nicodano, Giovanna (6)

Chen, Xiaohong (6)

Milevsky, Moshe (5)

Patton, Andrew (5)

Dumas, Bernard (5)

Cites to:

Blake, David (20)

Jarrow, Robert (12)

Duffie, Darrell (11)

Regis, Luca (11)

merton, robert (10)

Singleton, Kenneth (8)

Vayanos, Dimitri (8)

Leland, Hayne (6)

Semeraro, Patrizia (6)

Dell'ariccia, Giovanni (6)

Milevsky, Moshe (6)

Main data

Where elisa luciano has published?

Journals with more than one article published# docs
International Journal of Production Economics5
Insurance: Mathematics and Economics5
Quantitative Finance3
Decisions in Economics and Finance3
European Journal of Operational Research2

Working Papers Series with more than one paper published# docs
Carlo Alberto Notebooks / Collegio Carlo Alberto25
ICER Working Papers - Applied Mathematics Series / ICER - International Centre for Economic Research15
ICER Working Papers / ICER - International Centre for Economic Research3
CeRP Working Papers / Center for Research on Pensions and Welfare Policies, Turin (Italy)3
MPRA Paper / University Library of Munich, Germany3

Recent works citing elisa luciano (2022 and 2021)

YearTitle of citing document
2020Portfolio Choice with Small Temporary and Transient Price Impact. (2019). Muhle-Karbe, Johannes ; Ekren, Ibrahim. In: Papers. RePEc:arx:papers:1705.00672.

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2020Hedging longevity risk in defined contribution pension schemes. (2019). Wang, Yongjie. In: Papers. RePEc:arx:papers:1904.10229.

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2020Asset Pricing with General Transaction Costs: Theory and Numerics. (2019). Shi, Xiaofei ; Muhle-Karbe, Johannes ; Gonon, Lukas. In: Papers. RePEc:arx:papers:1905.05027.

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2020Extended Weak Convergence and Utility Maximization with Proportional Transaction Costs. (2019). Bayraktar, Erhan ; Dolinsky, Yan ; Dolinskyi, Leonid. In: Papers. RePEc:arx:papers:1912.08863.

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2020Sharing of longevity basis risk in pension schemes with income-drawdown guarantees. (2020). Wang, Yongjie ; Ewald, Christian-Oliver ; Agarwal, Ankush. In: Papers. RePEc:arx:papers:2002.05232.

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2021Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets. (2020). Scaillet, Olivier ; Shen, Yiwen. In: Papers. RePEc:arx:papers:2004.10096.

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2020Multivariate non-Gaussian models for financial applications. (2020). Tassinari, Gian Luca ; Hitaj, Asmerilda ; Bianchi, Michele Leonardo. In: Papers. RePEc:arx:papers:2005.06390.

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2021No arbitrage in insurance and the QP-rule. (2020). Schmidt, Thorsten ; Eisele, Karl-Theodor ; Artzner, Philippe. In: Papers. RePEc:arx:papers:2005.11022.

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2020Risk management of guaranteed minimum maturity benefits under stochastic mortality and regime-switching by Fourier space time-stepping framework. (2020). Hu, Wenlong. In: Papers. RePEc:arx:papers:2006.15483.

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2021Pricing equity-linked life insurance contracts with multiple risk factors by neural networks. (2020). Delong, Lukasz ; Barigou, Karim. In: Papers. RePEc:arx:papers:2007.08804.

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2020Volterra mortality model: Actuarial valuation and risk management with long-range dependence. (2020). Wong, Hoi Ying ; Chiu, Mei Choi ; Wang, Ling. In: Papers. RePEc:arx:papers:2009.09572.

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2021Insurance valuation: A two-step generalised regression approach. (2020). Bignozzi, Valeria ; Barigou, Karim ; Tsanakas, Andreas. In: Papers. RePEc:arx:papers:2012.04364.

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2021No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging. (2021). Nakagawa, Kei ; Minami, Kentaro ; Ito, Katsuya ; Imajo, Kentaro ; Imaki, Shota. In: Papers. RePEc:arx:papers:2103.01775.

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2021Multivariate tempered stable additive subordination for financial models. (2021). Semeraro, Patrizia. In: Papers. RePEc:arx:papers:2105.00844.

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2022Two-step actuarial valuations. (2021). Yang, Fan ; Linders, Daniel ; Barigou, Karim. In: Papers. RePEc:arx:papers:2109.13796.

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2022Deep Learning Algorithms for Hedging with Frictions. (2021). Zhang, Zhanhao ; Xu, Daran ; Shi, Xiaofei. In: Papers. RePEc:arx:papers:2111.01931.

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2022Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in L\evy Models. (2022). Bayer, Christian ; Tempone, Ra'Ul ; Samet, Michael ; Papapantoleon, Antonis ; ben Hammouda, Chiheb. In: Papers. RePEc:arx:papers:2203.08196.

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2020Market Price of Longevity Risk for a Multi‐Cohort Mortality Model With Application to Longevity Bond Option Pricing. (2020). Ziveyi, Jonathan ; Sherris, Michael ; Xu, Yajing. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:3:p:571-595.

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2021Asset pricing with general transaction costs: Theory and numerics. (2021). Shi, Xiaofei ; Muhlekarbe, Johannes ; Gonon, Lukas. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:2:p:595-648.

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2021Life insurance demand and borrowing constraints. (2021). Lazzari, Valter ; Born, Patricia H ; Poposki, Klime ; Srbinoski, Bojan. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:1:p:37-69.

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2020Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502.

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2021Robust and accurate construction of the local volatility surface using the Black–Scholes equation. (2021). Kim, Junseok. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921004707.

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2021Alpha decay and Sharpe ratio: Two measures of investor performance. (2021). Ou-Yang, Hui ; Guo, Ming. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321001474.

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2020Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA. (2020). Pérez-Rodríguez, Jorge ; Lopez-Valcarcel, Beatriz Gonzalez ; Perez-Rodriguez, Jorge V ; Qian, Huanhuan ; Zhou, Xinmiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300723.

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2021Who is more important, parents or children? Economic and environmental factors and health insurance purchase. (2021). Gao, Feng ; Wang, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000991.

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2021On sales effort and pricing decisions under alternative risk criteria. (2021). Qi, Xiangtong ; Li, Xiang. In: European Journal of Operational Research. RePEc:eee:ejores:v:293:y:2021:i:2:p:603-614.

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2021Mean-variance analysis of wholesale price contracts with a capital-constrained retailer: Trade credit financing vs. bank credit financing. (2021). Talluri, Srinivas ; Shao, Lusheng ; Zhuo, Wenyan ; Yang, Honglin. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:2:p:525-542.

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2022Optimal dynamic longevity hedge with basis risk. (2022). Zhang, Jinggong ; Weng, Chengguo ; Tan, Ken Seng. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:1:p:325-337.

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2022The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing. (2022). Kimura, Herbert ; Sobreiro, Vinicius Amorim ; Belitsky, Vladimir ; Arismendi-Zambrano, Juan. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001261.

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2021Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting. (2021). Stadje, Mitja ; Bosserhoff, Frank. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:130-146.

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2021Optimal retirement products under subjective mortality beliefs. (2021). Rach, Manuel ; Hieber, Peter ; Chen, AN. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pa:p:55-69.

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2021Fourier based methods for the management of complex life insurance products. (2021). Ballotta, Laura ; Zeineddine, Raghid ; Schmidt, Thorsten ; Eberlein, Ernst. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:320-341.

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2022Valuing guaranteed minimum accumulation benefits by a change of numéraire approach. (2022). Xiong, Heng ; Mamon, Rogemar ; Huang, Yiming. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:103:y:2022:i:c:p:1-26.

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2020Optimal consumption–investment and life-insurance purchase strategy for couples with correlated lifetimes. (2020). Cheng, Xiang ; Wei, Jiaqin ; Wang, Hao ; Jin, Zhuo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:244-256.

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2020Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age?. (2020). Milevsky, Moshe A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:147-161.

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2020Modeling stochastic mortality for joint lives through subordinators. (2020). Brockett, Patrick ; Zhang, Yuxin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:166-172.

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2020Spatial patterns of mortality in the United States: A spatial filtering approach. (2020). Paez, Antonio ; Jevti, Petar ; Cupido, Kyran. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:28-38.

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2021Volterra mortality model: Actuarial valuation and risk management with long-range dependence. (2021). Wong, Hoi Ying ; Chiu, Mei Choi ; Wang, Ling. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:1-14.

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2021Model-independent price bounds for Catastrophic Mortality Bonds. (2021). Sabanis, Sotirios ; Bahl, Raj Kumari . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:276-291.

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2021Pricing longevity derivatives via Fourier transforms. (2021). Vidal, Joo Pedro ; Bravo, Jorge M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:81-97.

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2021Fair dynamic valuation of insurance liabilities via convex hedging. (2021). Dhaene, Jan ; Chen, ZE ; Yang, Tianyu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:1-13.

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2021Joint and survivor annuity valuation with a bivariate reinforced urn process. (2021). Cirillo, Pasquale ; Souto, Luis A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:174-189.

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2021Time-consistent longevity hedging with long-range dependence. (2021). Wong, Hoi Ying ; Wang, Ling. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:25-41.

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2022The impact of bank regulation on firms’ capital structure: Evidence from multinationals. (2022). Raes, Louis ; Huizinga, Harry ; Avezum, Lucas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000590.

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2020Liquidity regimes and optimal dynamic asset allocation. (2020). Salam, Mehmet ; Daniel, Kent ; Collin-Dufresne, Pierre. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:379-406.

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2020Political institutions, stock market liquidity and firm dividend policy: Some international evidence. (2020). Liu, Yiye ; Zhu, Xindong ; Saffar, Walid. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:16:y:2020:i:1:s1815566919301201.

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2021Chief stores officer and retailer performance. (2021). Fay, Scott ; Feng, Cong. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:58:y:2021:i:c:s0969698920313291.

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2021Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches. (2021). Belkacem, Lotfi ; de Peretti, Christian ; Bedoui, Rihab ; Talbi, Marwa. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001549.

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2022Thirst for money: External guarantees and stock price crash risk. (2022). Xu, Maobin ; Jin, Zejun ; Wu, Kai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000191.

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2020Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying. (2020). Benito, Sonia ; Garcia-Jorcano, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300192.

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2021Willingness to take financial risks and insurance holdings: A European survey. (2021). Ghavibazoo, Omid ; Hanewald, Katja ; Eling, Martin. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:95:y:2021:i:c:s221480432100121x.

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2021Modeling of Bank Credit Risk Management Using the Cost Risk Model. (2021). Yanenkova, Iryna ; Berezovska, Lyudmyla ; Zavhorodnii, Andrii ; Drobyazko, Svetlana ; Nehoda, Yuliia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:211-:d:549906.

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2022Integrated Intellectual Investment Portfolio as an Efficient Instrument to Manage Personal Financial Investment. (2022). Stasytyt, Viktorija ; Rutkauskas, Aleksandras Vytautas. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:1:p:30-:d:722100.

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2021.

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2021.

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2022Unit-Linked Tontine: Utility-Based Design, Pricing and Performance. (2022). Sehner, Thorsten ; Nguyen, Thai ; Chen, AN. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:4:p:78-:d:788706.

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2020Stochastic Mortality Modelling for Dependent Coupled Lives. (2020). Pamen, Olivier Menoukeu ; Constantinescu, Corina ; Henshaw, Kira. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:17-:d:319039.

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2020Longevity Modelling and Pricing under a Dependent Multi-Cohort Framework. (2020). Devolder, Pierre ; Zeddouk, Fadoua. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:121-:d:445668.

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2021Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits. (2021). Bravo, Jorge M ; Oliveira, Luis ; Simes, Claudia . In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:60-:d:524060.

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2020Sharing of longevity basis risk in pension schemes with income-drawdown guarantees. (2020). Wang, Yongjie ; Ewald, Christian-Oliver ; Agarwal, Ankush. In: Working Papers. RePEc:gla:glaewp:2020_18.

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2021Pricing equity-linked life insurance contracts with multiple risk factors by neural networks. (2021). Delong, Lukasz ; Barigou, Karim. In: Post-Print. RePEc:hal:journl:hal-02896141.

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2021Insurance valuation: A two-step generalised regression approach. (2021). Tsanakas, Andreas ; Bignozzi, Valeria ; Barigou, Karim. In: Post-Print. RePEc:hal:journl:hal-03043244.

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2021Pricing equity-linked life insurance contracts with multiple risk factors by neural networks. (2020). Delong, Lukasz ; Barigou, Karim. In: Working Papers. RePEc:hal:wpaper:hal-02896141.

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2021Insurance valuation: A two-step generalised regression approach. (2020). Barigou, Karim ; Tsanakas, Andreas ; Bignozzi, Valeria. In: Working Papers. RePEc:hal:wpaper:hal-03043244.

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2021Dynamic Bivariate Mortality Modelling. (2021). Wang, Shihua ; Salhi, Yahia ; Jiao, Ying. In: Working Papers. RePEc:hal:wpaper:hal-03244324.

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2022Two-step actuarial valuations. (2021). Yang, Fan ; Linders, Daniel ; Barigou, Karim. In: Working Papers. RePEc:hal:wpaper:hal-03327710.

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2021A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes. (2021). Yang, Xuewei ; Cai, Ning. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:33:y:2021:i:1:p:216-229.

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2021Robust Solutions to the Life-Cycle Consumption Problem. (2021). Fabozzi, Frank J ; Reus, Lorenzo. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-019-09964-1.

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2020Towards a $$\Delta $$Δ-Gamma Sato multivariate model. (2020). Guillaume, Florence ; Boen, Lynn. In: Review of Derivatives Research. RePEc:kap:revdev:v:23:y:2020:i:1:d:10.1007_s11147-019-09155-y.

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2020Another look at the implied and realised volatility relation: a copula-based approach. (2020). Pérez-Rodríguez, Jorge ; Perez-Rodriguez, Jorge V. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00054-y.

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2022Ramsey rule with forward/backward utility for long-term yield curves modeling. (2022). Mrad, Mohamed ; Hillairet, Caroline ; el Karoui, Nicole. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:45:y:2022:i:1:d:10.1007_s10203-022-00370-1.

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2022Stressed portfolio optimization with semiparametric method. (2022). Wang, Kun ; Han, Chuan-Hsiang. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00333-w.

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2020Extended weak convergence and utility maximisation with proportional transaction costs. (2020). Bayraktar, Erhan ; Dolinsky, Yan ; Dolinskyi, Leonid. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:4:d:10.1007_s00780-020-00437-0.

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2021Some Properties of the Multivariate Generalized Hyperbolic Laws. (2021). Paparas, Alex ; Jandhyala, Venkata K ; Fotopoulos, Stergios B. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:83:y:2021:i:1:d:10.1007_s13171-019-00173-4.

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2022.

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2021Tail risk interdependence. (2021). Chiu, Chingwai ; Stoja, Evarist ; Polanski, Arnold. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5499-5511.

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2020Dynamic programming for valuing American options under a variance‐gamma process. (2020). Remillard, Bruno ; Cherif, Rim ; ben Ameur, Hatem ; BenAmeur, Hatem . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1548-1561.

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2020Household finance. (2020). Haliassos, Michael ; Gomes, Francisco J ; Ramadorai, Tarun. In: IMFS Working Paper Series. RePEc:zbw:imfswp:138.

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elisa luciano has edited the books:

YearTitleTypeCited

Works by elisa luciano:

YearTitleTypeCited
2019Model Risk in Credit Risk In: Papers.
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2021Model risk in credit risk.(2021) In: Mathematical Finance.
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2001Value-at-risk Trade-off and Capital Allocation with Copulas In: Economic Notes.
[Full Text][Citation analysis]		article18
1991 An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs. In: Journal of Finance.
[Full Text][Citation analysis]		article136
2017Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article16
2012Single and cross-generation natural hedging of longevity and financial risk.(2012) In: Carlo Alberto Notebooks.
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This paper has another version. Agregated cites: 16		paper
2012Single and cross-generation natural hedging of longevity and financial risk.(2012) In: ICER Working Papers.
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This paper has another version. Agregated cites: 16		paper
2013Equilibrium price of immediacy and infrequent trade In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper1
2012Evolution of coupled lives dependency across generations and pricing impact In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper1
2013Mortality Surface by Means of Continuous Time Cohort Models In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper16
2013Mortality surface by means of continuous time cohort models.(2013) In: Insurance: Mathematics and Economics.
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This paper has another version. Agregated cites: 16		article
2012Default risk in business groups In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper0
2006A Multivariate Jump-Driven Financial Asset Model In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper41
2005A Multivariate Jump-Driven Financial Asset Model..(2005) In: ICER Working Papers - Applied Mathematics Series.
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This paper has another version. Agregated cites: 41		paper
2006A multivariate jump-driven financial asset model.(2006) In: Quantitative Finance.
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This paper has another version. Agregated cites: 41		article
2006Non mean reverting affne processes for stochastic mortality In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper34
2005Non mean reverting affine processes for stochastic mortality..(2005) In: ICER Working Papers - Applied Mathematics Series.
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2014Dependence Calibration and Portfolio Fit with FactorBased Time Changes In: Carlo Alberto Notebooks.
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2013Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper4
2014Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk.(2014) In: Insurance: Mathematics and Economics.
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2014Financial synergies and the Organization of Bank Affiliates; A Theoretical Perspective on Risk and Efficiency In: Carlo Alberto Notebooks.
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2015Static versus dynamic longevity-risk hedging In: Carlo Alberto Notebooks.
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2007Single and joint default in a structural model with purely discontinuous assets In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper7
2007Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper2
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