GIACOMETTI, Rosella
 Distribuzione geografica
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Continente #
EU - Europa 16.080
NA - Nord America 6.888
AS - Asia 3.297
SA - Sud America 332
AF - Africa 140
OC - Oceania 16
Continente sconosciuto - Info sul continente non disponibili 9
Totale 26.762
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Nazione #
US - Stati Uniti d'America 6.678
GB - Regno Unito 5.515
IT - Italia 2.226
IE - Irlanda 2.215
PL - Polonia 1.763
RU - Federazione Russa 1.561
CN - Cina 1.407
SG - Singapore 1.061
DE - Germania 785
FR - Francia 554
NL - Olanda 380
SE - Svezia 357
UA - Ucraina 266
BR - Brasile 237
VN - Vietnam 226
CA - Canada 178
IN - India 137
AT - Austria 133
ZA - Sudafrica 92
FI - Finlandia 91
HK - Hong Kong 60
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
AR - Argentina 25
MX - Messico 24
IQ - Iraq 19
IR - Iran 18
MY - Malesia 18
CO - Colombia 16
PK - Pakistan 16
LT - Lituania 15
CH - Svizzera 14
EC - Ecuador 14
BG - Bulgaria 13
NO - Norvegia 13
PH - Filippine 13
VE - Venezuela 13
CL - Cile 12
NP - Nepal 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
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
BH - Bahrain 1
BN - Brunei Darussalam 1
CG - Congo 1
CI - Costa d'Avorio 1
EE - Estonia 1
HN - Honduras 1
Totale 26.805
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Città #
Southend 5.233
Dublin 2.207
Warsaw 1.739
Ashburn 623
Jacksonville 528
Singapore 478
Chandler 424
San Jose 414
Moscow 364
Ann Arbor 304
Mountain View 304
Dalmine 289
Beijing 211
Milan 206
Nanjing 197
Princeton 196
Hefei 175
Rancio Valcuvia 138
Wilmington 135
Toronto 134
Boardman 130
Bergamo 127
Vienna 120
Houston 109
Dearborn 105
Rome 97
The Dalles 87
Los Angeles 85
Shanghai 84
Woodbridge 84
Johannesburg 80
Fairfield 75
Redwood City 72
Ho Chi Minh City 71
Washington 68
Atlanta 65
Nanchang 65
San Mateo 64
Munich 63
Berlin 61
Lauterbourg 60
Seattle 59
Andover 53
New York 50
Kiez 48
Altamura 47
Dallas 46
Sayreville 45
Council Bluffs 42
Santa Clara 42
Hanoi 40
Guangzhou 37
Helsinki 37
London 35
Sunnyvale 35
Hong Kong 33
Kunming 33
Brescia 32
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
Hebei 23
Jiaxing 23
Paris 23
Crema 21
Needham Heights 21
Changsha 20
Chicago 19
Denver 19
Dong Ket 19
Tokyo 19
Hangzhou 18
Redondo Beach 18
Montreal 17
Torino 17
Seoul 16
Shenzhen 16
Amsterdam 15
Jinan 15
Manchester 15
Verona 15
Bologna 14
Brno 14
Brooklyn 14
Mumbai 14
Changchun 13
Darmstadt 12
Lanzhou 12
Phoenix 12
Stockholm 12
Totale 17.627
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Nome #
Extracting joint probability of default from CDS data 1.215
Scenario generation for long term fuel prices 1.136
Esercizi di matematica finanziaria 964
A stochastic model for hedging electricity portfolio for an hydro-energy producer 873
Using Black & Litterman framework for stress testing analysis in asset management 834
A stochastic framework for gas retailer based on temperature and oil prices evolution 821
Appunti di matematica finanziaria 712
Sparse Precision matrices for minimum variance portfolios 632
Structural credit risk models with subordinated processes 618
Capturing systemic risk by robust and sparse network estimation 587
Estimating the joint probability of default using Credit Default Swap and Bond Data 575
A nonparametric model for analysis of the EURO bond market 534
Portfolio loss modeling: an infectious framework 533
Euro bonds : markets, infrastructure and trends 528
A stochastic optimization model for gas retail with temperature scenarios and oil prices parameters 503
Option Pricing in Non-Gaussian Ornstein-Uhlenbeck Markets 481
Pricing life insurance contracts as financial options: the endowment policy case 446
A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates 432
Hedging electricity portfolio for an hydro-energy producer via stochastic programming 419
Bayesian estimation of truncated data with applications to operational risk measurement 404
A comparison of estimated default probabilities: Merton model vs. stable Paretian model 403
Deterministic and stochastic models for hedging electricity portfolio of a hydropower producer 388
Stable distributions in the Black-Litterman approach to asset allocation 386
Intensity-based framework for surrender modeling in life insurance 384
A stochastic model for mortality rate on Italian data 383
Robust and sparse banking network estimation 383
Heavy-tailed distributional model for operational losses 382
Aggregation issues in operational risk 381
Impact of different distributional assumptions in forecasting Italian mortality rates 376
Calibrating affine stochastic mortality models using term assurance premiums 373
Estimating the probability of multiple EU sovereign defaults using CDS and bond data 371
Risk measures and management in the energy sector 368
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model 367
Credit default swaps: implied ratings versus official ones 367
Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models 365
Risk factor analysis and portfolio immunization in the corporate bond market 360
Stable distributions in the Black-Litterman approach to asset allocation 354
Systemic risk attribution in the EU 345
Risk measures for asset allocation models 334
Factor decomposition of the Eurozone sovereign CDS spreads 330
A multi-stage stochastic electricity portfolio model with forward contracts 329
The Impact of Different Distributional Hypothesis on Returns in Asset Allocation 328
A Three-Factor model for mortality modeling 328
Time series and copula dependency analysis for Eurozone sovereign bond returns 326
Market implied volatilities for defaultable bonds 326
Network conditional tail risk estimation in the European Banking System 326
Credit derivatives markets 314
Securitization market 309
On pricing of Credit spread options 299
Sparse precision matrices for minimum variance portfolios 298
Funds of Hedge Funds: a Comparison among Different Portfolio Optimization Models implementing the Zero-Investment Strategy 294
Using Black and Litterman framework for stress testing analysis in asset management 274
Global Continuous Optimization: a Parallel Genetic Approach 271
Joint tails impact in stochastic volatility portfolio selection models 267
On Optimal Design of Treasury Bonds 253
Closed-Form Solution for Defaultable Bond Options under a Two-Factor Gaussian Model for Risky Rates Modeling 244
Bond portfolio management with repo contracts: the Italian case 236
Performance of a Hedged portfolio Model in presence of Extreme events 234
Portfolio selection with uncertainty measures consistent with additive shifts 229
Network tail risk estimation in the European banking system 199
Risk attribution and interconnectedness in the EU via CDS data 198
Special issue: 14th International Conference on Computational Management Science 197
Penalized enhanced portfolio replication with asymmetric deviation measures 180
Measuring European Banks’ Exposure To Climate Risk 176
Financial contagion in banking networks with community structure 175
Spatial Multivariate GARCH Models and Financial Spillovers 159
Outlier detection of multivariate data via the maximization of the cumulant generating function 90
Mean-CVaR portfolio optimization under ESG disagreement 40
A return-diversification approach to portfolio selection 31
Assessing climate risk on the European financial system: a multi-scenario Analysis 28
Modeling portfolio loss distribution under infectious defaults and immunization 10
Enhanced optimal tracking error portfolio via quantile regression with SSD constraints 8
Totale 27.623
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Categoria #
all - tutte 66.068
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 66.068
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021882 0 0 0 0 0 0 0 0 0 305 402 175
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
2024/20252.459 109 188 191 400 69 35 38 145 180 467 368 269
2025/20263.827 244 199 271 540 726 290 626 219 384 328 0 0
Totale 27.623