GIACOMETTI, Rosella
 Distribuzione geografica
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Continente #
EU - Europa 16.296
NA - Nord America 8.375
AS - Asia 3.411
Continente sconosciuto - Info sul continente non disponibili 873
SA - Sud America 369
AF - Africa 145
OC - Oceania 16
Totale 29.485
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Nazione #
US - Stati Uniti d'America 8.074
GB - Regno Unito 5.534
IT - Italia 2.350
IE - Irlanda 2.215
PL - Polonia 1.765
RU - Federazione Russa 1.562
CN - Cina 1.440
SG - Singapore 1.106
DE - Germania 792
FR - Francia 557
SE - Svezia 400
NL - Olanda 385
UA - Ucraina 266
BR - Brasile 257
CA - Canada 230
VN - Vietnam 230
IN - India 137
AT - Austria 133
ZA - Sudafrica 92
FI - Finlandia 91
HK - Hong Kong 65
EU - Europa 59
KR - Corea 59
ID - Indonesia 50
BE - Belgio 43
ES - Italia 43
BD - Bangladesh 40
TR - Turchia 37
JP - Giappone 35
MX - Messico 32
CZ - Repubblica Ceca 29
AR - Argentina 27
CO - Colombia 23
MY - Malesia 22
EC - Ecuador 19
IQ - Iraq 19
PK - Pakistan 19
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
CR - Costa Rica 8
KZ - Kazakistan 8
MA - Marocco 8
TN - Tunisia 8
DZ - Algeria 7
JM - Giamaica 7
KG - Kirghizistan 7
EG - Egitto 6
PE - Perù 6
QA - Qatar 6
TT - Trinidad e Tobago 6
AE - Emirati Arabi Uniti 5
MD - Moldavia 5
NZ - Nuova Zelanda 5
PT - Portogallo 5
TH - Thailandia 5
AL - Albania 4
AZ - Azerbaigian 4
BY - Bielorussia 4
ET - Etiopia 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
BB - Barbados 3
BO - Bolivia 3
HR - Croazia 3
KE - Kenya 3
KW - Kuwait 3
LK - Sri Lanka 3
LV - Lettonia 3
NI - Nicaragua 3
PS - Palestinian Territory 3
ZW - Zimbabwe 3
DK - Danimarca 2
DO - Repubblica Dominicana 2
EE - Estonia 2
GH - Ghana 2
GT - Guatemala 2
HN - Honduras 2
LB - Libano 2
MN - Mongolia 2
NG - Nigeria 2
Totale 28.651
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Città #
Southend 5.233
Dublin 2.208
Warsaw 1.739
Ashburn 880
San Jose 589
Jacksonville 531
Singapore 492
Chandler 424
Council Bluffs 393
Moscow 364
Ann Arbor 304
Mountain View 304
Dalmine 289
Beijing 216
Milan 215
Princeton 198
Nanjing 197
Hefei 175
Toronto 150
Rancio Valcuvia 138
Wilmington 136
Boardman 132
Bergamo 129
Rome 126
Vienna 120
Houston 112
Dearborn 106
Los Angeles 95
Santa Clara 92
The Dalles 89
Shanghai 84
Woodbridge 84
Johannesburg 80
Washington 80
Fairfield 76
Ho Chi Minh City 72
Redwood City 72
Atlanta 68
Nanchang 65
San Mateo 64
Munich 63
Seattle 62
Berlin 61
Lauterbourg 60
New York 60
Columbus 56
Dallas 54
Andover 53
Kiez 48
Altamura 47
Sayreville 45
Hanoi 41
Charlottesville 38
Hong Kong 38
Guangzhou 37
Helsinki 37
London 35
Sunnyvale 35
São Paulo 35
Brescia 34
Kunming 33
Tianjin 32
Chicago 30
Shenyang 30
Zhengzhou 30
Brussels 29
Buffalo 27
Cambridge 27
Frankfurt am Main 27
Jakarta 27
Nürnberg 27
Ogden 27
San Giovanni Rotondo 26
Orem 25
Hebei 23
Jiaxing 23
Paris 23
Denver 22
Phoenix 22
Crema 21
Montreal 21
Needham Heights 21
Brooklyn 20
Changsha 20
Hangzhou 20
Dong Ket 19
Tokyo 19
Redondo Beach 18
Seoul 17
Torino 17
Shenzhen 16
Amsterdam 15
Bologna 15
Jinan 15
Manchester 15
Verona 15
Brno 14
Mexico City 14
Mumbai 14
Changchun 13
Totale 18.729
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Nome #
Extracting joint probability of default from CDS data 1.262
Scenario generation for long term fuel prices 1.167
Esercizi di matematica finanziaria 999
A stochastic model for hedging electricity portfolio for an hydro-energy producer 908
Using Black & Litterman framework for stress testing analysis in asset management 867
A stochastic framework for gas retailer based on temperature and oil prices evolution 845
Appunti di matematica finanziaria 778
Sparse Precision matrices for minimum variance portfolios 651
Structural credit risk models with subordinated processes 638
Capturing systemic risk by robust and sparse network estimation 626
Estimating the joint probability of default using Credit Default Swap and Bond Data 601
Euro bonds : markets, infrastructure and trends 562
A nonparametric model for analysis of the EURO bond market 559
Portfolio loss modeling: an infectious framework 546
A stochastic optimization model for gas retail with temperature scenarios and oil prices parameters 521
Option Pricing in Non-Gaussian Ornstein-Uhlenbeck Markets 508
Pricing life insurance contracts as financial options: the endowment policy case 484
A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates 460
Deterministic and stochastic models for hedging electricity portfolio of a hydropower producer 447
Hedging electricity portfolio for an hydro-energy producer via stochastic programming 444
A comparison of estimated default probabilities: Merton model vs. stable Paretian model 444
Bayesian estimation of truncated data with applications to operational risk measurement 432
A stochastic model for mortality rate on Italian data 414
Heavy-tailed distributional model for operational losses 412
Stable distributions in the Black-Litterman approach to asset allocation 408
Estimating the probability of multiple EU sovereign defaults using CDS and bond data 405
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model 403
Credit default swaps: implied ratings versus official ones 398
Intensity-based framework for surrender modeling in life insurance 397
Robust and sparse banking network estimation 397
Aggregation issues in operational risk 393
Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models 392
Impact of different distributional assumptions in forecasting Italian mortality rates 391
Calibrating affine stochastic mortality models using term assurance premiums 389
Risk measures and management in the energy sector 382
Risk factor analysis and portfolio immunization in the corporate bond market 378
Market implied volatilities for defaultable bonds 369
Risk measures for asset allocation models 368
Stable distributions in the Black-Litterman approach to asset allocation 365
Factor decomposition of the Eurozone sovereign CDS spreads 361
Systemic risk attribution in the EU 357
Network conditional tail risk estimation in the European Banking System 356
The Impact of Different Distributional Hypothesis on Returns in Asset Allocation 347
Time series and copula dependency analysis for Eurozone sovereign bond returns 343
A Three-Factor model for mortality modeling 342
A multi-stage stochastic electricity portfolio model with forward contracts 337
Credit derivatives markets 331
Sparse precision matrices for minimum variance portfolios 326
Securitization market 320
On pricing of Credit spread options 319
Funds of Hedge Funds: a Comparison among Different Portfolio Optimization Models implementing the Zero-Investment Strategy 312
Global Continuous Optimization: a Parallel Genetic Approach 312
Using Black and Litterman framework for stress testing analysis in asset management 287
Joint tails impact in stochastic volatility portfolio selection models 285
On Optimal Design of Treasury Bonds 263
Closed-Form Solution for Defaultable Bond Options under a Two-Factor Gaussian Model for Risky Rates Modeling 262
Bond portfolio management with repo contracts: the Italian case 259
Performance of a Hedged portfolio Model in presence of Extreme events 246
Portfolio selection with uncertainty measures consistent with additive shifts 246
Penalized enhanced portfolio replication with asymmetric deviation measures 223
Risk attribution and interconnectedness in the EU via CDS data 220
Network tail risk estimation in the European banking system 220
Financial contagion in banking networks with community structure 206
Special issue: 14th International Conference on Computational Management Science 205
Measuring European Banks’ Exposure To Climate Risk 195
Spatial Multivariate GARCH Models and Financial Spillovers 193
Outlier detection of multivariate data via the maximization of the cumulant generating function 104
Mean-CVaR portfolio optimization under ESG disagreement 77
Assessing climate risk on the European financial system: a multi-scenario Analysis 74
A return-diversification approach to portfolio selection 49
Enhanced optimal tracking error portfolio via quantile regression with SSD constraints 45
Modeling portfolio loss distribution under infectious defaults and immunization 34
An axiomatic risk-reward framework for sustainable investing 19
Totale 29.485
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Categoria #
all - tutte 74.816
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 74.816
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/20221.689 0 0 0 170 222 260 305 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
2026/20271.344 142 228 522 452 0 0 0 0 0 0 0 0
Totale 29.485