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Luisa Tibiletti

Observed names: L. Tibiletti, LUISA TIBILETTI, TIBILETTI, Luisa, Tibiletti Luisa, Tibiletti, Luisa
ORCID: 0000-0001-5765-9365
Observed ORCID: 0000-0001-5765-9365
OpenAlex ID: A5023979156
Beyond Sharpe ratio: Optimal asset allocation using different performance ratios
2008 · Simone Farinelli, Manuel Ferreira, et al. · Journal of Banking & Finance · 149
Sharpe thinking in asset ranking with one-sided measures
2006 · Simone Farinelli, Luisa Tibiletti · European Journal of Operational Research · 113
Optimal asset allocation aid system: From “one-size” vs “tailor-made” performance ratio
2007 · Simone Farinelli, Manuel Ferreira, et al. · European Journal of Operational Research · 36
One-size or tailor-made performance ratios for ranking hedge funds?
2011 · Martin Eling, Simone Farinelli, et al. · Journal of Derivatives & Hedge Funds · 30
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Beneficial changes in random variables via copulas: An application to insurance
1995 · Luisa Tibiletti · The Geneva Risk and Insurance Review · 21
Sharpe Thinking with Asymmetrical Preferences
2002 · Luisa Tibiletti, Simone Farinelli · SSRN Electronic Journal · 19
Moment identity for discrete random variable and its applications
2011 · Sudheesh Kumar Kattumannil, Luisa Tibiletti · Statistics · 17
Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter
2010 · Martin Eling, Simone Farinelli, et al. · International Journal of Managerial Finance · 14
Upside and downside risk with a benchmark
2003 · Luisa Tibiletti, Simone Farinelli · Atlantic Economic Journal · 14
14th SGEM GeoConference on INFORMATICS, GEOINFORMATICS AND REMOTE SENSING
2014 · Bordley Robert, TIBILETTI, Luisa, et al. · International Multidisciplinary Scientific GeoConference SGEM ... · 11
Quasi-concavity Property of Multivariate Distribution Functions
1995 · Luisa Tibiletti · Ratio mathematica · 10
A Target-Based Foundation for the “Hard-Easy Effect” Bias
2016 · Robert Bordley, Marco Licalzi, et al. · Eurasian studies in business and economics · 8
A Target-Oriented Approach: A 'One-Size' Model to Suit Humans and Econs Behaviors
2013 · Robert Bordley, Luisa Tibiletti, et al. · Applied Mathematical Sciences · 8
A Shortcut Way of Pricing Default Risk Through Zero‐Utility Principle
2006 · Luisa Tibiletti · Journal of Risk & Insurance · 8
Computational Asset Allocation Using One-Sided and Two-Sided Variability Measures
2006 · Simone Farinelli, Damiano Rossello, et al. · Lecture notes in computer science · 8
One-size risk-adjusted discount rate does not fit all risky projects
2022 · Luisa Tibiletti · The Journal of Risk Finance · 7
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The Macaulay Duration: A Key Indicator for the Risk-Adjustment in Fair Value
2018 · Francesca Beccace, Roberto Tasca, et al. · International Journal of Business and Management · 7
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A Shortcut to Sign Incremental Value at Risk for Risk Allocation
2003 · DIRK TASCHE, LUISA TIBILETTI · The Journal of Risk Finance · 7
A Multicriteria Classification: An Application to Italian Mutual Funds
1994 · Luisa Tibiletti · Contributions to management science · 7
Hydroassets portfolio management for intraday electricity trading from a discrete time stochastic optimization perspective
2017 · Simone Farinelli, Luisa Tibiletti · Energy Systems · 6
Mean‐extended Gini portfolios personalized to the investor's profile
2013 · Marta Cardin, Bennett Eisenberg, et al. · Journal of Modelling in Management · 6
A non‐linear combination of experts' forecasts: A Bayesian approach
1994 · Luisa Tibiletti · Journal of Forecasting · 5
On the asymmetry of stock-return distribution
1993 · Lorenzo Peccati, Luisa Tibiletti · Institutional Research Information System University of Turin (University of Turin) · 5
Enabling Small-Scale Actors to Operate on Markets of Energy and Ancillary Services
2018 · Mikhail Simonov, Luisa Tibiletti · Advances in finance, accounting, and economics book series · 4
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Internal vs. external risk measures: How capital requirements differ in practice
2010 · Martin Eling, Luisa Tibiletti · Operations Research Letters · 4
Works count: 162
Citation count: 580
H-index: 10
I10-index: 11
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