Gianluca Oderda : Citation Profile


Are you Gianluca Oderda?

3

H index

2

i10 index

30

Citations

RESEARCH PRODUCTION:

3

Articles

1

Papers

RESEARCH ACTIVITY:

   12 years (2003 - 2015). See details.
   Cites by year: 2
   Journals where Gianluca Oderda has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pod5
   Updated: 2020-09-26    RAS profile:    
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Relations with other researchers


Works with:

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

Is cited by:

Sosvilla-Rivero, Simon (14)

Gómez-Puig, Marta (14)

Singh, Manish Kumar (3)

Platen, Eckhard (2)

Dacorogna, Michel (2)

Thomas, Susan (1)

Aggarwal, Nidhi (1)

Cites to:

Sharpe, William (1)

Pedersen, Lasse (1)

merton, robert (1)

Main data


Where Gianluca Oderda has published?


Journals with more than one article published# docs
Quantitative Finance2

Recent works citing Gianluca Oderda (2020 and 2019)


YearTitle of citing document
2019Active and Passive Portfolio Management with Latent Factors. (2019). Jaimungal, Sebastian ; Al-Aradi, Ali. In: Papers. RePEc:arx:papers:1903.06928.

Full description at Econpapers || Download paper

2020Optimal Asset Allocation For Outperforming A Stochastic Benchmark Target. (2020). Li, Yuying ; Ni, Chendi ; Carroll, Ray ; Forsyth, Peter. In: Papers. RePEc:arx:papers:2006.15384.

Full description at Econpapers || Download paper

Works by Gianluca Oderda:


YearTitleTypeCited
2003Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment In: Economic Notes.
[Full Text][Citation analysis]
article11
2015Beta-arbitrage strategies: when do they work, and why? In: Quantitative Finance.
[Full Text][Citation analysis]
article0
2015Stochastic portfolio theory optimization and the origin of rule-based investing In: Quantitative Finance.
[Full Text][Citation analysis]
article6
2003Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment In: Risk and Insurance.
[Full Text][Citation analysis]
paper13

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team