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Luisa Tibiletti

This is information that was supplied by Luisa Tibiletti in registering through RePEc. If you are Luisa Tibiletti, 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:Luisa
Middle Name:
Last Name:Tibiletti
RePEc Short-ID:pti64;sort=U2;search=;hits=183
Department of Management University of Torino Unione Sovietica 218/bis,10134 Torino, Italia
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  1. Simone Farinelli & Luisa Tibiletti, 2015. "Hydroassets Portfolio Management for Intraday Electricity Trading from a Discrete Time Stochastic Optimization Perspective," Papers 1508.05837,, revised Aug 2017.
  2. Robert Bordley & Marco LiCalzi & Luisa Tibiletti, 2014. "A target-based foundation for the "hard-easy effect" bias," Working Papers 23, Department of Management, Università Ca' Foscari Venezia.
  3. Dirk Tasche & Luisa Tibiletti, 2002. "A shortcut to sign Incremental Value-at-Risk for risk allocation," Papers cond-mat/0204593,, revised Oct 2002.
  1. Luisa Tibiletti & S. Subramanian, 2015. "Inequality Aversion and the Extended Gini in the Light of a Two-person Cake-sharing Problem," Journal of Human Development and Capabilities, Taylor & Francis Journals, vol. 16(2), pages 237-244, May.
  2. M. Eling & K. K. Sudheesh & L. Tibiletti, 2013. "How skewness influences optimal allocation in a risky asset?," Applied Economics Letters, Taylor & Francis Journals, vol. 20(9), pages 842-846, June.
  3. Martin Eling, 2010. "Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter," International Journal of Managerial Finance, Emerald Group Publishing, vol. 6(4), pages 290-304, September.
  4. Martin Eling & Luisa Tibiletti, 2009. "Good and Bad News on Capital Market Return Ellipticity," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 37(2), pages 209-210, June.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. Luisa Tibiletti, 2004. "Pricing default risk premium through fear of ruin," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 32(4), pages 356-356, December.
  10. Luisa Tibiletti & Simone Farinelli, 2003. "Upside and downside risk with a benchmark," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 31(4), pages 387-387, December.
  11. Luisa Tibiletti, 1999. "The paradox of tax full compliance: A solution," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 27(3), pages 356-356, September.
  12. Göran Skogh & Luisa Tibiletti, 1999. "Compensation of Uncertain Lost Earnings," European Journal of Law and Economics, Springer, vol. 8(1), pages 51-61, July.
  13. Luisa Tibiletti, 1995. "Beneficial changes in random variables via copulas: An application to insurance," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 20(2), pages 191-202, December.
  14. Luigi Montrucchio & Luisa Tibiletti, 1993. "Risk aversion in the small and Jensen inequalities," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 16(2), pages 21-37, September.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-UPT: Utility Models & Prospect Theory (2) 2014-11-17 2015-08-30
  2. NEP-CBE: Cognitive & Behavioural Economics (1) 2014-11-17
  3. NEP-CMP: Computational Economics (1) 2015-08-30
  4. NEP-ENE: Energy Economics (1) 2015-08-30
  5. NEP-GER: German Papers (1) 2015-08-30
  6. NEP-MIC: Microeconomics (1) 2014-11-17

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