Details about Loriana Pelizzon

Access statistics for papers by Loriana Pelizzon.

Last updated 2009-07-28. Update your information in the RePEc Author Service.

Short-id: ppe207

Working Papers

2008

1. Crisis and Hedge Fund Risk
   Working Papers, University of Venice "Ca' Foscari", Department of Economics
2. Italian Equity Funds: Efficiency and Performance Persistence
   Working Papers, University of Venice "Ca' Foscari", Department of Economics
   Also in Working Papers, University of Brescia, Department of Economics (2008)
   See also Journal Article in Icfai University Journal of Financial Economics (2008)
3. Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data
   Working Papers, University of Venice "Ca' Foscari", Department of Economics

2007

4. Diversification and Ownership Concentration
   Working Papers, University of Venice "Ca' Foscari", Department of Economics View citations
   Also in CESifo Working Paper Series, CESifo Group Munich (2005)
   "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2005)
   See also Journal Article in Journal of Banking & Finance (2008)
5. Dynamic Risk Exposure in Hedge Funds
   Working Papers, University of Venice "Ca' Foscari", Department of Economics View citations
6. Efficient Portfolios when Housing Needs Change over the Life-Cycle
   "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno"
   Also in Working Papers, University of Venice "Ca' Foscari", Department of Economics (2007)

2006

7. Are Household Portfolios Efficient? An Analysis Conditional on Housing
   "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations
   Also in Working Papers, University of Venice "Ca' Foscari", Department of Economics (2006)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations
   See also Journal Article in Journal of Financial and Quantitative Analysis (2008)
8. Credit Derivatives, Capital Requirements and Opaque OTC Markets
   Working Papers, University of Venice "Ca' Foscari", Department of Economics
   See also Journal Article in Journal of Financial Intermediation (2008)
9. Phase-Locking and Switching Volatility in Hedge Funds
   Working Papers, University of Venice "Ca' Foscari", Department of Economics View citations

2005

10. Credit Derivatives: Capital Requirements and Strategic Contracting
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations
11. Pillar 1 vs. Pillar 2 Under Risk Management
    NBER Working Papers, National Bureau of Economic Research, Inc

Journal Articles

2008

1. Are Household Portfolios Efficient? an Analysis Conditional on Housing
   Journal of Financial and Quantitative Analysis, 2008, 43, (02), 401-431
   See also Working Paper (2006)
2. Credit derivatives, capital requirements and opaque OTC markets
   Journal of Financial Intermediation, 2008, 17, (4), 444-463
   See also Working Paper (2006)
3. Diversification and ownership concentration
   Journal of Banking & Finance, 2008, 32, (9), 1743-1753
   See also Working Paper (2007)
4. Italian Equity Funds: Efficiency and Performance Persistence
   Icfai University Journal of Financial Economics, 2008, VI, (1), 7-28
   See also Working Paper (2008)

2003

5. Contagion and interdependence in stock markets: Have they been misdiagnosed?
   Journal of Economics and Business, 2003, 55, (5-6), 405-426 View citations
6. Volatility and shocks spillover before and after EMU in European stock markets
   Journal of Multinational Financial Management, 2003, 13, (4-5), 323-340 View citations

2000

7. La Style Analysis nel mercato azionario italiano
   Rivista Italiana degli Economisti, 2000, 3, (2), 387-412
8. Value-at-Risk: a multivariate switching regime approach
   Journal of Empirical Finance, 2000, 7, (5), 531-554 View citations

Chapters

2007

1. Pillar 1 versus Pillar 2 under Risk Management
   A chapter in The Risks of Financial Institutions, 2007, pp 377-416