Personal Details
First Name: Luisa
Middle Name:
Last Name: Tibiletti
Suffix:
RePEc Short-ID: pti64
Email:
Homepage:
http://web.econ.unito.it/tibiletti/
Postal Address:
Phone:
Affiliation
(in no particular order)
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)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
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Working papers
- 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
- 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)
- 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)
- 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)
- 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)
- 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)
- 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)
- 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)
- 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)
- 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)
- 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)
- 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)
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This page was last updated on 2009-11-26.
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