GIACOMETTI, Rosella
 Distribuzione geografica
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Continente #
EU - Europa 16.163
NA - Nord America 7.448
AS - Asia 3.376
Continente sconosciuto - Info sul continente non disponibili 870
SA - Sud America 333
AF - Africa 141
OC - Oceania 16
Totale 28.347
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Nazione #
US - Stati Uniti d'America 7.205
GB - Regno Unito 5.515
IT - Italia 2.282
IE - Irlanda 2.215
PL - Polonia 1.765
RU - Federazione Russa 1.561
CN - Cina 1.435
SG - Singapore 1.101
DE - Germania 785
FR - Francia 554
NL - Olanda 383
SE - Svezia 375
UA - Ucraina 266
BR - Brasile 238
VN - Vietnam 228
CA - Canada 195
IN - India 137
AT - Austria 133
ZA - Sudafrica 92
FI - Finlandia 91
HK - Hong Kong 65
EU - Europa 59
KR - Corea 58
ID - Indonesia 46
BE - Belgio 43
ES - Italia 43
BD - Bangladesh 37
JP - Giappone 35
TR - Turchia 35
CZ - Repubblica Ceca 29
MX - Messico 28
AR - Argentina 25
IQ - Iraq 19
MY - Malesia 19
IR - Iran 18
CH - Svizzera 16
CO - Colombia 16
PK - Pakistan 16
LT - Lituania 15
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
MA - Marocco 8
TN - Tunisia 8
DZ - Algeria 7
KG - Kirghizistan 7
KZ - Kazakistan 7
EG - Egitto 6
PE - Perù 6
AE - Emirati Arabi Uniti 5
CR - Costa Rica 5
NZ - Nuova Zelanda 5
QA - Qatar 5
TH - Thailandia 5
AL - Albania 4
AZ - Azerbaigian 4
BY - Bielorussia 4
HU - Ungheria 4
JM - Giamaica 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
KW - Kuwait 3
LK - Sri Lanka 3
LV - Lettonia 3
TT - Trinidad e Tobago 3
ZW - Zimbabwe 3
DK - Danimarca 2
DO - Repubblica Dominicana 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
BB - Barbados 1
BH - Bahrain 1
BN - Brunei Darussalam 1
Totale 27.524
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Città #
Southend 5.233
Dublin 2.207
Warsaw 1.739
Ashburn 651
Jacksonville 528
San Jose 518
Singapore 492
Chandler 424
Moscow 364
Ann Arbor 304
Mountain View 304
Dalmine 289
Beijing 216
Milan 211
Nanjing 197
Princeton 196
Council Bluffs 193
Hefei 175
Rancio Valcuvia 138
Toronto 137
Wilmington 135
Boardman 131
Bergamo 129
Vienna 120
Houston 111
Dearborn 105
Rome 102
Los Angeles 87
The Dalles 87
Shanghai 84
Woodbridge 84
Johannesburg 80
Santa Clara 78
Fairfield 75
Washington 74
Redwood City 72
Ho Chi Minh City 71
Atlanta 65
Nanchang 65
San Mateo 64
Munich 63
Berlin 61
Lauterbourg 60
Seattle 59
New York 56
Andover 53
Dallas 48
Kiez 48
Altamura 47
Sayreville 45
Hanoi 41
Hong Kong 38
Columbus 37
Guangzhou 37
Helsinki 37
London 35
Sunnyvale 35
Brescia 34
Kunming 33
Tianjin 32
Shenyang 30
Zhengzhou 30
Brussels 29
Cambridge 27
Jakarta 27
Nürnberg 27
Ogden 27
Frankfurt am Main 26
San Giovanni Rotondo 26
São Paulo 26
Buffalo 25
Chicago 25
Orem 25
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
Phoenix 17
Torino 17
Brooklyn 16
Seoul 16
Shenzhen 16
Amsterdam 15
Jinan 15
Manchester 15
Verona 15
Bologna 14
Brno 14
Mexico City 14
Mumbai 14
Changchun 13
Darmstadt 12
Totale 18.051
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Nome #
Extracting joint probability of default from CDS data 1.242
Scenario generation for long term fuel prices 1.148
Esercizi di matematica finanziaria 978
A stochastic model for hedging electricity portfolio for an hydro-energy producer 891
Using Black & Litterman framework for stress testing analysis in asset management 849
A stochastic framework for gas retailer based on temperature and oil prices evolution 838
Appunti di matematica finanziaria 728
Sparse Precision matrices for minimum variance portfolios 640
Structural credit risk models with subordinated processes 624
Capturing systemic risk by robust and sparse network estimation 606
Estimating the joint probability of default using Credit Default Swap and Bond Data 589
A nonparametric model for analysis of the EURO bond market 545
Euro bonds : markets, infrastructure and trends 543
Portfolio loss modeling: an infectious framework 543
A stochastic optimization model for gas retail with temperature scenarios and oil prices parameters 510
Option Pricing in Non-Gaussian Ornstein-Uhlenbeck Markets 485
Pricing life insurance contracts as financial options: the endowment policy case 452
A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates 444
Hedging electricity portfolio for an hydro-energy producer via stochastic programming 426
Bayesian estimation of truncated data with applications to operational risk measurement 418
A comparison of estimated default probabilities: Merton model vs. stable Paretian model 413
Stable distributions in the Black-Litterman approach to asset allocation 399
A stochastic model for mortality rate on Italian data 395
Deterministic and stochastic models for hedging electricity portfolio of a hydropower producer 392
Estimating the probability of multiple EU sovereign defaults using CDS and bond data 390
Heavy-tailed distributional model for operational losses 389
Intensity-based framework for surrender modeling in life insurance 388
Robust and sparse banking network estimation 387
Credit default swaps: implied ratings versus official ones 385
Aggregation issues in operational risk 385
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model 384
Impact of different distributional assumptions in forecasting Italian mortality rates 379
Calibrating affine stochastic mortality models using term assurance premiums 378
Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models 377
Risk measures and management in the energy sector 375
Risk factor analysis and portfolio immunization in the corporate bond market 367
Stable distributions in the Black-Litterman approach to asset allocation 355
Systemic risk attribution in the EU 349
Market implied volatilities for defaultable bonds 349
Factor decomposition of the Eurozone sovereign CDS spreads 345
Risk measures for asset allocation models 341
Network conditional tail risk estimation in the European Banking System 339
A Three-Factor model for mortality modeling 333
Time series and copula dependency analysis for Eurozone sovereign bond returns 331
A multi-stage stochastic electricity portfolio model with forward contracts 331
The Impact of Different Distributional Hypothesis on Returns in Asset Allocation 330
Credit derivatives markets 320
Securitization market 312
Sparse precision matrices for minimum variance portfolios 311
On pricing of Credit spread options 307
Funds of Hedge Funds: a Comparison among Different Portfolio Optimization Models implementing the Zero-Investment Strategy 299
Using Black and Litterman framework for stress testing analysis in asset management 278
Joint tails impact in stochastic volatility portfolio selection models 273
Global Continuous Optimization: a Parallel Genetic Approach 271
On Optimal Design of Treasury Bonds 256
Bond portfolio management with repo contracts: the Italian case 248
Closed-Form Solution for Defaultable Bond Options under a Two-Factor Gaussian Model for Risky Rates Modeling 248
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 210
Penalized enhanced portfolio replication with asymmetric deviation measures 207
Risk attribution and interconnectedness in the EU via CDS data 207
Special issue: 14th International Conference on Computational Management Science 199
Financial contagion in banking networks with community structure 184
Measuring European Banks’ Exposure To Climate Risk 184
Spatial Multivariate GARCH Models and Financial Spillovers 178
Outlier detection of multivariate data via the maximization of the cumulant generating function 97
Assessing climate risk on the European financial system: a multi-scenario Analysis 54
Mean-CVaR portfolio optimization under ESG disagreement 54
A return-diversification approach to portfolio selection 36
Enhanced optimal tracking error portfolio via quantile regression with SSD constraints 32
Modeling portfolio loss distribution under infectious defaults and immunization 22
Totale 28.347
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Categoria #
all - tutte 71.377
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 71.377
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/20222.065 0 222 154 170 222 260 305 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
2025/20264.345 244 199 271 540 726 290 626 219 384 381 203 262
2026/2027206 142 64 0 0 0 0 0 0 0 0 0 0
Totale 28.347