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Information about:
Loriana Pelizzon

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

Other registered authors

Personal Details

First Name: Loriana
Middle Name:
Last Name: Pelizzon
Suffix:

RePEc Short-ID: ppe207

Email:
Homepage: http://venus.unive.it/pelizzon/
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Loriana Pelizzon & Monica Billio & Mila Getmansky, 2008. "Crisis and Hedge Fund Risk," Working Papers 2008_10, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]

  2. Loriana Pelizzon & Roberto Casarin & Andrea Piva, 2008. "Italian Equity Funds: Efficiency and Performance Persistence," Working Papers 2008_12, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
    Published as:

  3. Loriana Pelizzon & Monica Billio & Mila Getmansky, 2008. "Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data," Working Papers 2008_11, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]

  4. Monica Billio & Mila Getmansky & Loriana Pelizzon, 2007. "Dynamic Risk Exposure in Hedge Funds," Working Papers 2007_17, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]

  5. Loriana Pelizzon & Guglielmo Weber, 2007. "Efficient Portfolios when Housing Needs Change over the Life-Cycle," "Marco Fanno" Working Papers 0037, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
    Other versions:

  6. Monica Billio & Mila Getmansky & Loriana Pelizzon, 2006. "Phase-Locking and Switching Volatility in Hedge Funds," Working Papers 2006_54, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]

  7. Loriana Pelizzon & Guglielmo Weber, 2006. "Are Household Portfolios Efficient? An Analysis Conditional on Housing," "Marco Fanno" Working Papers 0021, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
    Other versions:

  8. Antonio Nicolo’ & Loriana Pelizzon, 2006. "Credit Derivatives, Capital Requirements and Opaque OTC Markets," Working Papers 2006_58, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]

  9. Bruno Parigi & Loriana Pelizzon, 2005. "Diversification and ownership concentration," "Marco Fanno" Working Papers 0005, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
    Other versions:

  10. Loriana Pelizzon & Stephen Schaefer, 2005. "Pillar 1 vs. Pillar 2 Under Risk Management," NBER Working Papers 11666, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  11. Antonio Nicolo' & Loriana Pelizzon, 2005. "Credit Derivatives: Capital Requirements and Strategic Contracting," "Marco Fanno" Working Papers 0006, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]

Articles

  1. Roberto Casarin & Andrea Piva & Loriana Pelizzon, 2008. "Italian Equity Funds: Efficiency and Performance Persistence," The Icfai Journal of Financial Economics, Icfai Press, vol. 0(1), pages 7-28, March.
    Other versions:

  2. Billio, Monica & Pelizzon, Loriana, 2003. "Contagion and interdependence in stock markets: Have they been misdiagnosed?," Journal of Economics and Business, Elsevier, vol. 55(5-6), pages 405-426. [Downloadable!] (restricted)

  3. Billio, Monica & Pelizzon, Loriana, 2003. "Volatility and shocks spillover before and after EMU in European stock markets," Journal of Multinational Financial Management, Elsevier, vol. 13(4-5), pages 323-340, December. [Downloadable!] (restricted)

  4. Billio, Monica & Pelizzon, Loriana, 2000. "Value-at-Risk: a multivariate switching regime approach," Journal of Empirical Finance, Elsevier, vol. 7(5), pages 531-554, December. [Downloadable!] (restricted)

  5. Teresa GRAVA & Loriana PELIZZON & Domenico SARTORE, 2000. "La Style Analysis nel mercato azionario italiano," Rivista Italiana degli Economisti, SIE - Societa' Italiana degli Economisti (I), vol. 3(2), pages 387-412, December. [Downloadable!] (restricted)

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (3) 2003-07-13 2008-05-24 2008-05-24 Author is listed
  2. NEP-EFF: Efficiency & Productivity (2) 2008-05-24 2008-05-24
  3. NEP-FIN: Finance (4) 2005-10-08 2005-10-29 2005-10-29 2005-12-09 Author is listed
  4. NEP-FMK: Financial Markets (7) 2005-10-08 2005-10-29 2006-06-24 2008-02-09 2008-05-24 2008-05-24 2008-05-24 Author is listed
  5. NEP-MST: Market Microstructure (2) 2008-05-24 2008-05-24
  6. NEP-REG: Regulation (1) 2005-10-08
  7. NEP-RMG: Risk Management (4) 2005-10-08 2008-02-09 2008-05-24 2008-05-24 Author is listed
  8. NEP-URE: Urban & Real Estate Economics (4) 2003-07-13 2006-06-24 2007-02-10 2008-02-09 Author is listed
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This page was last updated on 2008-7-14.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.