5
H index
3
i10 index
173
Citations
luisa tibiletti : Citation Profile
Università degli Studi di Torino | RESEARCH PRODUCTION: 13 Articles 3 Papers 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1993 - 2017). 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:
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Main data
Where luisa tibiletti has published?
| Journals with more than one article published | # docs |
|---|---|
| Atlantic Economic Journal | 4 |
| European Journal of Operational Research | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 2 |
Recent works citing luisa tibiletti (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | A 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 |
| 2023 | Value-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 |
| 2023 | ESG-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 |
| 2023 | Pricing 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 |
| 2024 | Dynamic 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. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2023 | How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study. (2023). Esparcia, Carlos ; Diaz, Antonio ; Alonso, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006722. Full description at Econpapers || Download paper |
| 2024 | Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Esparcia, Carlos ; Lopez, Raquel ; Jareo, Francisco ; Sevillano, Maria Caridad. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063. Full description at Econpapers || Download paper |
| 2023 | Semivariance 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 |
| 2024 | Performance 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. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Omega 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 |
| 2023 | Exploring 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Hydroassets Portfolio Management for Intraday Electricity Trading from a Discrete Time Stochastic Optimization Perspective In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2002 | A shortcut to sign Incremental Value-at-Risk for risk allocation In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Sharpe thinking in asset ranking with one-sided measures In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 59 |
| 2009 | Optimal asset allocation aid system: From one-size vs tailor-made performance ratio In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 17 |
| 2008 | Beyond Sharpe ratio: Optimal asset allocation using different performance ratios In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 69 |
| 2010 | Skewness in hedge funds returns: classical skewness coefficients vs Azzalinis skewness parameter In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 1 |
| 1999 | The paradox of tax full compliance: A solution In: Atlantic Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2003 | Upside and downside risk with a benchmark In: Atlantic Economic Journal. [Full Text][Citation analysis] | article | 3 |
| 2004 | Pricing default risk premium through fear of ruin In: Atlantic Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2009 | Good and Bad News on Capital Market Return Ellipticity In: Atlantic Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 1999 | Compensation of Uncertain Lost Earnings In: European Journal of Law and Economics. [Full Text][Citation analysis] | article | 3 |
| 1995 | Beneficial changes in random variables via copulas: An application to insurance In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 7 |
| 1993 | Risk aversion in the small and Jensen inequalities In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | An Integrated Financial and Accounting Approach to Outstanding Debt Assessment for Lease Agreement In: Eurasian Studies in Business and Economics. [Citation analysis] | chapter | 0 |
| 2017 | A Target-Based Foundation for the “Hard-Easy Effect” Bias In: Eurasian Studies in Business and Economics. [Citation analysis] | chapter | 7 |
| 2014 | A 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 | |
| 2017 | Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets In: Operations Research Proceedings. [Citation analysis] | chapter | 0 |
| 2013 | How skewness influences optimal allocation in a risky asset? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2015 | Inequality 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] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team