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Misclassifications in financial risk tolerance
C Lucarelli, P Uberti, G Brighetti
Journal of Risk Research 18 (4), 467-482, 2015
492015
Risky choices and emotion-based learning
C Lucarelli, P Uberti, G Brighetti, M Maggi
Journal of Economic Psychology 49, 59-73, 2015
312015
A statistical method to optimize the combination of internal and external data in operational risk measurement
S Figini, P Giudici, P Uberti, A Sanyal
J. Oper. Risk 2 (4), 69-78, 2007
252007
How to measure single-name credit risk concentrations
P Uberti, S Figini
European Journal of Operational Research 202 (1), 232-238, 2010
172010
Proper measures of connectedness
M Maggi, ML Torrente, P Uberti
Annals of Finance 16 (4), 547-571, 2020
152020
The market rank indicator to detect financial distress
S Figini, M Maggi, P Uberti
Econometrics and Statistics 14, 63-73, 2020
142020
A threshold based approach to merge data in financial risk management
S Figini, P Giudici, P Uberti
Journal of Applied Statistics 37 (11), 1815-1824, 2010
142010
Concentration measures in risk management
S Figini, P Uberti
Journal of the Operational Research Society 64 (5), 718-723, 2013
112013
Model assessment for predictive classification models
S Figini, P Uberti
Communications in Statistics—Theory and Methods 39 (18), 3238-3244, 2010
102010
A rescaling technique to improve numerical stability of portfolio optimization problems
ML Torrente, P Uberti
Soft Computing 27 (18), 12831-12842, 2023
62023
Connectedness versus diversification: two sides of the same coin
ML Torrente, P Uberti
Mathematics and Financial Economics 15 (3), 639-655, 2021
62021
Google search volumes for portfolio management: performances and asset concentration
M Maggi, P Uberti
Annals of Operations Research 299 (1), 163-175, 2021
32021
What are investors afraid of? Finding the big bad wolf
B Alemanni, P Uberti
International Journal of Financial Studies 7 (3), 42, 2019
32019
Risk seeking or risk aversion? Phenomenology and perception
C Lucarelli, M Maggi, P Uberti
Phenomenology and Perception (January 29, 2016), 2016
32016
Risk-adjusted geometric diversified portfolios
ML Torrente, P Uberti
Quality & Quantity 58 (1), 35-55, 2024
22024
An empirical comparison of correlation-based systemic risk measures
C Pastorino, P Uberti
Quality & Quantity, 1-26, 2023
22023
A singular value decomposition based approach to handle ill-conditioning in optimization problems with applications to portfolio theory
C Fassino, ML Torrente, P Uberti
Chaos, Solitons & Fractals 165, 112746, 2022
22022
A new approach in model selection for ordinal target variables
E Ballante, S Figini, P Uberti
Computational Statistics 37 (1), 43-56, 2022
22022
Somatic portfolio theory: when emotions lead to economic efficiency
P Uberti, C Lucarelli, G Brighetti
Available at SSRN 2263137, 2013
22013
Minimizing the impact of geographical basis risk on weather derivatives
M D’Aversa, A Mainini, E Moretto, S Stefani, P Uberti
Annals of Operations Research, 1-17, 2023
12023
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Artikler 1–20