default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDRosella Giacometti
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
[j16]Gabriele Torri
, Rosella Giacometti, Sandra Paterlini:
Penalized enhanced portfolio replication with asymmetric deviation measures. Ann. Oper. Res. 332(1): 481-531 (2024)- 2023
- [j15]Gabriele Torri, Rosella Giacometti:
Financial contagion in banking networks with community structure. Commun. Nonlinear Sci. Numer. Simul. 117: 106924 (2023) - 2020
- [j14]Marco Bonomelli, Rosella Giacometti, Sergio Ortobelli Lozza:
Joint tails impact in stochastic volatility portfolio selection models. Ann. Oper. Res. 292(2): 833-848 (2020) - [j13]Rosella Giacometti, Gabriele Torri, Giulia Farina, Maria Elena De Giuli:
Risk attribution and interconnectedness in the EU via CDS data. Comput. Manag. Sci. 17(4): 549-567 (2020)
2010 – 2019
- 2019
- [j12]Vincenzo Russo, Rosella Giacometti, Frank J. Fabozzi:
Market implied volatilities for defaultable bonds. Ann. Oper. Res. 275(2): 669-683 (2019) - [j11]Rosella Giacometti, Berç Rustem:
14th International Conference on Computational Management Science. Comput. Manag. Sci. 16(1-2): 1-2 (2019) - [j10]Gabriele Torri, Rosella Giacometti, Sandra Paterlini:
Sparse precision matrices for minimum variance portfolios. Comput. Manag. Sci. 16(3): 375-400 (2019) - [j9]Giulia Farina, Rosella Giacometti, Maria Elena De Giuli:
Systemic risk attribution in the EU. J. Oper. Res. Soc. 70(7): 1115-1128 (2019) - 2018
- [j8]Gabriele Torri, Rosella Giacometti, Sandra Paterlini:
Robust and sparse banking network estimation. Eur. J. Oper. Res. 270(1): 51-65 (2018) - 2013
- [j7]Martin Gurny, Sergio Ortobelli Lozza, Rosella Giacometti:
Structural Credit Risk Models with Subordinated Processes. J. Appl. Math. 2013: 138272:1-138272:12 (2013) - 2012
- [j6]Rosella Castellano, Rosella Giacometti:
Credit default swaps: implied ratings versus official ones. 4OR 10(2): 163-180 (2012) - [j5]Young Shin Kim, Rosella Giacometti, Svetlozar T. Rachev, Frank J. Fabozzi, Domenico Mignacca:
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model. Ann. Oper. Res. 201(1): 325-343 (2012) - 2011
- [j4]Rosella Giacometti, Sergio Ortobelli Lozza, Marida Bertocchi:
A Stochastic Model for Mortality Rate on Italian Data. J. Optim. Theory Appl. 149(1): 216-228 (2011)
2000 – 2009
- 2005
- [j3]Marida Bertocchi, Rosella Giacometti, Stavros A. Zenios:
Risk factor analysis and portfolio immunization in the corporate bond market. Eur. J. Oper. Res. 161(2): 348-363 (2005) - [j2]Rosella Giacometti, Mariangela Teocchi:
On pricing of credit spread options. Eur. J. Oper. Res. 163(1): 52-64 (2005) - 2000
- [j1]Marida Bertocchi, Rosella Giacometti, Leon Slominski:
Bond portfolio management with repo contracts: the Italian case. Ann. Oper. Res. 97(1-4): 111-129 (2000)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-10-07 21:17 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
