Citation profile for Marianna Lyra

Marianna Lyra : Citation Profile

Justus-Liebig-Universität Gießen

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   3 years (2008 - 2011). See details.
   Cites by year: 17
   Journals where Marianna Lyra has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 2 (3.77 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ply28
   Updated: 2023-08-19    RAS profile: 2011-05-09
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Marianna Lyra.

Is cited by:

Blueschke, Dmitri (12)

Savin, Ivan (11)

Torricelli, Costanza (8)

Winker, Peter (3)

Magni, Carlo Alberto (2)

Schleer, Frauke (2)

Schumann, Enrico (1)

Gioia, Francesca (1)

Pancotto, Francesca (1)

Giarda, Elena (1)

Neck, Reinhard (1)

Cites to:

Winker, Peter (25)

Paterlini, Sandra (14)

Gilli, Manfred (12)

Schumann, Enrico (4)

Paha, Johannes (3)

Mittnik, Stefan (2)

Altman, Edward (2)

Kontoghiorghes, Erricos (2)

Dietsch, Michel (2)

Fama, Eugene (2)

DIETSCH, Michel (2)

Main data

Where Marianna Lyra has published?

Working Papers Series with more than one paper published	# docs
Working Papers / COMISEF	4

Recent works citing Marianna Lyra (2022 and 2021)

Year	Title of citing document
2022	TA algorithms for D-optimal OofA Mixture designs. (2022). Winker, Peter ; Rios, Nicholas. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:168:y:2022:i:c:s0167947321002450. Full description at Econpapers \|\| Download paper
2021	Kelly Criterion for Optimal Credit Allocation. (2021). Verhoeven, Peter ; Tran, Son. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:434-:d:631915. Full description at Econpapers \|\| Download paper
2021	The market price of greenness A factor pricing approach for Green Bonds. (2021). Torricelli, Costanza ; Boero, Gianna ; Bertelli, Beatrice. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0083. Full description at Econpapers \|\| Download paper
2022	Social Bonds and the â€œSocial Premiumâ€. (2022). Torricelli, Costanza ; Pellati, Eleonora. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0085. Full description at Econpapers \|\| Download paper
2022	Climate Stress Test: bad (or good) news for the market? An Event Study Analysis on Euro Zone Banks. (2022). Ferrari, Fabio ; Torricelli, Costanza. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0086. Full description at Econpapers \|\| Download paper
2022	ESG compliant optimal portfolios: The impact of ESG constraints on portfolio optimization in a sample of European stocks. (2022). Bertelli, Beatrice ; Torricelli, Costanza. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0088. Full description at Econpapers \|\| Download paper
2022	Pre-selection in cointegration-based pairs trading. (2022). de Luca, Roberta ; Brunetti, Marianna. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0089. Full description at Econpapers \|\| Download paper
2022	Optimal forecasting accuracy using Lp-norm combination. (2022). Giacalone, Massimiliano. In: METRON. RePEc:spr:metron:v:80:y:2022:i:2:d:10.1007_s40300-021-00218-5. Full description at Econpapers \|\| Download paper

Works by Marianna Lyra:

Year	Title	Type	Cited
2008	Optimization Heuristics for Determining Internal Rating Grading Scales In: Working Papers. [Full Text][Citation analysis]	paper	39
2010	Optimization heuristics for determining internal rating grading scales.(2010) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39	article
2008	Optimization Heuristics for Determining Internal Rating Grading Scales.(2008) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has another version. Agregated cites: 39	paper
2008	Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models In: Working Papers. [Full Text][Citation analysis]	paper	11
2011	Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model.(2011) In: Computational Management Science. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11	article
2010	Threshold Accepting for Credit Risk Assessment and Validation In: Working Papers. [Full Text][Citation analysis]	paper	0
2010	Heuristic Strategies in Finance â€“ An Overview In: Working Papers. [Full Text][Citation analysis]	paper	1