GIACOMETTI, Rosella
 Distribuzione geografica
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Continente #
EU - Europa 16.192
NA - Nord America 7.668
AS - Asia 3.403
Continente sconosciuto - Info sul continente non disponibili 870
SA - Sud America 354
AF - Africa 142
OC - Oceania 16
Totale 28.645
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Nazione #
US - Stati Uniti d'America 7.413
GB - Regno Unito 5.517
IT - Italia 2.297
IE - Irlanda 2.215
PL - Polonia 1.765
RU - Federazione Russa 1.561
CN - Cina 1.438
SG - Singapore 1.106
DE - Germania 788
FR - Francia 556
NL - Olanda 383
SE - Svezia 375
UA - Ucraina 266
BR - Brasile 246
VN - Vietnam 229
CA - Canada 197
IN - India 137
AT - Austria 133
ZA - Sudafrica 92
FI - Finlandia 91
HK - Hong Kong 65
EU - Europa 59
KR - Corea 59
ID - Indonesia 49
BE - Belgio 43
ES - Italia 43
BD - Bangladesh 37
TR - Turchia 37
JP - Giappone 35
CZ - Repubblica Ceca 29
MX - Messico 29
AR - Argentina 25
CO - Colombia 22
MY - Malesia 21
IQ - Iraq 19
PK - Pakistan 19
EC - Ecuador 18
IR - Iran 18
LT - Lituania 17
CH - Svizzera 16
PH - Filippine 16
VE - Venezuela 15
BG - Bulgaria 14
NO - Norvegia 14
CL - Cile 13
NP - Nepal 13
SA - Arabia Saudita 13
TW - Taiwan 12
AU - Australia 11
GR - Grecia 11
RO - Romania 11
UZ - Uzbekistan 10
IL - Israele 9
LU - Lussemburgo 9
KZ - Kazakistan 8
MA - Marocco 8
TN - Tunisia 8
CR - Costa Rica 7
DZ - Algeria 7
KG - Kirghizistan 7
EG - Egitto 6
PE - Perù 6
QA - Qatar 6
AE - Emirati Arabi Uniti 5
JM - Giamaica 5
MD - Moldavia 5
NZ - Nuova Zelanda 5
PT - Portogallo 5
TH - Thailandia 5
TT - Trinidad e Tobago 5
AL - Albania 4
AZ - Azerbaigian 4
BY - Bielorussia 4
HU - Ungheria 4
JO - Giordania 4
OM - Oman 4
RS - Serbia 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
PS - Palestinian Territory 3
ZW - Zimbabwe 3
DK - Danimarca 2
DO - Repubblica Dominicana 2
GH - Ghana 2
GT - Guatemala 2
HN - Honduras 2
KE - Kenya 2
LB - Libano 2
MN - Mongolia 2
NG - Nigeria 2
NI - Nicaragua 2
PY - Paraguay 2
SN - Senegal 2
Totale 27.820
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Città #
Southend 5.233
Dublin 2.207
Warsaw 1.739
Ashburn 661
San Jose 536
Jacksonville 530
Singapore 492
Chandler 424
Moscow 364
Ann Arbor 304
Mountain View 304
Dalmine 289
Council Bluffs 255
Beijing 216
Milan 211
Nanjing 197
Princeton 196
Hefei 175
Rancio Valcuvia 138
Toronto 137
Wilmington 135
Boardman 131
Bergamo 129
Vienna 120
Houston 111
Rome 107
Dearborn 105
Los Angeles 91
The Dalles 88
Shanghai 84
Woodbridge 84
Santa Clara 81
Johannesburg 80
Washington 76
Fairfield 75
Redwood City 72
Ho Chi Minh City 71
Atlanta 66
Nanchang 65
San Mateo 64
Munich 63
Berlin 61
Seattle 61
Lauterbourg 60
New York 57
Andover 53
Columbus 51
Dallas 50
Kiez 48
Altamura 47
Sayreville 45
Hanoi 41
Hong Kong 38
Guangzhou 37
Helsinki 37
London 35
Sunnyvale 35
Brescia 34
Kunming 33
Tianjin 32
Shenyang 30
Zhengzhou 30
Brussels 29
Chicago 28
Cambridge 27
Frankfurt am Main 27
Jakarta 27
Nürnberg 27
Ogden 27
São Paulo 27
Buffalo 26
San Giovanni Rotondo 26
Orem 25
Hebei 23
Jiaxing 23
Paris 23
Crema 21
Needham Heights 21
Changsha 20
Hangzhou 20
Phoenix 20
Denver 19
Dong Ket 19
Tokyo 19
Montreal 18
Redondo Beach 18
Brooklyn 17
Seoul 17
Torino 17
Shenzhen 16
Amsterdam 15
Jinan 15
Manchester 15
Verona 15
Bologna 14
Brno 14
Mexico City 14
Mumbai 14
Changchun 13
Darmstadt 12
Totale 18.189
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Nome #
Extracting joint probability of default from CDS data 1.249
Scenario generation for long term fuel prices 1.156
Esercizi di matematica finanziaria 984
A stochastic model for hedging electricity portfolio for an hydro-energy producer 898
Using Black & Litterman framework for stress testing analysis in asset management 851
A stochastic framework for gas retailer based on temperature and oil prices evolution 841
Appunti di matematica finanziaria 736
Sparse Precision matrices for minimum variance portfolios 642
Structural credit risk models with subordinated processes 628
Capturing systemic risk by robust and sparse network estimation 612
Estimating the joint probability of default using Credit Default Swap and Bond Data 594
A nonparametric model for analysis of the EURO bond market 551
Euro bonds : markets, infrastructure and trends 550
Portfolio loss modeling: an infectious framework 544
A stochastic optimization model for gas retail with temperature scenarios and oil prices parameters 514
Option Pricing in Non-Gaussian Ornstein-Uhlenbeck Markets 491
Pricing life insurance contracts as financial options: the endowment policy case 458
A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates 450
Hedging electricity portfolio for an hydro-energy producer via stochastic programming 435
Bayesian estimation of truncated data with applications to operational risk measurement 421
A comparison of estimated default probabilities: Merton model vs. stable Paretian model 420
Stable distributions in the Black-Litterman approach to asset allocation 403
A stochastic model for mortality rate on Italian data 401
Deterministic and stochastic models for hedging electricity portfolio of a hydropower producer 397
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model 392
Estimating the probability of multiple EU sovereign defaults using CDS and bond data 392
Heavy-tailed distributional model for operational losses 391
Credit default swaps: implied ratings versus official ones 390
Intensity-based framework for surrender modeling in life insurance 389
Robust and sparse banking network estimation 388
Aggregation issues in operational risk 386
Calibrating affine stochastic mortality models using term assurance premiums 382
Impact of different distributional assumptions in forecasting Italian mortality rates 381
Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models 380
Risk measures and management in the energy sector 377
Risk factor analysis and portfolio immunization in the corporate bond market 371
Stable distributions in the Black-Litterman approach to asset allocation 358
Market implied volatilities for defaultable bonds 354
Factor decomposition of the Eurozone sovereign CDS spreads 350
Systemic risk attribution in the EU 349
Risk measures for asset allocation models 345
Network conditional tail risk estimation in the European Banking System 342
Time series and copula dependency analysis for Eurozone sovereign bond returns 338
The Impact of Different Distributional Hypothesis on Returns in Asset Allocation 338
A Three-Factor model for mortality modeling 335
A multi-stage stochastic electricity portfolio model with forward contracts 333
Credit derivatives markets 327
Sparse precision matrices for minimum variance portfolios 316
Securitization market 315
On pricing of Credit spread options 309
Funds of Hedge Funds: a Comparison among Different Portfolio Optimization Models implementing the Zero-Investment Strategy 302
Using Black and Litterman framework for stress testing analysis in asset management 282
Global Continuous Optimization: a Parallel Genetic Approach 275
Joint tails impact in stochastic volatility portfolio selection models 275
On Optimal Design of Treasury Bonds 260
Bond portfolio management with repo contracts: the Italian case 254
Closed-Form Solution for Defaultable Bond Options under a Two-Factor Gaussian Model for Risky Rates Modeling 250
Portfolio selection with uncertainty measures consistent with additive shifts 240
Performance of a Hedged portfolio Model in presence of Extreme events 239
Network tail risk estimation in the European banking system 215
Penalized enhanced portfolio replication with asymmetric deviation measures 212
Risk attribution and interconnectedness in the EU via CDS data 212
Special issue: 14th International Conference on Computational Management Science 201
Measuring European Banks’ Exposure To Climate Risk 186
Financial contagion in banking networks with community structure 185
Spatial Multivariate GARCH Models and Financial Spillovers 179
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 62
Mean-CVaR portfolio optimization under ESG disagreement 58
A return-diversification approach to portfolio selection 41
Enhanced optimal tracking error portfolio via quantile regression with SSD constraints 38
Modeling portfolio loss distribution under infectious defaults and immunization 28
Totale 28.645
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Categoria #
all - tutte 72.497
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 72.497
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/20221.843 0 0 154 170 222 260 305 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
2026/2027504 142 228 134 0 0 0 0 0 0 0 0 0
Totale 28.645