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Luisa Tibiletti

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

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

Facoltà di Economia
Università degli Studi di Torino
Location: Torino, Italy
Homepage: http://www.econ.unito.it/
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Handle: RePEc:edi:fetorit (more details at EDIRC)

Works

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Working papers

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

Articles

  1. M. Eling & K. K. Sudheesh & L. Tibiletti, 2013. "How skewness influences optimal allocation in a risky asset?," Applied Economics Letters, Taylor & Francis Journals, vol. 20(9), pages 842-846, June.
  2. Martin Eling & Simone Farinelli & Damiano Rossello & Luisa Tibiletti, 2010. "Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter," International Journal of Managerial Finance, Emerald Group Publishing, vol. 6(4), pages 290-304, September.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Göran Skogh & Luisa Tibiletti, 1999. "Compensation of Uncertain Lost Earnings," European Journal of Law and Economics, Springer, vol. 8(1), pages 51-61, July.
  12. Luisa Tibiletti, 1995. "Beneficial changes in random variables via copulas: An application to insurance," The Geneva Risk and Insurance Review, Palgrave Macmillan, vol. 20(2), pages 191-202, December.
  13. 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.

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