S
Zodix
Study
Academic Library
Search
Shelves
Open access
Sign in
Search or jump to…
⌘K
Rosella Giacometti · Study
Home
/
Author
Rosella Giacometti
10 works
· latest 2020
· 1 institutions
cluster: provisional
ORCID 0000-0002-9761-3529
Follow
Suggest an ORCID correction
h-index
10
i10
10
Citations
403
Works here
10
07
08
09
11
12
16
18
20
Most cited in this library
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
2012 · 65 citations
Stable distributions in the Black–Litterman approach to asset allocation
2007 · 60 citations
A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates
2011 · 53 citations
Robust and sparse banking network estimation
2018 · 49 citations
Factor decomposition of the Eurozone sovereign CDS spreads
2016 · 41 citations
Works
10 shown
Network Tail Risk Estimation in the European Banking System
Journal of Economic Dynamics and Control
·
2020
·
3 authors
·
Open access
35
citations
Robust and sparse banking network estimation
European Journal of Operational Research
·
2018
·
3 authors
·
Open access
49
citations
Factor decomposition of the Eurozone sovereign CDS spreads
Journal of International Money and Finance
·
2016
·
3 authors
·
Open access
41
citations
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Annals of Operations Research
·
2012
·
5 authors
65
citations
A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates
Insurance Mathematics and Economics
·
2011
·
4 authors
53
citations
Calibrating affine stochastic mortality models using term assurance premiums
Insurance Mathematics and Economics
·
2011
·
5 authors
38
citations
A Stochastic Model for Mortality Rate on Italian Data
Journal of Optimization Theory and Applications
·
2011
·
3 authors
12
citations
Impact of different distributional assumptions in forecasting Italian mortality rates
Aisberg (University of Bergamo)
·
2009
·
2 authors
·
Open access
17
citations
Aggregation issues in operational risk
The Journal of Operational Risk
·
2008
·
4 authors
33
citations
Stable distributions in the Black–Litterman approach to asset allocation
Quantitative Finance
·
2007
·
4 authors
60
citations