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1

Financial and Accounting Approaches in Lease Appraisal

Migliavacca, Alessandro, Uberti, Mariacristina, Rainero, Christian, Tibiletti, Luisa

Journal:

International Journal of Business and Management

Year:

2018

Language:

english

File:

PDF, 234 KB

english, 2018

2

Beyond Sharpe ratio: Optimal asset allocation using different performance ratios

Simone Farinelli, Manuel Ferreira, Damiano Rossello, Markus Thoeny, Luisa Tibiletti

Journal:

Journal of Banking & Finance

Year:

2008

Language:

english

File:

PDF, 186 KB

english, 2008

3

Risk aversion in the small and Jensen inequalities

Luigi Montrucchio, Luisa Tibiletti

Journal:

Decisions in Economics and Finance

Year:

1993

Language:

english

File:

PDF, 704 KB

english, 1993

4

Sharpe thinking in asset ranking with one-sided measures

Simone Farinelli, Luisa Tibiletti

Journal:

European Journal of Operational Research

Year:

2008

Language:

english

File:

PDF, 145 KB

english, 2008

5

Compensation of Uncertain Lost Earnings

Göran Skogh, Luisa Tibiletti

Journal:

European Journal of Law and Economics

Year:

1999

Language:

english

File:

PDF, 146 KB

english, 1999

6

A Shortcut to Sign Incremental Value at Risk for Risk Allocation

TASCHE, DIRK, TIBILETTI, LUISA

Journal:

The Journal of Risk Finance

Year:

2003

Language:

english

File:

PDF, 363 KB

english, 2003

7

One-size or tailor-made performance ratios for ranking hedge funds?

Eling, Martin, Farinelli, Simone, Rossello, Damiano, Tibiletti, Luisa

Journal:

Journal of Derivatives & Hedge Funds

Year:

2011

Language:

english

File:

PDF, 250 KB

english, 2011

8

Beneficial Changes in Random Variables via Copulas: An Application to Insurance

LUISA TIBILETTI

Journal:

The GENEVA Papers on Risk and Insurance - Theory

Year:

1995

Language:

english

File:

PDF, 900 KB

english, 1995

9

A Scorecard to Detect Financial Leverage Profitability

Broccardo, Laura, Tibiletti, Luisa, Vilpas, Pertti

Journal:

International Journal of Business and Management

Year:

2018

Language:

english

File:

PDF, 211 KB

english, 2018

10

A non-linear combination of experts' forecasts: A Bayesian approach

Luisa Tibiletti

Journal:

Journal of Forecasting

Year:

1994

Language:

english

File:

PDF, 362 KB

english, 1994

11

Optimal asset allocation aid system: From “one-size” vs “tailor-made” performance ratio

Simone Farinelli, Manuel Ferreira, Damiano Rossello, Markus Thoeny, Luisa Tibiletti

Journal:

European Journal of Operational Research

Year:

2009

Language:

english

File:

PDF, 1.35 MB

english, 2009

12

Internal vs. external risk measures: How capital requirements differ in practice

Martin Eling, Luisa Tibiletti

Journal:

Operations Research Letters

Year:

2010

Language:

english

File:

PDF, 621 KB

english, 2010

13

Upside and downside risk with a benchmark

Luisa Tibiletti, Simone Farinelli

Journal:

Atlantic Economic Journal

Year:

2003

Language:

english

File:

PDF, 77 KB

english, 2003

14

The paradox of tax full compliance: A solution

Luisa Tibiletti

Journal:

Atlantic Economic Journal

Year:

1999

Language:

english

File:

PDF, 61 KB

english, 1999

15

Pricing default risk premium through fear of ruin

Luisa Tibiletti

Journal:

Atlantic Economic Journal

Year:

2004

Language:

english

File:

PDF, 70 KB

english, 2004

16

Good and Bad News on Capital Market Return Ellipticity

Martin Eling, Luisa Tibiletti

Journal:

Atlantic Economic Journal

Year:

2009

Language:

english

File:

PDF, 58 KB

english, 2009

17

A Shortcut Way of Pricing Default Risk Through Zero-Utility Principle

Luisa Tibiletti

Journal:

Journal of Risk and Insurance

Year:

2006

Language:

english

File:

PDF, 138 KB

english, 2006

18

Beneficial changes in random variables via copulas: An application to insurance

Luisa Tibiletti

Journal:

The GENEVA Risk and Insurance Review

Year:

1995

Language:

english

File:

PDF, 662 KB

english, 1995

19

Risk premium for higher-order moments

Luisa Tibiletti

Journal:

Atlantic Economic Journal

Year:

1994

Language:

english

File:

PDF, 79 KB

english, 1994

20

A Shortcut Way of Pricing Default Risk through Zero-Utility Principle

Luisa Tibiletti

Journal:

Journal of Risk and Insurance

Year:

2006

Language:

english

File:

PDF, 557 KB

english, 2006

21

Papiri documentari dell'Università Cattolica di Milano

Orsolina Montevecchi, Sergio Daris, Gerardo Casanova, Giuseppe Tibiletti, Maria Luisa Nardelli, Aurora Leone, Loisa Casarico, Anna Passoni Dell'Acqua, Carla Balconi and Emanuela Battaglia

Journal:

Year:

1983

File:

PDF, 25.29 MB

1983

22

Moment identity for discrete random variable and its applications

Kattumannil, Sudheesh Kumar, Tibiletti, Luisa

Journal:

Year:

2012

Language:

english

File:

PDF, 111 KB

english, 2012

23

Mean‐extended Gini portfolios personalized to the investor's profile

Cardin, Marta, Eisenberg, Bennett, Tibiletti, Luisa

Journal:

Journal of Modelling in Management

Year:

2013

Language:

english

File:

PDF, 165 KB

english, 2013

24

Inequality Aversion and the Extended Gini in the Light of a Two-person Cake-sharing Problem

Tibiletti, Luisa, Subramanian, S.

Journal:

Journal of Human Development and Capabilities

Year:

2015

Language:

english

File:

PDF, 128 KB

english, 2015

25

Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter

Eling, Martin, Farinelli, Simone, Rossello, Damiano, Tibiletti, Luisa

Journal:

International Journal of Managerial Finance

Year:

2010

Language:

english

File:

PDF, 209 KB

english, 2010

26

Value-at-risk: is lacking in sub-additivity just an annoying technicality?

Tibiletti, Luisa

Journal:

International Journal of Risk Assessment and Management

Year:

2008

Language:

english

File:

PDF, 454 KB

english, 2008

27

Hydroassets portfolio management for intraday electricity trading from a discrete time stochastic optimization perspective

Farinelli, Simone, Tibiletti, Luisa

Journal:

Year:

2017

Language:

english

File:

PDF, 2.00 MB

english, 2017

28

Inclusion of small-scale energy users in liberalized energy markets

Mikhail, Simonov, Simona, Alfiero, Alfredo, Esposito, Luisa, Tibiletti

Journal:

AFRICAN JOURNAL OF BUSINESS MANAGEMENT

Year:

2017

Language:

english

File:

PDF, 698 KB

english, 2017

29

A Target-Oriented Approach: A 'One-Size' Model to Suit Humans and Econs Behaviors

Bordley, Robert F, Tibiletti, Luisa, Uberti, Mariacristina

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 382 KB

english, 2013

30

Behavioural Finance: A User-Oriented Procedure to Assessing Preferences Under Risk

Bordley, Robert F, Tibiletti, Luisa, Uberti, Mariacristina

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 55 KB

english, 2014

31

Financial leverage for multi-period levered investments

Farinelli, Simone, Kountzakis, Christos E., Tibiletti, Luisa, Uberti, Mariacristina

Journal:

Applied Mathematical Sciences

Year:

2017

Language:

english

File:

PDF, 573 KB

english, 2017

32

Benchmark-Based Preferences Make Investors Loss Averse in Bull Markets and Gain Seeking in Bear Markets

Bordley, Robert, Tibiletti, Luisa

Journal:

International Journal of Business and Management

Year:

2017

Language:

english

File:

PDF, 204 KB

english, 2017

33

The Riskier the Assets, the Riskier the Portfolios: Pitfalls and Misinterpretations

Tibiletti, Luisa

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 274 KB

english, 2003

34

Loss aversion and gain appetite in the small and in the large

Bordley, Robert, Tibiletti, Luisa, Uberti, Mariacristina

Journal:

International Mathematical Forum

Year:

2016

File:

PDF, 433 KB

2016

35

[IEEE 2018 IEEE International Telecommunications Energy Conference (INTELEC) - Turin (2018.10.7-2018.10.11)] 2018 IEEE International Telecommunications Energy Conference (INTELEC) - Demand-side Flexibility Measurement And Estimation For Transactive Energy Control

Simonov, Mikhail, Bertone, Fabrizio, Goga, Klodiana, Tibiletti, Luisa

Year:

2018

File:

PDF, 7 KB

2018