luisa tibiletti : Citation Profile


Università degli Studi di Torino

5

H index

3

i10 index

174

Citations

RESEARCH PRODUCTION:

13

Articles

3

Papers

3

Chapters

RESEARCH ACTIVITY:

   24 years (1993 - 2017). See details.
   Cites by year: 7
   Journals where luisa tibiletti has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 3 (1.69 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pti64
   Updated: 2025-01-10    RAS profile: 2021-04-11    
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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 luisa tibiletti.

Is cited by:

Caporin, Massimiliano (22)

Wong, Wing-Keung (12)

Harris, Richard (6)

Chang, Chia-Lin (6)

Costola, Michele (6)

Gravert, Christina (6)

Barron, Kai (6)

Billio, Monica (5)

Moreno, Manuel (5)

Taamouti, Abderrahim (5)

Jannin, Gregory (5)

Cites to:

Weymark, John (3)

Yitzhaki, Shlomo (2)

Acerbi, Carlo (2)

Dowd, Kevin (2)

Capocci, Daniel (2)

Montrucchio, Luigi (2)

Minner, Stefan (1)

Kim, Tae-Hwan (1)

Tasche, Dirk (1)

Cvitanic, Jaksa (1)

Fabozzi, Frank (1)

Main data


Production by document typearticlechapterpaper1993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201701020Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240102030Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 5Most cited documents12345670255075Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250102.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where luisa tibiletti has published?


Journals with more than one article published# docs
Atlantic Economic Journal4
European Journal of Operational Research2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2

Recent works citing luisa tibiletti (2024 and 2023)


Year  ↓Title of citing document  ↓
2024A GRU-Based Dynamic Generative Factor Model for CVaR Portfolio Optimization. (2023). Yan, Xing ; Ma, Wenxuan ; Sun, Chuting. In: Papers. RePEc:arx:papers:2301.07318.

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2023Value-at-Risk-Based Portfolio Insurance: Performance Evaluation and Benchmarking Against CPPI in a Markov-Modulated Regime-Switching Market. (2023). Bastani, Ali Foroush ; Alipour, Peyman. In: Papers. RePEc:arx:papers:2305.12539.

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2023ESG-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.

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2023Pricing American Options under Azzalini Ito-McKean Skew Brownian Motions. (2023). Pantelous, Athanasios A ; Noorullah, Muhammad ; Arif, Hifsa ; Hussain, Sultan. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:451:y:2023:i:c:s0096300323002096.

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2024Dynamic CVaR portfolio construction with attention-powered generative factor learning. (2024). Yan, Xing ; Wu, QI ; Sun, Chuting. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000137.

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2024The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature. (2024). Esparcia, Carlos ; Fakhfakh, Tarek ; Jareo, Francisco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001432.

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2023How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study. (2023). Esparcia, Carlos ; Diaz, Antonio ; Alonso, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006722.

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2024Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Esparcia, Carlos ; Lopez, Raquel ; Jareo, Francisco ; Sevillano, Maria Caridad. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063.

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2023Semivariance below the maximum: Assessing the performance of economic and financial prospects. (2023). Xu, Xia ; le Courtois, Olivier. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:209:y:2023:i:c:p:185-199.

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2024Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096.

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2024The Impact of Rebalancing Strategies on ETF Portfolio Performance. (2024). Tatay, Tibor ; Bnyai, Attila ; Pataki, Lszl ; Thalmeiner, Gerg. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:533-:d:1528359.

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2024.

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2023The Legacy of Peter Fishburn: Foundational Work and Lasting Impact. (2023). Simon, Jay ; Hupman, Andrea C. In: Decision Analysis. RePEc:inm:ordeca:v:20:y:2023:i:1:p:1-15.

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2023Omega Compatibility: A Meta-analysis. (2023). Zhang, Xiang ; Maillet, Bertrand ; Caporin, Massimiliano ; Bernard, Carole. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10306-x.

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2023Exploring A New Class of Inequality Measures and Associated Value Judgements: Gini and Fibonacci-Type Sequences. (2023). Creedy, John ; Subramanian, S. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-023-00302-y.

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Works by luisa tibiletti:


Year  ↓Title  ↓Type  ↓Cited  ↓
2017Hydroassets Portfolio Management for Intraday Electricity Trading from a Discrete Time Stochastic Optimization Perspective In: Papers.
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paper1
2002A shortcut to sign Incremental Value-at-Risk for risk allocation In: Papers.
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paper2
2008Sharpe thinking in asset ranking with one-sided measures In: European Journal of Operational Research.
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article60
2009Optimal asset allocation aid system: From one-size vs tailor-made performance ratio In: European Journal of Operational Research.
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article17
2008Beyond Sharpe ratio: Optimal asset allocation using different performance ratios In: Journal of Banking & Finance.
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article69
2010Skewness in hedge funds returns: classical skewness coefficients vs Azzalinis skewness parameter In: International Journal of Managerial Finance.
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article1
1999The paradox of tax full compliance: A solution In: Atlantic Economic Journal.
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article0
2003Upside and downside risk with a benchmark In: Atlantic Economic Journal.
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article3
2004Pricing default risk premium through fear of ruin In: Atlantic Economic Journal.
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article0
2009Good and Bad News on Capital Market Return Ellipticity In: Atlantic Economic Journal.
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article0
1999Compensation of Uncertain Lost Earnings In: European Journal of Law and Economics.
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article3
1995Beneficial changes in random variables via copulas: An application to insurance In: The Geneva Risk and Insurance Review.
[Full Text][Citation analysis]
article7
1993Risk aversion in the small and Jensen inequalities In: Decisions in Economics and Finance.
[Full Text][Citation analysis]
article0
2017An Integrated Financial and Accounting Approach to Outstanding Debt Assessment for Lease Agreement In: Eurasian Studies in Business and Economics.
[Citation analysis]
chapter0
2017A Target-Based Foundation for the “Hard-Easy Effect” Bias In: Eurasian Studies in Business and Economics.
[Citation analysis]
chapter7
2014A target-based foundation for the hard-easy effect bias.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2017Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets In: Operations Research Proceedings.
[Citation analysis]
chapter0
2013How skewness influences optimal allocation in a risky asset? In: Applied Economics Letters.
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article0
2015Inequality Aversion and the Extended Gini in the Light of a Two-person Cake-sharing Problem In: Journal of Human Development and Capabilities.
[Full Text][Citation analysis]
article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 8 2024. Contact: CitEc Team