luisa tibiletti : Citation Profile

Università degli Studi di Torino

5

H index

3

i10 index

182

Citations

RESEARCH PRODUCTION:

14

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: 20.    Total self citations: 3 (1.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pti64
   Updated: 2026-02-21    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)

Chang, Chia-Lin (6)

Costola, Michele (6)

Barron, Kai (6)

Gravert, Christina (6)

Harris, Richard (6)

Jannin, Gregory (5)

Moreno, Manuel (5)

Taamouti, Abderrahim (5)

Maillet, Bertrand (5)

Cites to:

Weymark, John (3)

Montrucchio, Luigi (2)

Acerbi, Carlo (2)

Capocci, Daniel (2)

Yitzhaki, Shlomo (2)

Dowd, Kevin (2)

Shalit, Haim (1)

Hübner, Georges (1)

Tasche, Dirk (1)

liang, bing (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 (2025 and 2024)

YearTitle of citing document
2025Evaluating the Risk-Return Profile of a Portfolio of ESG and Traditional Assets Using a Hybrid Optimisation Model. (2025). Pataki, Laszlo ; Thalmeiner, Gergo ; Tatay, Tibor ; Banyai, Attila. In: Virtual Economics. RePEc:aid:journl:v:8:y:2025:i:1:p:16-39.

Full description at Econpapers || Download paper

2024Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning. (2024). Yan, Xing ; Ma, Wenxuan ; Sun, Chuting. In: Papers. RePEc:arx:papers:2301.07318.

Full description at Econpapers || Download paper

2025ESG-coherent risk measures for sustainable investing. (2025). Dentcheva, Darinka ; Rachev, Svetlozar T ; Giacometti, Rosella ; Torri, Gabriele ; Lindquist, Brent W. In: Papers. RePEc:arx:papers:2309.05866.

Full description at Econpapers || Download paper

2025Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks. (2025). Korangi, Kamesh ; Bravo, Cristi'An ; Mues, Christophe. In: Papers. RePEc:arx:papers:2407.15532.

Full description at Econpapers || Download paper

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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2025Hedging political risk in international portfolios. (2025). Pagliardi, Giovanni ; Lotfi, Somayyeh ; Zenios, Stavros A ; Paparoditis, Efstathios. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:629-646.

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

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2024Risk exposure in ESG-driven portfolios: A wavelet study within the tail-concerned insurance sector. (2024). Fantini, Giulia ; Jareo, Francisco ; Esparcia, Carlos. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008857.

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2024Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach. (2024). Lin, Weidong ; Taamouti, Abderrahim. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1179-1188.

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2024The impact of digitalization on operational risk: An organizational information processing perspective. (2024). Guo, Hangfei ; Collins, Brian ; Lai, Fujun ; Song, Dian ; Wang, Yunfei ; Yin, Qiaoyi. In: International Journal of Production Economics. RePEc:eee:proeco:v:276:y:2024:i:c:s0925527324002263.

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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). Pataki, Lszl ; Thalmeiner, Gerg ; Tatay, Tibor ; Bnyai, Attila. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:533-:d:1528359.

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2024An Age–Period–Cohort Framework for Profit and Profit Volatility Modeling. (2024). Breeden, Joseph L. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:10:p:1427-:d:1389720.

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2025Dynamic Return Scenario Generation Approach for Large-Scale Portfolio Optimisation Framework. (2025). Nedla, David ; Lozza, Sergio Ortobelli ; Tich, Tom. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10541-w.

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2025Risk Measures and Portfolio Choices for Gain-Loss Dependent Objectives. (2025). Chow, Nikolai Sheung-Chi. In: MPRA Paper. RePEc:pra:mprapa:124440.

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2024Evaluation of strategy portfolios. (2024). Tich, Toma ; Wang, Anlan ; Kresta, Ale. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:1:d:10.1007_s10287-023-00497-5.

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2024Risk-adjusted geometric diversified portfolios. (2024). Uberti, Pierpaolo ; Torrente, Maria-Laura. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:1:d:10.1007_s11135-023-01631-w.

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2024Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance. (2024). Zenios, Stavros ; Lotfi, Somayyeh. In: Review of Managerial Science. RePEc:spr:rvmgts:v:18:y:2024:i:7:d:10.1007_s11846-023-00715-z.

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2025Portfolio Selection under Systemic Risk. (2025). Olmo, Jose ; Lin, Weidong ; Taamouti, Abderrahim. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:4:p:905-949.

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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.
[Full Text][Citation analysis]		paper1
2002A shortcut to sign Incremental Value-at-Risk for risk allocation In: Papers.
[Full Text][Citation analysis]		paper2
2006A Shortcut Way of Pricing Default Risk Through Zero‐Utility Principle In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article1
2008Sharpe thinking in asset ranking with one-sided measures In: European Journal of Operational Research.
[Full Text][Citation analysis]		article63
2009Optimal asset allocation aid system: From one-size vs tailor-made performance ratio In: European Journal of Operational Research.
[Full Text][Citation analysis]		article18
2008Beyond Sharpe ratio: Optimal asset allocation using different performance ratios In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article72
2010Skewness in hedge funds returns: classical skewness coefficients vs Azzalinis skewness parameter In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article1
1999The paradox of tax full compliance: A solution In: Atlantic Economic Journal.
[Full Text][Citation analysis]		article0
2003Upside and downside risk with a benchmark In: Atlantic Economic Journal.
[Full Text][Citation analysis]		article3
2004Pricing default risk premium through fear of ruin In: Atlantic Economic Journal.
[Full Text][Citation analysis]		article0
2009Good and Bad News on Capital Market Return Ellipticity In: Atlantic Economic Journal.
[Full Text][Citation analysis]		article0
1999Compensation of Uncertain Lost Earnings In: European Journal of Law and Economics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		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

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