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Information about:
Luisa Tibiletti

Personal Details | Affiliation | Works
This is information that was supplied by Luisa Tibiletti in registering through RePEc. If you are Luisa Tibiletti , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Luisa
Middle Name:
Last Name: Tibiletti
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RePEc Short-ID: pti64

Email:
Homepage: http://web.econ.unito.it/tibiletti/
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Dirk Tasche & Luisa Tibiletti, 2002. "A shortcut to sign Incremental Value-at-Risk for risk allocation," Quantitative Finance Papers cond-mat/0204593, arXiv.org, revised Oct 2002. [Downloadable!]

Articles

  1. Martin Eling & Luisa Tibiletti, 2009. "Good and Bad News on Capital Market Return Ellipticity," Atlantic Economic Journal, International Atlantic Economic Society, vol. 37(2), pages 209-210, June. [Downloadable!] (restricted)

  2. Farinelli, Simone & Ferreira, Manuel & Rossello, Damiano & Thoeny, Markus & Tibiletti, Luisa, 2009. "Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio," European Journal of Operational Research, Elsevier, vol. 192(1), pages 209-215, January. [Downloadable!] (restricted)

  3. Farinelli, Simone & Ferreira, Manuel & Rossello, Damiano & Thoeny, Markus & Tibiletti, Luisa, 2008. "Beyond Sharpe ratio: Optimal asset allocation using different performance ratios," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2057-2063, October. [Downloadable!] (restricted)

  4. Farinelli, Simone & Tibiletti, Luisa, 2008. "Sharpe thinking in asset ranking with one-sided measures," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1542-1547, March. [Downloadable!] (restricted)

  5. Luisa Tibiletti, 2006. "A Shortcut Way of Pricing Default Risk Through Zero-Utility Principle," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 73(2), pages 303-308. [Downloadable!] (restricted)

  6. Luisa Tibiletti, 2004. "Pricing default risk premium through fear of ruin," Atlantic Economic Journal, International Atlantic Economic Society, vol. 32(4), pages 356-356, December. [Downloadable!] (restricted)

  7. Luisa Tibiletti & Simone Farinelli, 2003. "Upside and downside risk with a benchmark," Atlantic Economic Journal, International Atlantic Economic Society, vol. 31(4), pages 387-387, December. [Downloadable!] (restricted)

  8. Luisa Tibiletti, 1999. "The paradox of tax full compliance: A solution," Atlantic Economic Journal, International Atlantic Economic Society, vol. 27(3), pages 356-356, September. [Downloadable!] (restricted)

  9. Göran Skogh & Luisa Tibiletti, 1999. "Compensation of Uncertain Lost Earnings," European Journal of Law and Economics, Springer, vol. 8(1), pages 51-61, July. [Downloadable!] (restricted)

  10. Luigi Montrucchio & Luisa Tibiletti, 1993. "Risk aversion in the small and Jensen inequalities," Decisions in Economics and Finance, Springer, vol. 16(2), pages 21-37, September. [Downloadable!] (restricted)

  11. RePEc:pal:genrir:v:20:y:1995:i:2:p:191-202 is not listed on IDEAS

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This page was last updated on 2009-11-7.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.