Sfoglia per Autore
Behavioral Agency Model: a target-oriented approach for executive incentives
2014-01-01 R. Bordley; F. Culasso; E. Giacosa; L. Tibiletti
A Target-Oriented Approach: A 'One-Size' Model to Suit Humans and Econs Behaviors
2013-01-01 Robert F Bordley; Luisa Tibiletti; Mariacristina Uberti
Bid pricing in online auctions with "Buy-It-Now" option
2013-01-01 Cardin M.; Eisenberg B.; Tibiletti L.
How skewness influences optimal allocation in a risky asset
2013-01-01 Eling M.; Sudheesh Kumar Kattumannil; Tibiletti L.
Mean-Extended Gini portfolios personalized to investor's profile
2013-01-01 Cardin M.; Eisenberg B.; Tibiletti L.
Personalized Mean-Extended Gini portfolios
2013-01-01 Cardin M.; Eisenberg B.; Tibiletti L.
Bid and Ask Prices Tailored to Traders' Risk Aversion and Gain Propension: a Normative Approach
2012-01-01 Cardin M.; Eisenberg B.; Tibiletti L.
Quantitative Methods for Management and Finance, Exercises with solutions
2012-01-01 Tibiletti Luisa
On Moment Identity for discrete random variable and its applications
2011-01-01 Sudheesh Kumar Kattumannil; Tibiletti Luisa
One-Size or Tailor-Made Performance Ratios for Ranking Hedge Funds?
2011-01-01 Eling M.; Farinelli S.; Rossello D.; Tibiletti L.
Tail Risk in Hedge Funds: Classical Skewness Coefficients vs Azzalini's Skewness Parameter
2010-01-01 Eling M.; Farinelli S.; Rossello D.; Tibiletti L.
Empirical Mean-Variance-Skewness Efficient Frontiers for Skew-Normal Distributions
2010-01-01 M. Eling; D. Rossello; L. Tibiletti
ESERCIZI DI MATEMATICA GENERALE
2010-01-01 Berardo Maria Grazia; Dalforno Arianna; Tibiletti Luisa
Internal vs. External Risk Measures: How Capital Requirements Differ in Practice
2010-01-01 Eling M.; Tibiletti L.
Sharpe Ratio for skew-normal distributions: a skewness-dependent performance trade-off?
2010-01-01 Martin Eling; Luisa Tibiletti
Good and bad news on capital market return ellipticity
2009-01-01 Eling M.; Tibiletti L.
Bid and ask asset pricing through the Extended Gini premium principle: Sufficient and Necessary conditions for trading
2009-01-01 Cardin M; Eisenberg B.; Tibiletti L.
Skew Logistic Distributions in Hedge Fund Returns
2009-01-01 Debasis Kundu; Martin Eling; Shankar Prawesh; Luisa Tibiletti
Optimal asset allocation aid system: from "one-size" vs "tailor-made" performance ratio
2009-01-01 FARINELLI S; FERREIRA M; THOENY M; ROSSELLO D; TIBILETTI L
Value-at-Risk: is lacking in sub-additivity just an annoying technicality?
2008-01-01 L. Tibiletti
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