Information about:
Luisa Tibiletti

Other registered authors

Email:
Homepage: http://web.econ.unito.it/tibiletti/
Postal Address:
Phone:

Affiliation

• Dipartimento di Statistica e Matematica Applicata "D. De Castro" (Department of Statistics and Applied Mathematics)
  Università degli Studi di Torino

  Location: Torino, Italy
  Homepage: http://math.econ.unito.it/
  Email:
  Phone: +39 011 670.5725
  Fax: +39 011 670.5783
  Postal: Corso Unione Sovietica, 218/bis - 10134 TORINO
  Handle: RePEc:edi:dmtorit (registered authors at this institution)

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!]

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. Luisa Tibiletti, 1995. "Beneficial changes in random variables via copulas: An application to insurance," The Geneva Risk and Insurance Review, Palgrave Macmillan Journals, vol. 20(2), pages 191-202, December. [Downloadable!] (restricted)

11. 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)

This page was last updated on 2009-11-26.