GIACOMETTI, Rosella
 Distribuzione geografica
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Continente #
EU - Europa 14.566
NA - Nord America 5.338
AS - Asia 1.452
AF - Africa 32
SA - Sud America 28
OC - Oceania 13
Continente sconosciuto - Info sul continente non disponibili 9
Totale 21.438
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Nazione #
GB - Regno Unito 5.460
US - Stati Uniti d'America 5.185
IE - Irlanda 2.211
IT - Italia 2.023
PL - Polonia 1.730
CN - Cina 1.009
RU - Federazione Russa 930
DE - Germania 677
FR - Francia 458
SE - Svezia 345
UA - Ucraina 261
CA - Canada 149
SG - Singapore 136
AT - Austria 126
NL - Olanda 93
IN - India 82
FI - Finlandia 71
EU - Europa 59
KR - Corea 52
BE - Belgio 42
ID - Indonesia 31
CZ - Repubblica Ceca 26
HK - Hong Kong 24
VN - Vietnam 21
BR - Brasile 17
IR - Iran 17
CH - Svizzera 14
ES - Italia 14
MY - Malesia 14
JP - Giappone 13
NO - Norvegia 13
BG - Bulgaria 12
TR - Turchia 12
GR - Grecia 11
AU - Australia 10
RO - Romania 10
ZA - Sudafrica 10
LU - Lussemburgo 9
TW - Taiwan 9
LT - Lituania 8
KZ - Kazakistan 6
BD - Bangladesh 5
CO - Colombia 5
PE - Perù 5
BY - Bielorussia 4
EG - Egitto 4
MA - Marocco 4
TH - Thailandia 4
A2 - ???statistics.table.value.countryCode.A2??? 3
BA - Bosnia-Erzegovina 3
DZ - Algeria 3
HR - Croazia 3
MD - Moldavia 3
NZ - Nuova Zelanda 3
QA - Qatar 3
ZW - Zimbabwe 3
AZ - Azerbaigian 2
DK - Danimarca 2
GH - Ghana 2
HU - Ungheria 2
IQ - Iraq 2
KG - Kirghizistan 2
LK - Sri Lanka 2
NG - Nigeria 2
PH - Filippine 2
PT - Portogallo 2
AE - Emirati Arabi Uniti 1
AL - Albania 1
BN - Brunei Darussalam 1
CL - Cile 1
CR - Costa Rica 1
ET - Etiopia 1
IL - Israele 1
LV - Lettonia 1
MX - Messico 1
PA - Panama 1
RS - Serbia 1
SA - Arabia Saudita 1
SC - Seychelles 1
TN - Tunisia 1
TT - Trinidad e Tobago 1
TZ - Tanzania 1
Totale 21.491
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Città #
Southend 5.233
Dublin 2.203
Warsaw 1.721
Jacksonville 528
Chandler 424
Ann Arbor 304
Mountain View 304
Dalmine 286
Ashburn 234
Nanjing 197
Princeton 196
Milan 156
Rancio Valcuvia 138
Beijing 134
Wilmington 134
Boardman 130
Toronto 123
Vienna 116
Bergamo 111
Dearborn 105
Houston 97
Woodbridge 84
Rome 79
Shanghai 79
Fairfield 74
Redwood City 72
Singapore 69
Washington 65
Nanchang 64
San Mateo 64
Andover 53
Seattle 53
Munich 50
Atlanta 49
Kiez 48
Altamura 47
Sayreville 45
Moscow 43
Sunnyvale 35
Guangzhou 34
Kunming 32
Shenyang 29
Tianjin 29
Brussels 28
London 27
Nürnberg 27
Ogden 27
Cambridge 26
Helsinki 26
San Giovanni Rotondo 26
Jakarta 25
Zhengzhou 24
Hebei 23
Jiaxing 22
Crema 21
Needham Heights 21
Dallas 20
Los Angeles 20
Changsha 19
Dong Ket 19
Santa Clara 19
Brescia 18
New York 18
Paris 17
Torino 17
Hangzhou 16
Berlin 15
Shenzhen 15
Verona 15
Brno 13
Changchun 13
Jinan 13
Darmstadt 12
Lanzhou 12
Auburn Hills 11
Ottawa 11
Redmond 10
Seoul 10
Tradate 10
Amsterdam 9
Bologna 9
Serra 9
Trondheim 9
Burgas 8
Central District 8
Enterprise 8
Fuzhou 8
Leipzig 8
Milazzo 8
Padova 8
San Diego 8
Southampton 8
Treviglio 8
Vicenza 8
Wuhan 8
Chengdu 7
Fagnano Olona 7
Florence 7
Hefei 7
Napoli 7
Totale 14.904
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Nome #
Extracting joint probability of default from CDS data 1.093
Scenario generation for long term fuel prices 1.035
Esercizi di matematica finanziaria 824
A stochastic model for hedging electricity portfolio for an hydro-energy producer 745
A stochastic framework for gas retailer based on temperature and oil prices evolution 723
Using Black & Litterman framework for stress testing analysis in asset management 723
Appunti di matematica finanziaria 657
Sparse Precision matrices for minimum variance portfolios 561
Structural credit risk models with subordinated processes 544
Capturing systemic risk by robust and sparse network estimation 503
Estimating the joint probability of default using Credit Default Swap and Bond Data 477
Euro bonds : markets, infrastructure and trends 457
Portfolio loss modeling: an infectious framework 439
A stochastic optimization model for gas retail with temperature scenarios and oil prices parameters 420
A nonparametric model for analysis of the EURO bond market 419
Option Pricing in Non-Gaussian Ornstein-Uhlenbeck Markets 405
Pricing life insurance contracts as financial options: the endowment policy case 360
Hedging electricity portfolio for an hydro-energy producer via stochastic programming 353
A comparison of estimated default probabilities: Merton model vs. stable Paretian model 350
A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates 340
A stochastic model for mortality rate on Italian data 332
Heavy-tailed distributional model for operational losses 332
Stable distributions in the Black-Litterman approach to asset allocation 314
Aggregation issues in operational risk 310
Credit default swaps: implied ratings versus official ones 306
Impact of different distributional assumptions in forecasting Italian mortality rates 302
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model 297
Intensity-based framework for surrender modeling in life insurance 296
Robust and sparse banking network estimation 296
Bayesian estimation of truncated data with applications to operational risk measurement 295
Calibrating affine stochastic mortality models using term assurance premiums 292
A multi-stage stochastic electricity portfolio model with forward contracts 288
Stable distributions in the Black-Litterman approach to asset allocation 287
Deterministic and stochastic models for hedging electricity portfolio of a hydropower producer 286
Risk measures for asset allocation models 286
Risk factor analysis and portfolio immunization in the corporate bond market 285
Time series and copula dependency analysis for Eurozone sovereign bond returns 284
The Impact of Different Distributional Hypothesis on Returns in Asset Allocation 283
Risk measures and management in the energy sector 282
Estimating the probability of multiple EU sovereign defaults using CDS and bond data 281
Credit derivatives markets 271
A Three-Factor model for mortality modeling 270
Systemic risk attribution in the EU 263
Securitization market 259
Funds of Hedge Funds: a Comparison among Different Portfolio Optimization Models implementing the Zero-Investment Strategy 247
Factor decomposition of the Eurozone sovereign CDS spreads 243
Network conditional tail risk estimation in the European Banking System 240
Using Black and Litterman framework for stress testing analysis in asset management 234
Market implied volatilities for defaultable bonds 231
Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models 227
Global Continuous Optimization: a Parallel Genetic Approach 223
On pricing of Credit spread options 221
On Optimal Design of Treasury Bonds 211
Sparse precision matrices for minimum variance portfolios 206
Portfolio selection with uncertainty measures consistent with additive shifts 194
Performance of a Hedged portfolio Model in presence of Extreme events 193
Bond portfolio management with repo contracts: the Italian case 190
Joint tails impact in stochastic volatility portfolio selection models 176
Closed-Form Solution for Defaultable Bond Options under a Two-Factor Gaussian Model for Risky Rates Modeling 170
Special issue: 14th International Conference on Computational Management Science 159
Risk attribution and interconnectedness in the EU via CDS data 117
Network tail risk estimation in the European banking system 110
Financial contagion in banking networks with community structure 79
Penalized enhanced portfolio replication with asymmetric deviation measures 68
Spatial Multivariate GARCH Models and Financial Spillovers 62
Measuring European Banks’ Exposure To Climate Risk 48
Totale 22.274
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Categoria #
all - tutte 48.318
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 48.318
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20201.293 0 0 0 0 167 138 207 121 201 152 166 141
2020/20212.975 308 155 82 208 163 275 323 135 444 305 402 175
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
2024/2025937 109 188 191 400 49 0 0 0 0 0 0 0
Totale 22.274