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Sandra Paterlini

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This is information that was supplied by Sandra Paterlini in registering through RePEc. If you are Sandra Paterlini , 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: Sandra
Middle Name:
Last Name: Paterlini
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RePEc Short-ID: ppa333

Email: [This author has chosen not to make the email address public]
Homepage: http://www.recent.unimore.it/paterlini.asp
Postal Address: sandra.paterlini@gmail.com
Phone:

Affiliation

(33%) Center for Economic Research (RECent)
Dipartimento di Economia "Marco Biagi"
Università degli Studi di Modena e Reggio Emilia
Location: Modena, Italy
Homepage: http://www.recent.unimore.it/
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:remodit (more details at EDIRC)
(33%) Centro Studi di Banca e Finanza (CEFIN)
Dipartimento di Economia "Marco Biagi"
Università degli Studi di Modena e Reggio Emilia
Location: Modena, Italy
Homepage: http://www.cefin.unimore.it/
Email:
Phone:
Fax:
Postal: v.le Berengario 51, 41100 Modena
Handle: RePEc:edi:cbmodit (more details at EDIRC)

Works

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Working papers

  1. Andrea Scozzari & Fabio Tardella & Sandra Paterlini & Thiemo Krink, 2012. "Exact and heuristic approaches for the index tracking problem with UCITS constraints," Center for Economic Research (RECent) 081, University of Modena and Reggio E., Dept. of Economics.
  2. Zhan Wang & Sandra Paterlini & Fuchang Gao & Yuhong Tang, 2012. "Adaptive Minimax Estimation over Sparse l q-Hulls," Department of Economics 0681, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  3. Stefan Mittnik & Sandra Paterlini & Tina Yener, 2011. "Operational–risk Dependencies and the Determination of Risk Capital," Center for Economic Research (RECent) 070, University of Modena and Reggio E., Dept. of Economics.
  4. Bjoern Fastrich & Sandra Paterlini & Peter Winker, 2011. "Cardinality versus q-Norm Constraints for Index Tracking," Center for Economic Research (RECent) 056, University of Modena and Reggio E., Dept. of Economics.
  5. Davide Ferrari & Sandra Paterlini, 2010. "Efficient and robust estimation for financial returns: an approach based on q-entropy," Center for Economic Research (RECent) 041, University of Modena and Reggio E., Dept. of Economics.
  6. Thiemo Krink & Stefan Mittnik & Sandra Paterlini, 2009. "Differential Evolution and Combinatorial Search for Constrained Index Tracking," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 09032, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
  7. Thiemo Krink & Sandra Paterlini, 2008. "Differential Evolution for Multiobjective Portfolio Optimization," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 08012, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
  8. Marianna Lyra & Johannes Paha & Sandra Paterlini & Peter Winker, 2008. "Optimization Heuristics for Determining Internal Rating Grading Scales," Center for Economic Research (RECent) 023, University of Modena and Reggio E., Dept. of Economics.
  9. Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 07071, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".

Articles

  1. Thiemo Krink & Sandra Paterlini, 2011. "Multiobjective optimization using differential evolution for real-world portfolio optimization," Computational Management Science, Springer, vol. 8(1), pages 157-179, April.
  2. Lyra, M. & Paha, J. & Paterlini, S. & Winker, P., 2010. "Optimization heuristics for determining internal rating grading scales," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2693-2706, November.
  3. Daniel Giamouridis & Sandra Paterlini, 2010. "Regular(Ized) Hedge Fund Clones," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 33(3), pages 223-247.
  4. Krink, Thiemo & Paterlini, Sandra & Resti, Andrea, 2008. "The optimal structure of PD buckets," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2275-2286, October.
  5. Krink, Thiemo & Paterlini, Sandra & Resti, Andrea, 2007. "Using differential evolution to improve the accuracy of bank rating systems," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 68-87, September.
  6. Paterlini, Sandra & Krink, Thiemo, 2006. "Differential evolution and particle swarm optimisation in partitional clustering," Computational Statistics & Data Analysis, Elsevier, vol. 50(5), pages 1220-1247, March.
  7. Pattarin, Francesco & Paterlini, Sandra & Minerva, Tommaso, 2004. "Clustering financial time series: an application to mutual funds style analysis," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 353-372, September.
  8. Roverato, Alberto & Paterlini, Sandra, 2004. "Technological modelling for graphical models: an approach based on genetic algorithms," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 323-337, September.

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2008-10-21 2009-04-13
  2. NEP-CMP: Computational Economics (5) 2008-01-26 2008-10-07 2008-10-21 2009-04-13 2011-03-26. Author is listed
  3. NEP-ECM: Econometrics (6) 2007-07-07 2008-10-07 2010-03-28 2010-04-17 2011-09-05 2012-03-28. Author is listed
  4. NEP-ORE: Operations Research (2) 2008-10-07 2009-04-13
  5. NEP-RMG: Risk Management (6) 2007-07-07 2008-01-26 2008-10-07 2008-10-07 2008-10-21 2009-04-13. Author is listed

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