GIACOMETTI, Rosella
 Distribuzione geografica
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Continente #
EU - Europa 13.885
NA - Nord America 5.197
AS - Asia 1.299
AF - Africa 27
SA - Sud America 27
OC - Oceania 12
Continente sconosciuto - Info sul continente non disponibili 9
Totale 20.456
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Nazione #
GB - Regno Unito 5.458
US - Stati Uniti d'America 5.047
IE - Irlanda 2.210
IT - Italia 1.977
PL - Polonia 1.729
CN - Cina 986
DE - Germania 632
FR - Francia 457
RU - Federazione Russa 393
SE - Svezia 344
UA - Ucraina 261
CA - Canada 147
AT - Austria 121
NL - Olanda 90
IN - India 80
EU - Europa 59
FI - Finlandia 52
KR - Corea 52
SG - Singapore 40
BE - Belgio 37
HK - Hong Kong 22
VN - Vietnam 20
CZ - Repubblica Ceca 19
BR - Brasile 17
IR - Iran 17
CH - Svizzera 14
ES - Italia 14
JP - Giappone 13
MY - Malesia 13
BG - Bulgaria 12
NO - Norvegia 12
TR - Turchia 12
AU - Australia 10
GR - Grecia 10
ID - Indonesia 10
RO - Romania 10
LU - Lussemburgo 8
TW - Taiwan 8
ZA - Sudafrica 8
KZ - Kazakistan 6
LT - Lituania 6
BD - Bangladesh 5
PE - Perù 5
BY - Bielorussia 4
CO - Colombia 4
EG - Egitto 4
TH - Thailandia 4
A2 - ???statistics.table.value.countryCode.A2??? 3
BA - Bosnia-Erzegovina 3
DZ - Algeria 3
HR - Croazia 3
MD - Moldavia 3
QA - Qatar 3
ZW - Zimbabwe 3
GH - Ghana 2
IQ - Iraq 2
MA - Marocco 2
NZ - Nuova Zelanda 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
HU - Ungheria 1
IL - Israele 1
LV - Lettonia 1
MX - Messico 1
NG - Nigeria 1
RS - Serbia 1
SA - Arabia Saudita 1
SC - Seychelles 1
TN - Tunisia 1
TT - Trinidad e Tobago 1
TZ - Tanzania 1
Totale 20.509
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Città #
Southend 5.233
Dublin 2.202
Warsaw 1.721
Jacksonville 528
Chandler 424
Ann Arbor 304
Mountain View 304
Dalmine 286
Ashburn 220
Nanjing 197
Princeton 196
Milan 143
Rancio Valcuvia 138
Beijing 134
Wilmington 134
Toronto 122
Vienna 114
Bergamo 107
Dearborn 105
Houston 97
Woodbridge 84
Fairfield 74
Rome 74
Shanghai 73
Redwood City 72
Washington 65
Boardman 64
Nanchang 64
San Mateo 64
Andover 53
Seattle 53
Atlanta 49
Kiez 48
Altamura 47
Sayreville 45
Sunnyvale 35
Guangzhou 34
Kunming 32
Shenyang 29
Tianjin 29
Nürnberg 27
Ogden 27
Brussels 26
Cambridge 26
San Giovanni Rotondo 26
London 25
Zhengzhou 24
Hebei 23
Jiaxing 22
Crema 21
Needham Heights 21
Dallas 20
Dong Ket 19
Brescia 18
New York 18
Changsha 17
Paris 17
Santa Clara 17
Torino 17
Hangzhou 16
Berlin 15
Verona 15
Shenzhen 14
Changchun 13
Jinan 13
Darmstadt 12
Lanzhou 12
Auburn Hills 11
Ottawa 10
Redmond 10
Seoul 10
Tradate 10
Amsterdam 9
Munich 9
Serra 9
Trondheim 9
Bologna 8
Burgas 8
Central District 8
Enterprise 8
Fuzhou 8
Helsinki 8
Leipzig 8
Los Angeles 8
Milazzo 8
Padova 8
San Diego 8
Southampton 8
Vicenza 8
Brno 7
Chengdu 7
Fagnano Olona 7
Florence 7
Hefei 7
Napoli 7
Norwalk 7
Philadelphia 7
Snezhinsk 7
Tappahannock 7
Wuhan 7
Totale 14.586
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Nome #
Extracting joint probability of default from CDS data 1.077
Scenario generation for long term fuel prices 1.014
Esercizi di matematica finanziaria 794
A stochastic model for hedging electricity portfolio for an hydro-energy producer 717
Using Black & Litterman framework for stress testing analysis in asset management 706
A stochastic framework for gas retailer based on temperature and oil prices evolution 704
Appunti di matematica finanziaria 646
Sparse Precision matrices for minimum variance portfolios 540
Structural credit risk models with subordinated processes 534
Capturing systemic risk by robust and sparse network estimation 491
Estimating the joint probability of default using Credit Default Swap and Bond Data 457
Euro bonds : markets, infrastructure and trends 439
Portfolio loss modeling: an infectious framework 421
A stochastic optimization model for gas retail with temperature scenarios and oil prices parameters 403
A nonparametric model for analysis of the EURO bond market 397
Option Pricing in Non-Gaussian Ornstein-Uhlenbeck Markets 394
Pricing life insurance contracts as financial options: the endowment policy case 347
Hedging electricity portfolio for an hydro-energy producer via stochastic programming 338
A comparison of estimated default probabilities: Merton model vs. stable Paretian model 335
A stochastic model for mortality rate on Italian data 327
A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates 325
Heavy-tailed distributional model for operational losses 318
Stable distributions in the Black-Litterman approach to asset allocation 298
Aggregation issues in operational risk 295
Credit default swaps: implied ratings versus official ones 293
Impact of different distributional assumptions in forecasting Italian mortality rates 291
Bayesian estimation of truncated data with applications to operational risk measurement 282
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model 281
A multi-stage stochastic electricity portfolio model with forward contracts 281
Time series and copula dependency analysis for Eurozone sovereign bond returns 278
Intensity-based framework for surrender modeling in life insurance 277
Risk measures for asset allocation models 276
Calibrating affine stochastic mortality models using term assurance premiums 275
The Impact of Different Distributional Hypothesis on Returns in Asset Allocation 273
Robust and sparse banking network estimation 272
Risk factor analysis and portfolio immunization in the corporate bond market 271
Stable distributions in the Black-Litterman approach to asset allocation 270
Deterministic and stochastic models for hedging electricity portfolio of a hydropower producer 268
Risk measures and management in the energy sector 268
Estimating the probability of multiple EU sovereign defaults using CDS and bond data 264
Credit derivatives markets 264
A Three-Factor model for mortality modeling 255
Securitization market 251
Systemic risk attribution in the EU 245
Funds of Hedge Funds: a Comparison among Different Portfolio Optimization Models implementing the Zero-Investment Strategy 237
Factor decomposition of the Eurozone sovereign CDS spreads 229
Using Black and Litterman framework for stress testing analysis in asset management 227
Network conditional tail risk estimation in the European Banking System 223
Global Continuous Optimization: a Parallel Genetic Approach 214
Market implied volatilities for defaultable bonds 214
Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models 209
On pricing of Credit spread options 205
On Optimal Design of Treasury Bonds 202
Sparse precision matrices for minimum variance portfolios 191
Performance of a Hedged portfolio Model in presence of Extreme events 187
Portfolio selection with uncertainty measures consistent with additive shifts 187
Bond portfolio management with repo contracts: the Italian case 184
Joint tails impact in stochastic volatility portfolio selection models 159
Closed-Form Solution for Defaultable Bond Options under a Two-Factor Gaussian Model for Risky Rates Modeling 152
Special issue: 14th International Conference on Computational Management Science 147
Risk attribution and interconnectedness in the EU via CDS data 104
Network tail risk estimation in the European banking system 97
Financial contagion in banking networks with community structure 63
Penalized enhanced portfolio replication with asymmetric deviation measures 46
Spatial Multivariate GARCH Models and Financial Spillovers 46
Measuring European Banks’ Exposure To Climate Risk 17
Totale 21.292
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Categoria #
all - tutte 43.466
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 43.466
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/2019171 0 0 0 0 0 0 0 0 0 0 0 171
2019/20202.176 309 160 214 200 167 138 207 121 201 152 166 141
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
2023/20242.860 39 66 62 47 105 575 1.667 115 59 23 30 72
Totale 21.292