11
H index
13
i10 index
448
Citations
Sandra Paterlini : Citation Profile
Università degli Studi di Trento | RESEARCH PRODUCTION: 34 Articles 31 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2004 - 2022). 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:
| Cites to:
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Main data
Where Sandra Paterlini has published?
| Journals with more than one article published | # docs |
|---|---|
| Computational Management Science | 6 |
| Computational Statistics & Data Analysis | 5 |
| Journal of Banking & Finance | 5 |
| Annals of Operations Research | 5 |
| Quantitative Finance | 4 |
| Finance Research Letters | 2 |
| European Journal of Operational Research | 2 |
Recent works citing Sandra Paterlini (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Uniform Pessimistic Risk and Optimal Portfolio. (2023). Jeon, Jong-June ; Hong, Sungchul. In: Papers. RePEc:arx:papers:2303.07158. Full description at Econpapers || Download paper |
| 2023 | Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064. Full description at Econpapers || Download paper |
| 2023 | Non-parametric cumulants approach for outlier detection of multivariate financial data. (2023). Ricci, Jacopo Maria ; Giacometti, Rosella ; Cesarone, Francesco. In: Papers. RePEc:arx:papers:2305.10911. Full description at Econpapers || Download paper |
| 2023 | Precision versus Shrinkage: A Comparative Analysis of Covariance Estimation Methods for Portfolio Allocation. (2023). Jain, Shashi ; Dutta, Sumanjay. In: Papers. RePEc:arx:papers:2305.11298. Full description at Econpapers || Download paper |
| 2023 | A systematic literature review on solution approaches for the index tracking problem in the last decade. (2023). de Almeida, Adiel Teixeira ; Soares, Julio Cezar. In: Papers. RePEc:arx:papers:2306.01660. Full description at Econpapers || Download paper |
| 2023 | Efficient Variational Inference for Large Skew-t Copulas with Application to Intraday Equity Returns. (2023). Maneesoonthorn, Worapree ; Smith, Michael Stanley ; Deng, Lin. In: Papers. RePEc:arx:papers:2308.05564. Full description at Econpapers || Download paper |
| 2023 | ESG-coherent risk measures for sustainable investing. (2023). Lindquist, Brent W ; Rachev, Svetlozar T ; Dentcheva, Darinka ; Giacometti, Rosella ; Torri, Gabriele. In: Papers. RePEc:arx:papers:2309.05866. Full description at Econpapers || Download paper |
| 2023 | ETF Basket-Adjusted Covariance estimation. (2023). Vanduffel, Steven ; Boudt, Kris ; Sauri, Orimar ; Dragun, Kirill. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1144-1171. Full description at Econpapers || Download paper |
| 2023 | Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831. Full description at Econpapers || Download paper |
| 2023 | Operational research and artificial intelligence methods in banking. (2023). Zhang, Wenke ; Platanakis, Emmanouil ; Gounopoulos, Dimitrios ; Zopounidis, Constantin ; Doumpos, Michalis. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:1-16. Full description at Econpapers || Download paper |
| 2023 | The impacts of investor network and herd behavior on market stability: Social learning, network structure, and heterogeneity. (2023). Diao, Xundi ; Gong, Qingbin. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:3:p:1388-1398. Full description at Econpapers || Download paper |
| 2023 | How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s156601412200084x. Full description at Econpapers || Download paper |
| 2023 | Internal or external control? How to respond to credit risk contagion in complex enterprises network. (2023). Feng, Hairong ; Chao, Xiangrui ; Qian, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001205. Full description at Econpapers || Download paper |
| 2023 | Does the Achilles heel of guarantee networks drive financial distress?. (2023). Zhen, Weihao ; Wu, Wuqing ; Wang, Yirui ; Shan, Yuan George. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001515. Full description at Econpapers || Download paper |
| 2023 | Macrofinancial determinants of volatility transmission in a network of European sovereign debt markets. (2023). Rambaud, Salvador Cruz ; Garcia, Javier Sanchez. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000090. Full description at Econpapers || Download paper |
| 2023 | Non-Gaussian models for CoVaR estimation. (2023). Rivieccio, Giorgia ; de Luca, Giovanni ; Bianchi, Michele Leonardo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:391-404. Full description at Econpapers || Download paper |
| 2023 | Financial networks and systemic risk vulnerabilities: A tale of Indian banks. (2023). Bekiros, Stelios ; Khan, Mohammad Azeem ; Wadhwani, Akshay ; Tiwari, Shiv Ratan ; Ahmad, Wasim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000880. Full description at Econpapers || Download paper |
| 2023 | Gender diversity on boards: Determinants that underlie the proposals for female directors. (2023). Lopez-Perez, Luisa M ; Vizcaino-Gonzalez, Marcos ; Lopez-Cabarcos, Angeles M. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:190:y:2023:i:c:s0040162523001026. Full description at Econpapers || Download paper |
| 2023 | Social Performance Disclosed by European Companies: The Role of the Board Attributes and the Country’s Legal System. (2023). Silva, Amelia ; Pereira, Claudia ; Cepeda, Catarina ; Monteiro, Albertina Paula. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:6:p:284-:d:1155136. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Evolution and Impacting Factors of Global Renewable Energy Products Trade Network: An Empirical Investigation Based on ERGM Model. (2023). Qu, YI ; Yang, Zixin ; Liu, Keyin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8701-:d:1157649. Full description at Econpapers || Download paper |
| 2023 | Virtual Special Issue on Corporate Governance and Ethics: What’s Next?. (2023). Hauser, Christian ; Jain, Tanusree ; Veldman, Jeroen. In: Journal of Business Ethics. RePEc:kap:jbuset:v:183:y:2023:i:2:d:10.1007_s10551-023-05338-8. Full description at Econpapers || Download paper |
| 2023 | Do Corporate Customers Prefer Socially Responsible Suppliers? An Instrumental Stakeholder Theory Perspective. (2023). Zhao, Hong ; Wu, Jian ; Tao, Ran. In: Journal of Business Ethics. RePEc:kap:jbuset:v:185:y:2023:i:3:d:10.1007_s10551-022-05171-5. Full description at Econpapers || Download paper |
| 2023 | Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72.. Full description at Econpapers || Download paper |
| 2023 | Multi-period power utility optimization under stock return predictability. (2023). Parolya, Nestor ; Schmid, Wolfgang ; Ivasiuk, Dmytro ; Bodnar, Taras. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00434-6. Full description at Econpapers || Download paper |
| 2023 | Adaptive evolutionary algorithms for portfolio selection problems. (2023). Tollo, Giacomo ; Filograsso, Gianni. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00441-7. Full description at Econpapers || Download paper |
| 2023 | Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression. (2023). Jiang, Tianzi ; Yang, Xiaoqi ; Li, Chong ; Hu, Yaohua. In: Journal of Global Optimization. RePEc:spr:jglopt:v:85:y:2023:i:2:d:10.1007_s10898-022-01220-5. Full description at Econpapers || Download paper |
| 2023 | A Low-Cost Alternating Projection Approach for a Continuous Formulation of Convex and Cardinality Constrained Optimization. (2023). E. H. M. Krulikovski, ; Kreji, N ; Raydan, M. In: SN Operations Research Forum. RePEc:spr:snopef:v:4:y:2023:i:4:d:10.1007_s43069-023-00257-w. Full description at Econpapers || Download paper |
| 2023 | Do lower environmental, social, and governance (ESG) rated companies have higher systemic impact? Empirical evidence from Europe and the United States. (2023). Paterlini, Sandra ; Bonaccolto, Giovanni ; Bax, Karoline. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:3:p:1406-1420. Full description at Econpapers || Download paper |
Works by Sandra Paterlini:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Asset Allocation Strategies Based on Penalized Quantile Regression In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2015 | Asset Allocation Strategies Based On Penalized Quantile Regression.(2015) In: Marco Fanno Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2018 | Asset allocation strategies based on penalized quantile regression.(2018) In: Computational Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2017 | Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Modelling Extremal Dependence for Operational Risk by a Bipartite Graph In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Modelling extremal dependence for operational risk by a bipartite graph.(2020) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2019 | Modelling Extremal Dependence for Operational Risk by a Bipartite Graph.(2019) In: DEM Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2021 | ESG, Risk, and (Tail) Dependence In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Environmental, Social, Governance scores and the Missing pillar -- Why does missing information matter? In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2022 | Environmental, Social, Governance scores and the Missing pillar—Why does missing information matter?.(2022) In: Corporate Social Responsibility and Environmental Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2022 | A generalized precision matrix for t-Student distributions in portfolio optimization In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Default contagion and systemic risk in loan guarantee networks In: Accounting and Finance. [Full Text][Citation analysis] | article | 3 |
| 2010 | REGULAR(IZED) HEDGE FUND CLONES In: Journal of Financial Research. [Full Text][Citation analysis] | article | 5 |
| 2008 | Optimization Heuristics for Determining Internal Rating Grading Scales In: Working Papers. [Full Text][Citation analysis] | paper | 41 |
| 2010 | Optimization heuristics for determining internal rating grading scales.(2010) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | article | |
| 2008 | Optimization Heuristics for Determining Internal Rating Grading Scales.(2008) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
| 2009 | Optimization Heuristics for Determining Internal Rating Grading Scales.(2009) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
| 2020 | The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2019 | The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2019 | The effect of possible EU diversification requirements on the risk of banks sovereign bond portfolios.(2019) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2004 | Technological modelling for graphical models: an approach based on genetic algorithms In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
| 2004 | Clustering financial time series: an application to mutual funds style analysis In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 33 |
| 2006 | Differential evolution and particle swarm optimisation in partitional clustering In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 8 |
| 2007 | Using differential evolution to improve the accuracy of bank rating systems In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 10 |
| 2016 | Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 4 |
| 2018 | Robust and sparse banking network estimation In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 14 |
| 2018 | Network topology and systemic risk: Evidence from the Euro Stoxx market In: Finance Research Letters. [Full Text][Citation analysis] | article | 8 |
| 2021 | Dynamic network analysis of North American financial institutions In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
| 2019 | Decomposing and backtesting a flexible specification for CoVaR In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 9 |
| 2020 | Sparse portfolio selection via the sorted ?1-Norm In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
| 2008 | The optimal structure of PD buckets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
| 2014 | Flexible dependence modeling of operational risk losses and its impact on total capital requirements In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 24 |
| 2016 | Undiversifying during Crises: Is It a Good Idea? In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 5 |
| 2019 | Un-diversifying during crises: Is it a good idea?.(2019) In: Computational Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2019 | Recreating Banking Networks under Decreasing Fixed Costs In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | The Influence of Corporate Elites on Women on Supervisory Boards: Female Directors’ Inclusion in Germany In: Journal of Business Ethics. [Full Text][Citation analysis] | article | 6 |
| 2010 | Efficient and robust estimation for financial returns: an approach based on q-entropy In: Department of Economics. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Efficient and robust estimation for financial returns: an approach based on q-entropy.(2010) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2011 | Cardinality versus q-Norm Constraints for Index Tracking In: Department of Economics. [Full Text][Citation analysis] | paper | 14 |
| 2011 | Cardinality versus q-Norm Constraints for Index Tracking.(2011) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2014 | Cardinality versus q -norm constraints for index tracking.(2014) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2012 | Adaptive Minimax Estimation over Sparse l q-Hulls In: Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Adaptive Minimax Estimation over Sparse lq-Hulls.(2012) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints In: Department of Economics. [Full Text][Citation analysis] | paper | 15 |
| 2012 | Exact and heuristic approaches for the index tracking problem with UCITS constraints.(2012) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2013 | Exact and heuristic approaches for the index tracking problem with UCITS constraints.(2013) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2007 | The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance In: Department of Economics. [Full Text][Citation analysis] | paper | 47 |
| 2007 | The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance.(2007) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 2007 | The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance.(2007) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 2009 | The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance.(2009) In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | article | |
| 2008 | Differential Evolution for Multiobjective Portfolio Optimization In: Center for Economic Research (RECent). [Full Text][Citation analysis] | paper | 39 |
| 2008 | Differential Evolution for Multiobjective Portfolio Optimization.(2008) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2011 | Operational–risk Dependencies and the Determination of Risk Capital In: Center for Economic Research (RECent). [Full Text][Citation analysis] | paper | 2 |
| 2009 | Differential Evolution and Combinatorial Search for Constrained Index Tracking In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). [Full Text][Citation analysis] | paper | 52 |
| 2009 | Differential evolution and combinatorial search for constrained index-tracking.(2009) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
| 2018 | Tracking hedge funds returns using sparse clones In: Annals of Operations Research. [Full Text][Citation analysis] | article | 2 |
| 2018 | Risk minimization in multi-factor portfolios: What is the best strategy? In: Annals of Operations Research. [Full Text][Citation analysis] | article | 10 |
| 2020 | Developing new portfolio strategies by aggregation In: Annals of Operations Research. [Full Text][Citation analysis] | article | 3 |
| 2015 | Constructing optimal sparse portfolios using regularization methods In: Computational Management Science. [Full Text][Citation analysis] | article | 24 |
| 2019 | Sparse precision matrices for minimum variance portfolios In: Computational Management Science. [Full Text][Citation analysis] | article | 7 |
| 2022 | Constructing banking networks under decreasing costs of link formation In: Computational Management Science. [Full Text][Citation analysis] | article | 0 |
| 2011 | Multiobjective optimization using differential evolution for real-world portfolio optimization In: Computational Management Science. [Full Text][Citation analysis] | article | 27 |
| 2021 | Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
| 2022 | Sparse index clones via the sorted ?1-Norm In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2022 | Market making with inventory control and order book information In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
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