Sandra Paterlini : Citation Profile


Are you Sandra Paterlini?

Università degli Studi di Modena e Reggio Emilia (33% share)
Università degli Studi di Modena e Reggio Emilia (33% share)

8

H index

8

i10 index

186

Citations

RESEARCH PRODUCTION:

7

Articles

15

Papers

RESEARCH ACTIVITY:

   8 years (2004 - 2012). See details.
   Cites by year: 23
   Journals where Sandra Paterlini has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 7 (3.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa333
   Updated: 2019-11-10    RAS profile: 2013-02-05    
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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 Sandra Paterlini.

Is cited by:

Torricelli, Costanza (12)

Winker, Peter (12)

Lyra, Marianna (9)

Magni, Carlo Alberto (7)

Mittnik, Stefan (6)

Blueschke, Dmitri (6)

Savin, Ivan (5)

Otranto, Edoardo (5)

Bruni, Renato (3)

Caporin, Massimiliano (3)

Gilli, Manfred (3)

Cites to:

Gilli, Manfred (5)

Beasley, John (4)

Winker, Peter (4)

Giannone, Domenico (2)

Murat, Marina (2)

Mittnik, Stefan (2)

Kuester, Keith (1)

McCauley, Robert (1)

Korajczyk, Robert (1)

Puccetti, Giovanni (1)

Barro, Diana (1)

Main data


Where Sandra Paterlini has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis5

Working Papers Series with more than one paper published# docs
Center for Economic Research (RECent) / University of Modena and Reggio E., Dept. of Economics "Marco Biagi"8
Department of Economics / University of Modena and Reggio E., Faculty of Economics "Marco Biagi"5

Recent works citing Sandra Paterlini (2019 and 2018)


YearTitle of citing document
2018Diversity and Sparsity: A New Perspective on Index Tracking. (2018). Hospedales, Timothy M ; Zheng, YU ; Yang, Yongxin. In: Papers. RePEc:arx:papers:1809.01989.

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2019Modelling Extremal Dependence for Operational Risk by a Bipartite Graph. (2019). Paterlini, Sandra ; Kluppelberg, Claudia ; Kley, Oliver. In: Papers. RePEc:arx:papers:1902.03041.

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2017Using fuzzy c-means clustering algorithm in financial health scoring. (2017). Gokten, Pinar Okan ; Baser, Furkan . In: The Audit Financiar journal. RePEc:aud:audfin:v:15:y:2017:i:147:p:385.

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2017A double clustering algorithm for financial time series based on extreme events. (2017). Luca, DE ; Paola, Zuccolotto . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:34:y:2017:i:1-2:p:1-12:n:2.

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2019Energy efficiency promotion in Greece in light of risk: Evaluating policies as portfolio assets. (2019). Siskos, Eleftherios ; Nikas, Alexandros ; Gkonis, Nikolaos ; Forouli, Aikaterini ; Tourkolias, Christos ; Doukas, Haris. In: Energy. RePEc:eee:energy:v:170:y:2019:i:c:p:818-831.

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2017Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis. (2017). Papadamou, Stephanos ; Mermigka, Lydia ; Kyriazis, Nikolaos A. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:1:p:9-:d:91815.

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2019How Many Agents are Rational in China’s Economy? Evidence from a Heterogeneous Agent-Based New Keynesian Model. (2019). Feng, Genfu ; Lu, YI ; Zhao, Wei. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9844-3.

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2018A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization. (2018). Mba, Jules Clement ; Koumba, UR ; Pindza, Edson . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0320-9.

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2017Past Income Scarcity and Current Perception of Financial Fragility. (2017). Torricelli, Costanza ; Gallo, Giovanni ; Baldini, Massimo. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0064.

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2018Customer Complaining and Probability of Default in Consumer Credit. (2018). Vezzani, Paola ; Pancotto, Francesca ; Cosma, Stefano. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0068.

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2018Why choosing dominated personal pension plans: sales force and financial literacy effects. (2018). Marotta, Giuseppe. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0072.

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2019The impact of the Fundamental Review of the Trading Book: A preliminary assessment on a stylized portfolio. (2019). Torricelli, Costanza ; Pederzoli, Rchiara. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0075.

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2019Behind the success of dominated personal pension plans: sales force and financial literacy factors. (2019). Francesca, Francesca Gioia. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0078.

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2018Customer Complaining and Probability of Default in Consumer Credit. (2018). Vezzani, Paola ; Pancotto, Francesca ; Cosma, Stefano. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:18031.

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2018Tracking hedge funds returns using sparse clones. (2018). Giuzio, Margherita ; Weber, Vincent ; Paterlini, Sandra ; Eichhorn-Schott, Kay. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-016-2371-5.

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2018A hybrid FA–SA algorithm for fuzzy portfolio selection with transaction costs. (2018). Chen, Wei ; Mehlawat, Mukesh Kumar ; Wang, Yun. In: Annals of Operations Research. RePEc:spr:annopr:v:269:y:2018:i:1:d:10.1007_s10479-016-2365-3.

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2017No such thing as a perfect hammer: comparing different objective function specifications for optimal control. (2017). Savin, Ivan ; Blueschke, Dmitri. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:25:y:2017:i:2:d:10.1007_s10100-016-0446-7.

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2019Un-diversifying during crises: Is it a good idea?. (2019). Paterlini, Sandra ; Giuzio, Margherita. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:3:d:10.1007_s10287-018-0340-y.

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2019Modelling Extremal Dependence for Operational Risk by a Bipartite Graph. (2019). Paterlini, Sandra ; KLPPELBERG, CLAUDIA ; Kley, Oliver. In: DEM Working Papers. RePEc:trn:utwprg:2019/02.

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2017Style analysis with particle filtering and generalized simulated annealing. (2017). Fukui, Takaya ; Takahashi, Akihiko ; Sato, Seisho. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500372.

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Works by Sandra Paterlini:


YearTitleTypeCited
2008Optimization Heuristics for Determining Internal Rating Grading Scales In: Working Papers.
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paper33
2010Optimization heuristics for determining internal rating grading scales.(2010) In: Computational Statistics & Data Analysis.
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This paper has another version. Agregated cites: 33
article
2008Optimization Heuristics for Determining Internal Rating Grading Scales.(2008) In: Center for Economic Research (RECent).
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This paper has another version. Agregated cites: 33
paper
2004Technological modelling for graphical models: an approach based on genetic algorithms In: Computational Statistics & Data Analysis.
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article1
2004Clustering financial time series: an application to mutual funds style analysis In: Computational Statistics & Data Analysis.
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article25
2006Differential evolution and particle swarm optimisation in partitional clustering In: Computational Statistics & Data Analysis.
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article11
2007Using differential evolution to improve the accuracy of bank rating systems In: Computational Statistics & Data Analysis.
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article10
2008The optimal structure of PD buckets In: Journal of Banking & Finance.
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article5
2019The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios In: Working Papers.
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paper0
2010Efficient and robust estimation for financial returns: an approach based on q-entropy In: Department of Economics.
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paper1
2010Efficient and robust estimation for financial returns: an approach based on q-entropy.(2010) In: Center for Economic Research (RECent).
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This paper has another version. Agregated cites: 1
paper
2011Cardinality versus q-Norm Constraints for Index Tracking In: Department of Economics.
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paper10
2011Cardinality versus q-Norm Constraints for Index Tracking.(2011) In: Center for Economic Research (RECent).
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This paper has another version. Agregated cites: 10
paper
2012Adaptive Minimax Estimation over Sparse l q-Hulls In: Department of Economics.
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paper0
2012Adaptive Minimax Estimation over Sparse lq-Hulls.(2012) In: Center for Economic Research (RECent).
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This paper has another version. Agregated cites: 0
paper
2012Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints In: Department of Economics.
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paper5
2012Exact and heuristic approaches for the index tracking problem with UCITS constraints.(2012) In: Center for Economic Research (RECent).
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This paper has another version. Agregated cites: 5
paper
2007The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance In: Department of Economics.
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paper27
2007The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance.(2007) In: Center for Economic Research (RECent).
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This paper has another version. Agregated cites: 27
paper
2008Differential Evolution for Multiobjective Portfolio Optimization In: Center for Economic Research (RECent).
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paper36
2011Operational–risk Dependencies and the Determination of Risk Capital In: Center for Economic Research (RECent).
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paper3
2011Multiobjective optimization using differential evolution for real-world portfolio optimization In: Computational Management Science.
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article19

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