luisa tibiletti : Citation Profile


Are you luisa tibiletti?

Università degli Studi di Torino

5

H index

3

i10 index

161

Citations

RESEARCH PRODUCTION:

14

Articles

3

Papers

3

Chapters

RESEARCH ACTIVITY:

   24 years (1993 - 2017). See details.
   Cites by year: 6
   Journals where luisa tibiletti has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 3 (1.83 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pti64
   Updated: 2024-01-16    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)

Costola, Michele (6)

Barron, Kai (6)

Harris, Richard (6)

Gravert, Christina (6)

Chang, Chia-Lin (6)

Jannin, Gregory (5)

Maillet, Bertrand (5)

Billio, Monica (5)

Moreno, Manuel (5)

Cites to:

Weymark, John (3)

Acerbi, Carlo (2)

Capocci, Daniel (2)

Dowd, Kevin (2)

Yitzhaki, Shlomo (2)

Montrucchio, Luigi (2)

Malevergne, Yannick (1)

Shalit, Haim (1)

Minner, Stefan (1)

Mitchell, Mark (1)

Hurn, Stan (1)

Main data


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)


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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Works by luisa tibiletti:


YearTitleTypeCited
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
2006A Shortcut Way of Pricing Default Risk Through Zero?Utility Principle In: Journal of Risk & Insurance.
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article1
2008Sharpe thinking in asset ranking with one-sided measures In: European Journal of Operational Research.
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article51
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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article64
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.
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article7
1993Risk aversion in the small and Jensen inequalities In: Decisions in Economics and Finance.
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article0
2017An Integrated Financial and Accounting Approach to Outstanding Debt Assessment for Lease Agreement In: Eurasian Studies in Business and Economics.
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chapter0
2017A Target-Based Foundation for the “Hard-Easy Effect” Bias In: Eurasian Studies in Business and Economics.
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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.
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article4

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