Sandra Paterlini : Citation Profile

Are you Sandra Paterlini?

Università degli Studi di Trento

12

H index

14

i10 index

479

Citations

RESEARCH PRODUCTION:

32

Articles

31

Papers

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 26
   Journals where Sandra Paterlini has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 29 (5.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa333
   Updated: 2024-12-03    RAS profile: 2022-10-28    
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Relations with other researchers

Works with:

Giuzio, Margherita (4)

Caporin, Massimiliano (2)

Craig, Ben (2)

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

Is cited by:

Torricelli, Costanza (30)

Caporin, Massimiliano (14)

Winker, Peter (11)

Magni, Carlo Alberto (10)

Lyra, Marianna (10)

Mba, Jules Clement (6)

Giarda, Elena (6)

Gallo, Giovanni (6)

Blueschke, Dmitri (6)

Savin, Ivan (5)

Rancan, Michela (5)

Cites to:

Winker, Peter (20)

Fan, Jianqing (12)

Uppal, Raman (10)

Ledoit, Olivier (9)

Wolf, Michael (9)

Gilli, Manfred (8)

Giannone, Domenico (8)

Roncalli, Thierry (8)

Beasley, John (7)

merton, robert (7)

Halaj, Grzegorz (7)

Main data

Where Sandra Paterlini has published?

Journals with more than one article published# docs
Computational Management Science6
Annals of Operations Research5
Computational Statistics & Data Analysis5
Journal of Banking & Finance4
Quantitative Finance3
European Journal of Operational Research2
Finance Research Letters2

Working Papers Series with more than one paper published# docs
Center for Economic Research (RECent) / University of Modena and Reggio E., Dept. of Economics "Marco Biagi"8
Papers / arXiv.org6
Department of Economics / University of Modena and Reggio E., Faculty of Economics "Marco Biagi"5
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) / Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi"4
Working Papers / Federal Reserve Bank of Cleveland2

Recent works citing Sandra Paterlini (2024 and 2023)

YearTitle of citing document
2024A Neural Frequency-Severity Model and Its Application to Insurance Claims. (2021). Lim, Dong-Young. In: Papers. RePEc:arx:papers:2106.10770.

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2024Uniform Pessimistic Risk and Optimal Portfolio. (2023). Jeon, Jong-June ; Hong, Sungchul. In: Papers. RePEc:arx:papers:2303.07158.

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2023Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064.

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2023Non-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.

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2023Precision versus Shrinkage: A Comparative Analysis of Covariance Estimation Methods for Portfolio Allocation. (2023). Jain, Shashi ; Dutta, Sumanjay. In: Papers. RePEc:arx:papers:2305.11298.

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2023A 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.

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2024Efficient 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.

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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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2024Value-at-Risk- and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification. (2024). Zhao, Yimiao ; Liu, Yang ; Geng, Bingzhen. In: Papers. RePEc:arx:papers:2404.18029.

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2024Which ESG+F dimension matters most to retail investors? An experimental study on financial decisions and future generations. (2024). Bax, Karoline ; Klaser, Klaudijo ; Benuzzi, Matteo. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000965.

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2023ETF 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.

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2023Corporate 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.

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2023Operational 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.

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2023The 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.

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2024Improved credit risk prediction based on an integrated graph representation learning approach with graph transformation. (2024). Wang, Yunong ; Mi, Yunlong ; Chen, Zhensong ; Qu, YI ; Shi, Yong. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:2:p:786-801.

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2023How 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.

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2023Bond issuance and the funding choices of European banks: The consequences of public debt. (2023). Keasey, Kevin ; Cariboni, Jessica ; Rancan, Michela ; Vallascas, Francesco. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000750.

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2023Internal 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.

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2023Does 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.

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2023Macrofinancial 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.

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2024From liquidity risk to systemic risk: A use of knowledge graph. (2024). Zhang, Xiaohu ; Chen, Ren-Raw. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000955.

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2023Non-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.

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2023Machine learning and fund characteristics help to select mutual funds with positive alpha. (2023). Gil-Bazo, Javier ; Demiguel, Victor ; Nogales, Francisco J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001770.

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2023Financial 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.

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2023Gender 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.

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2023Social 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.

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2023.

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2023Evolution 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.

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2024Mean-Variance Efficient Large Portfolios : A Simple Machine Learning Heuristic Technique based on the Two-Fund Separation Theorem. (2024). Maillet, Bertrand ; Costola, Michele ; Zhang, Xiang ; Yuan, Zhining. In: Post-Print. RePEc:hal:journl:hal-04514343.

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2023Virtual 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.

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2023Do 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.

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2024The gender gap: what about board members’ perspective?. (2024). Maalej, Manel ; Khemakhem, Hanen. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:28:y:2024:i:2:d:10.1007_s10997-022-09664-3.

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2023Measuring 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..

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2023Multi-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.

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2023Adaptive 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.

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2023Sparse 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.

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2023A 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.

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2023Do 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.

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2024Sparse portfolio selection via the sorted â„“1-Norm. (2020). Paterlini, Sandra ; Bogdan, Magorzata ; Lee, Sangkyun ; Kremer, Philipp J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:110:y:2020:i:c:s0378426619302614.

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Works by Sandra Paterlini:

YearTitleTypeCited
2015Asset Allocation Strategies Based on Penalized Quantile Regression In: Papers.
[Full Text][Citation analysis]		paper7
2015Asset Allocation Strategies Based On Penalized Quantile Regression.(2015) In: Marco Fanno Working Papers.
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This paper has nother version. Agregated cites: 7		paper
2018Asset allocation strategies based on penalized quantile regression.(2018) In: Computational Management Science.
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This paper has nother version. Agregated cites: 7		article
2017Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm In: Papers.
[Full Text][Citation analysis]		paper1
2019Modelling Extremal Dependence for Operational Risk by a Bipartite Graph In: Papers.
[Full Text][Citation analysis]		paper2
2020Modelling extremal dependence for operational risk by a bipartite graph.(2020) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 2		article
2019Modelling Extremal Dependence for Operational Risk by a Bipartite Graph.(2019) In: DEM Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2021ESG, Risk, and (Tail) Dependence In: Papers.
[Full Text][Citation analysis]		paper0
2022Environmental, Social, Governance scores and the Missing pillar -- Why does missing information matter? In: Papers.
[Full Text][Citation analysis]		paper8
2022Environmental, Social, Governance scores and the Missing pillar—Why does missing information matter?.(2022) In: Corporate Social Responsibility and Environmental Management.
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This paper has nother version. Agregated cites: 8		article
2022A generalized precision matrix for t-Student distributions in portfolio optimization In: Papers.
[Full Text][Citation analysis]		paper0
2019Default contagion and systemic risk in loan guarantee networks In: Accounting and Finance.
[Full Text][Citation analysis]		article5
2010REGULAR(IZED) HEDGE FUND CLONES In: Journal of Financial Research.
[Full Text][Citation analysis]		article6
2008Optimization Heuristics for Determining Internal Rating Grading Scales In: Working Papers.
[Full Text][Citation analysis]		paper41
2010Optimization heuristics for determining internal rating grading scales.(2010) In: Computational Statistics & Data Analysis.
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2008Optimization Heuristics for Determining Internal Rating Grading Scales.(2008) In: Center for Economic Research (RECent).
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2009Optimization Heuristics for Determining Internal Rating Grading Scales.(2009) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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This paper has nother version. Agregated cites: 41		paper
2020The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2019The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2019The effect of possible EU diversification requirements on the risk of banks sovereign bond portfolios.(2019) In: ESRB Working Paper Series.
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This paper has nother version. Agregated cites: 4		paper
2004Technological modelling for graphical models: an approach based on genetic algorithms In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article1
2004Clustering financial time series: an application to mutual funds style analysis In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article34
2006Differential evolution and particle swarm optimisation in partitional clustering In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article8
2007Using differential evolution to improve the accuracy of bank rating systems In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article10
2016Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2018Robust and sparse banking network estimation In: European Journal of Operational Research.
[Full Text][Citation analysis]		article17
2018Network topology and systemic risk: Evidence from the Euro Stoxx market In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2021Dynamic network analysis of North American financial institutions In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2019Decomposing and backtesting a flexible specification for CoVaR In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article10
2008The optimal structure of PD buckets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2014Flexible dependence modeling of operational risk losses and its impact on total capital requirements In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article27
2016Undiversifying during Crises: Is It a Good Idea? In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper5
2019Un-diversifying during crises: Is it a good idea?.(2019) In: Computational Management Science.
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This paper has nother version. Agregated cites: 5		article
2019Recreating Banking Networks under Decreasing Fixed Costs In: Working Papers.
[Full Text][Citation analysis]		paper1
2020The Influence of Corporate Elites on Women on Supervisory Boards: Female Directors’ Inclusion in Germany In: Journal of Business Ethics.
[Full Text][Citation analysis]		article7
2010Efficient and robust estimation for financial returns: an approach based on q-entropy In: Department of Economics.
[Full Text][Citation analysis]		paper1
2010Efficient and robust estimation for financial returns: an approach based on q-entropy.(2010) In: Center for Economic Research (RECent).
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This paper has nother version. Agregated cites: 1		paper
2011Cardinality versus q-Norm Constraints for Index Tracking In: Department of Economics.
[Full Text][Citation analysis]		paper15
2011Cardinality versus q-Norm Constraints for Index Tracking.(2011) In: Center for Economic Research (RECent).
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2014Cardinality versus q -norm constraints for index tracking.(2014) In: Quantitative Finance.
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2012Adaptive Minimax Estimation over Sparse l q-Hulls In: Department of Economics.
[Full Text][Citation analysis]		paper0
2012Adaptive Minimax Estimation over Sparse lq-Hulls.(2012) In: Center for Economic Research (RECent).
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2012Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints In: Department of Economics.
[Full Text][Citation analysis]		paper18
2012Exact and heuristic approaches for the index tracking problem with UCITS constraints.(2012) In: Center for Economic Research (RECent).
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2013Exact and heuristic approaches for the index tracking problem with UCITS constraints.(2013) In: Annals of Operations Research.
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This paper has nother version. Agregated cites: 18		article
2007The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance In: Department of Economics.
[Full Text][Citation analysis]		paper47
2007The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance.(2007) In: Center for Economic Research (RECent).
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2007The 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
2009The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance.(2009) In: Methodology and Computing in Applied Probability.
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This paper has nother version. Agregated cites: 47		article
2008Differential Evolution for Multiobjective Portfolio Optimization In: Center for Economic Research (RECent).
[Full Text][Citation analysis]		paper39
2008Differential Evolution for Multiobjective Portfolio Optimization.(2008) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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This paper has nother version. Agregated cites: 39		paper
2011Operational–risk Dependencies and the Determination of Risk Capital In: Center for Economic Research (RECent).
[Full Text][Citation analysis]		paper2
2009Differential 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]		paper53
2009Differential evolution and combinatorial search for constrained index-tracking.(2009) In: Annals of Operations Research.
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This paper has nother version. Agregated cites: 53		article
2018Tracking hedge funds returns using sparse clones In: Annals of Operations Research.
[Full Text][Citation analysis]		article4
2018Risk minimization in multi-factor portfolios: What is the best strategy? In: Annals of Operations Research.
[Full Text][Citation analysis]		article12
2020Developing new portfolio strategies by aggregation In: Annals of Operations Research.
[Full Text][Citation analysis]		article5
2015Constructing optimal sparse portfolios using regularization methods In: Computational Management Science.
[Full Text][Citation analysis]		article27
2019Sparse precision matrices for minimum variance portfolios In: Computational Management Science.
[Full Text][Citation analysis]		article8
2022Constructing banking networks under decreasing costs of link formation In: Computational Management Science.
[Full Text][Citation analysis]		article0
2011Multiobjective optimization using differential evolution for real-world portfolio optimization In: Computational Management Science.
[Full Text][Citation analysis]		article28
2021Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models In: Quantitative Finance.
[Full Text][Citation analysis]		article4
2022Market making with inventory control and order book information In: Quantitative Finance.
[Full Text][Citation analysis]		article0

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