luisa tibiletti : Citation Profile


Are you luisa tibiletti?

Università degli Studi di Torino

5

H index

3

i10 index

123

Citations

RESEARCH PRODUCTION:

14

Articles

3

Papers

RESEARCH ACTIVITY:

   24 years (1993 - 2017). See details.
   Cites by year: 5
   Journals where luisa tibiletti has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 3 (2.38 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pti64
   Updated: 2020-03-30    RAS profile: 2016-10-08    
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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 (19)

Wong, Wing-Keung (12)

Costola, Michele (6)

Chang, Chia-Lin (6)

Harris, Richard (6)

McAleer, Michael (6)

Jannin, Gregory (5)

Barron, Kai (5)

Billio, Monica (5)

Maillet, Bertrand (5)

Moreno, Manuel (5)

Cites to:

Weymark, John (3)

LiCalzi, Marco (3)

Kahneman, Daniel (3)

Montrucchio, Luigi (2)

Yitzhaki, Shlomo (2)

Acerbi, Carlo (2)

Dowd, Kevin (2)

Capocci, Daniel (2)

Donaldson, David (1)

Kassberger, Stefan (1)

Abadir, Karim (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 (2018 and 2017)


YearTitle of citing document
2018DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:36-94.

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2018Optimal Portfolio in Intraday Electricity Markets Modelled by L\evy-Ornstein-Uhlenbeck Processes. (2018). Vargiolu, Tiziano ; Piccirilli, Marco. In: Papers. RePEc:arx:papers:1807.01979.

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2019Compensation in Personal Injury Cases: Mean or Median Income?. (2019). Katz, Eliakim ; Danziger, Leif. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7748.

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2019Screening rules and portfolio performance. (2019). Nieto, Belen ; Navarro, Lluis ; Leon, Angel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:642-662.

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2017The dynamic Black–Litterman approach to asset allocation. (2017). Harris, Richard ; Tan, Linzhi ; Stoja, Evarist. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:3:p:1085-1096.

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2019Optimal strategies under Omega ratio. (2019). Ye, Jiang ; Vanduffel, Steven ; Bernard, Carole. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:2:p:755-767.

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2018“On the (Ab)use of Omega?”. (2018). Caporin, Massimiliano ; Maillet, Bertrand ; Jannin, Gregory ; Costola, Michele. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:11-33.

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2017Convex risk measures based on generalized lower deviation and their applications. (2017). Fu, Tianwen ; Liu, Jia ; Hui, Yongchang ; Zhuang, Xinkai . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:27-37.

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2018Risk-adjusted performance of portfolio insurance and investors’ preferences. (2018). Tawil, Dima. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:10-18.

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2019Higher-order Omega: A performance index with a decision-theoretic foundation. (2019). Zhu, Wei ; Tzeng, Larry Y ; Huang, Rachel J ; Bi, Hongwei. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:43-57.

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2017One-sided performance measures under Gram-Charlier distributions. (2017). Moreno, Manuel ; Leon, Angel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:38-50.

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2018Value at risk and expected shortfall based on Gram-Charlier-like expansions. (2018). Zoia, Maria ; Nicolussi, Federica ; Biffi, Paola . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:92-104.

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2019European Monetary Union bond market dynamics: Pre & post crisis. (2019). Maiti, Moinak ; Lapshina, Kseniya A ; Vukovic, Darko. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:369-380.

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2018Management Information, Decision Sciences, and Financial Economics : a connection. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:104258.

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2018Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:105878.

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2017Mutual Funds Performance Assessment Techniques: Comparative Analysis. (2017). Olkova, Anna E. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:170307:p:85-95.

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2018Confidence and Career Choices: An Experiment. (2018). Gravert, Christina ; Barron, Kai. In: Working Papers in Economics. RePEc:hhs:gunwpe:0715.

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2018AN EVALUATION OF RISK AND RETURN PERFORMANCE MEASURE ALTERNATIVES: EVIDENCE FROM REAL ESTATE MUTUAL FUNDS. (2018). Kuhle, James L ; Lin, Eric C. In: Review of Business and Finance Studies. RePEc:ibf:rbfstu:v:8:y:2017:i:1:p:1-11.

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2019Compensation in Personal Injury Cases: Mean or Median Income?. (2019). Katz, Eliakim ; Danziger, Leif. In: IZA Discussion Papers. RePEc:iza:izadps:dp12466.

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2019Compensation in personal injury cases: mean or median income?. (2019). Katz, Eliakim ; Danziger, Leif. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:48:y:2019:i:2:d:10.1007_s10657-019-09623-8.

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2018International asset allocation using the market implied cost of capital. (2018). Bielstein, Patrick. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:1:d:10.1007_s11408-017-0302-3.

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2019Farinelli and Tibiletti ratio and stochastic dominance. (2019). Wong, Wing-Keung ; Niu, Cuizhen ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-019-00050-2.

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2017Farinelli and Tibiletti ratio and Stochastic Dominance. (2017). Wong, Wing-Keung ; Zhu, Lixing ; Niu, Cuizhen. In: MPRA Paper. RePEc:pra:mprapa:82737.

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2018Beliefs and actions: How a shift in confidence affects choices. (2018). Gravert, Christina ; Barron, Kai. In: MPRA Paper. RePEc:pra:mprapa:84743.

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2018Time Diversification: Perspectives from the Economic Index of Riskiness. (2018). Wong, Wing-Keung ; Yang, Chen-Chen ; Lu, Richard. In: MPRA Paper. RePEc:pra:mprapa:89167.

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2019Confidence and Career Choices: An Experiment. (2019). Gravert, Christina ; Barron, Kai. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:169.

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2017Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria. (2017). Lejeune, Miguel ; Prasad, Srinivas Y ; Ji, Ran. In: Annals of Operations Research. RePEc:spr:annopr:v:248:y:2017:i:1:d:10.1007_s10479-016-2230-4.

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2018Portfolio selection strategy for fixed income markets with immunization on average. (2018). Ortobelli, Sergio ; Tich, Toma ; Cassader, Marco ; Vitali, Sebastiano. In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-016-2182-8.

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2017On the impact of conditional expectation estimators in portfolio theory. (2017). Ortobelli, Sergio ; Tich, Toma ; Kouaissah, Noureddine. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:4:d:10.1007_s10287-017-0282-9.

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2018Asset allocation strategies based on penalized quantile regression. (2018). Caporin, Massimiliano ; Paterlini, Sandra ; Bonaccolto, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0288-3.

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2017A bootstrap-based comparison of portfolio insurance strategies. (2017). Dichtl, Hubert ; Wambach, Martin ; Drobetz, Wolfgang. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:1:p:31-59.

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2017Analysing assets’ performance inside a portfolio: From crossed beta to the net risk premium ratio. (2017). Bosch-Badia, Maria-Teresa ; McMillan, David ; Tarrazon-Rodon, Maria-Antonia ; Montllor-Serrats, Joan. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1270251.

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2018Management Information, Decision Sciences, and Financial Economics: A Connection. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180004.

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2018Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180024.

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2018Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1809.

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2018TIME DIVERSIFICATION: PERSPECTIVES FROM THE ECONOMIC INDEX OF RISKINESS. (2018). Wong, Wing-Keung ; Yang, Chen-Chen ; Lu, Richard. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500112.

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2018Confidence and career choices: An experiment. (2018). Gravert, Christina ; Barron, Kai. In: Discussion Papers, Research Unit: Economics of Change. RePEc:zbw:wzbeoc:spii2018301.

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2019Confidence and career choices: An experiment. (2019). Gravert, Christina ; Barron, Kai. In: Discussion Papers, Research Unit: Economics of Change. RePEc:zbw:wzbeoc:spii2018301r.

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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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paper1
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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article40
2009Optimal asset allocation aid system: From one-size vs tailor-made performance ratio In: European Journal of Operational Research.
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article15
2008Beyond Sharpe ratio: Optimal asset allocation using different performance ratios In: Journal of Banking & Finance.
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article45
2010Skewness in hedge funds returns: classical skewness coefficients vs Azzalinis skewness parameter In: International Journal of Managerial Finance.
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article0
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
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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article2
2014A target-based foundation for the hard-easy effect bias In: Working Papers.
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paper5

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