GIACOMETTI, Rosella
 Distribuzione geografica
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Continente #
EU - Europa 16.106
NA - Nord America 7.296
AS - Asia 3.356
SA - Sud America 332
AF - Africa 140
OC - Oceania 16
Continente sconosciuto - Info sul continente non disponibili 9
Totale 27.255
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Nazione #
US - Stati Uniti d'America 7.065
GB - Regno Unito 5.515
IT - Italia 2.247
IE - Irlanda 2.215
PL - Polonia 1.765
RU - Federazione Russa 1.561
CN - Cina 1.430
SG - Singapore 1.091
DE - Germania 785
FR - Francia 554
NL - Olanda 382
SE - Svezia 357
UA - Ucraina 266
BR - Brasile 237
VN - Vietnam 227
CA - Canada 188
IN - India 137
AT - Austria 133
ZA - Sudafrica 92
FI - Finlandia 91
HK - Hong Kong 64
EU - Europa 59
KR - Corea 58
ID - Indonesia 45
BE - Belgio 43
ES - Italia 42
BD - Bangladesh 36
JP - Giappone 35
TR - Turchia 35
CZ - Repubblica Ceca 29
MX - Messico 27
AR - Argentina 25
IQ - Iraq 19
IR - Iran 18
MY - Malesia 18
CO - Colombia 16
PK - Pakistan 16
LT - Lituania 15
CH - Svizzera 14
EC - Ecuador 14
NO - Norvegia 14
BG - Bulgaria 13
NP - Nepal 13
PH - Filippine 13
VE - Venezuela 13
CL - Cile 12
SA - Arabia Saudita 12
TW - Taiwan 12
AU - Australia 11
GR - Grecia 11
RO - Romania 11
UZ - Uzbekistan 10
IL - Israele 9
LU - Lussemburgo 9
TN - Tunisia 8
DZ - Algeria 7
KG - Kirghizistan 7
KZ - Kazakistan 7
MA - Marocco 7
EG - Egitto 6
PE - Perù 6
AE - Emirati Arabi Uniti 5
NZ - Nuova Zelanda 5
QA - Qatar 5
TH - Thailandia 5
AL - Albania 4
AZ - Azerbaigian 4
BY - Bielorussia 4
CR - Costa Rica 4
HU - Ungheria 4
JO - Giordania 4
MD - Moldavia 4
OM - Oman 4
PT - Portogallo 4
UY - Uruguay 4
A2 - ???statistics.table.value.countryCode.A2??? 3
BA - Bosnia-Erzegovina 3
BO - Bolivia 3
ET - Etiopia 3
HR - Croazia 3
JM - Giamaica 3
KW - Kuwait 3
LK - Sri Lanka 3
LV - Lettonia 3
ZW - Zimbabwe 3
DK - Danimarca 2
GH - Ghana 2
LB - Libano 2
MN - Mongolia 2
NG - Nigeria 2
PS - Palestinian Territory 2
PY - Paraguay 2
RS - Serbia 2
SN - Senegal 2
TJ - Tagikistan 2
TT - Trinidad e Tobago 2
BB - Barbados 1
BH - Bahrain 1
BN - Brunei Darussalam 1
CG - Congo 1
Totale 27.293
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Città #
Southend 5.233
Dublin 2.207
Warsaw 1.739
Ashburn 642
Jacksonville 528
Singapore 490
San Jose 458
Chandler 424
Moscow 364
Ann Arbor 304
Mountain View 304
Dalmine 289
Beijing 215
Milan 209
Nanjing 197
Princeton 196
Council Bluffs 186
Hefei 175
Rancio Valcuvia 138
Toronto 137
Wilmington 135
Boardman 130
Bergamo 129
Vienna 120
Houston 110
Dearborn 105
Rome 97
Los Angeles 87
The Dalles 87
Shanghai 84
Woodbridge 84
Johannesburg 80
Fairfield 75
Washington 74
Redwood City 72
Ho Chi Minh City 71
Santa Clara 69
Atlanta 65
Nanchang 65
San Mateo 64
Munich 63
Berlin 61
Lauterbourg 60
Seattle 59
New York 56
Andover 53
Kiez 48
Altamura 47
Dallas 47
Sayreville 45
Hanoi 40
Columbus 37
Guangzhou 37
Helsinki 37
Hong Kong 37
London 35
Sunnyvale 35
Brescia 33
Kunming 33
Tianjin 32
Shenyang 30
Zhengzhou 30
Brussels 29
Jakarta 27
Nürnberg 27
Ogden 27
Cambridge 26
Frankfurt am Main 26
San Giovanni Rotondo 26
São Paulo 26
Buffalo 25
Orem 25
Chicago 24
Hebei 23
Jiaxing 23
Paris 23
Crema 21
Needham Heights 21
Changsha 20
Hangzhou 20
Denver 19
Dong Ket 19
Tokyo 19
Montreal 18
Redondo Beach 18
Torino 17
Seoul 16
Shenzhen 16
Amsterdam 15
Brooklyn 15
Jinan 15
Manchester 15
Verona 15
Bologna 14
Brno 14
Mumbai 14
Changchun 13
Mexico City 13
Phoenix 13
Darmstadt 12
Totale 17.942
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Nome #
Extracting joint probability of default from CDS data 1.230
Scenario generation for long term fuel prices 1.145
Esercizi di matematica finanziaria 974
A stochastic model for hedging electricity portfolio for an hydro-energy producer 883
Using Black & Litterman framework for stress testing analysis in asset management 847
A stochastic framework for gas retailer based on temperature and oil prices evolution 831
Appunti di matematica finanziaria 718
Sparse Precision matrices for minimum variance portfolios 639
Structural credit risk models with subordinated processes 623
Capturing systemic risk by robust and sparse network estimation 596
Estimating the joint probability of default using Credit Default Swap and Bond Data 588
A nonparametric model for analysis of the EURO bond market 542
Portfolio loss modeling: an infectious framework 541
Euro bonds : markets, infrastructure and trends 531
A stochastic optimization model for gas retail with temperature scenarios and oil prices parameters 507
Option Pricing in Non-Gaussian Ornstein-Uhlenbeck Markets 484
Pricing life insurance contracts as financial options: the endowment policy case 451
A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates 442
Hedging electricity portfolio for an hydro-energy producer via stochastic programming 425
Bayesian estimation of truncated data with applications to operational risk measurement 414
A comparison of estimated default probabilities: Merton model vs. stable Paretian model 413
Stable distributions in the Black-Litterman approach to asset allocation 396
A stochastic model for mortality rate on Italian data 392
Deterministic and stochastic models for hedging electricity portfolio of a hydropower producer 391
Heavy-tailed distributional model for operational losses 389
Intensity-based framework for surrender modeling in life insurance 388
Robust and sparse banking network estimation 386
Aggregation issues in operational risk 385
Credit default swaps: implied ratings versus official ones 382
Estimating the probability of multiple EU sovereign defaults using CDS and bond data 382
Impact of different distributional assumptions in forecasting Italian mortality rates 378
Calibrating affine stochastic mortality models using term assurance premiums 378
Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models 375
Risk measures and management in the energy sector 374
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model 372
Risk factor analysis and portfolio immunization in the corporate bond market 367
Stable distributions in the Black-Litterman approach to asset allocation 354
Systemic risk attribution in the EU 347
Market implied volatilities for defaultable bonds 343
Factor decomposition of the Eurozone sovereign CDS spreads 342
Risk measures for asset allocation models 341
Network conditional tail risk estimation in the European Banking System 332
A multi-stage stochastic electricity portfolio model with forward contracts 331
A Three-Factor model for mortality modeling 331
Time series and copula dependency analysis for Eurozone sovereign bond returns 330
The Impact of Different Distributional Hypothesis on Returns in Asset Allocation 330
Credit derivatives markets 319
Securitization market 312
Sparse precision matrices for minimum variance portfolios 305
On pricing of Credit spread options 305
Funds of Hedge Funds: a Comparison among Different Portfolio Optimization Models implementing the Zero-Investment Strategy 298
Using Black and Litterman framework for stress testing analysis in asset management 278
Joint tails impact in stochastic volatility portfolio selection models 272
Global Continuous Optimization: a Parallel Genetic Approach 271
On Optimal Design of Treasury Bonds 255
Closed-Form Solution for Defaultable Bond Options under a Two-Factor Gaussian Model for Risky Rates Modeling 248
Bond portfolio management with repo contracts: the Italian case 239
Portfolio selection with uncertainty measures consistent with additive shifts 239
Performance of a Hedged portfolio Model in presence of Extreme events 236
Network tail risk estimation in the European banking system 209
Risk attribution and interconnectedness in the EU via CDS data 206
Special issue: 14th International Conference on Computational Management Science 199
Penalized enhanced portfolio replication with asymmetric deviation measures 193
Measuring European Banks’ Exposure To Climate Risk 182
Financial contagion in banking networks with community structure 181
Spatial Multivariate GARCH Models and Financial Spillovers 175
Outlier detection of multivariate data via the maximization of the cumulant generating function 96
Mean-CVaR portfolio optimization under ESG disagreement 52
Assessing climate risk on the European financial system: a multi-scenario Analysis 38
A return-diversification approach to portfolio selection 35
Enhanced optimal tracking error portfolio via quantile regression with SSD constraints 17
Modeling portfolio loss distribution under infectious defaults and immunization 16
Totale 28.116
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Categoria #
all - tutte 69.449
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 69.449
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021175 0 0 0 0 0 0 0 0 0 0 0 175
2021/20222.190 125 222 154 170 222 260 305 99 124 198 182 129
2022/20231.660 271 193 215 254 140 222 8 67 142 45 68 35
2023/20242.905 39 66 62 47 105 575 1.667 115 59 23 30 117
2024/20252.459 109 188 191 400 69 35 38 145 180 467 368 269
2025/20264.320 244 199 271 540 726 290 626 219 384 381 203 237
Totale 28.116