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Giacomo Livan


This is information that was supplied by Giacomo Livan in registering through RePEc. If you are Giacomo Livan , 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: Giacomo
Middle Name:
Last Name: Livan

RePEc Short-ID: pli713

Postal Address:


Abdus Salam International Centre for Theoretical Physics
Location: Trieste, Italy


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Working papers

  1. Giacomo Livan & Luca Rebecchi, 2012. "Asymmetric correlation matrices: an analysis of financial data," Papers 1201.6535,, revised Apr 2012.
  2. Livan, Giacomo & Alfarano, Simone & Scalas, Enrico, 2011. "The fine structure of spectral properties for random correlation matrices: an application to financial markets," MPRA Paper 28964, University Library of Munich, Germany.
  3. Giacomo Bormetti & Valentina Cazzola & Danilo Delpini & Giacomo Livan, 2010. "Accounting for risk of non linear portfolios: a novel Fourier approach," Papers 1002.4817,, revised May 2010.
  4. G. Bormetti & V. Cazzola & G. Livan & G. Montagna & O. Nicrosini, 2009. "A Generalized Fourier Transform Approach to Risk Measures," Papers 0909.3978,, revised May 2012.


  1. G. Bormetti & V. Cazzola & D. Delpini & G. Livan, 2010. "Accounting for risk of non linear portfolios," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, Springer, vol. 76(1), pages 157-165, July.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2011-03-05 2012-02-15. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2012-02-15. Author is listed
  3. NEP-RMG: Risk Management (1) 2010-03-06. Author is listed


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