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Details about Giacomo Livan

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Workplace:Abdus Salam International Centre for Theoretical Physics

Access statistics for papers by Giacomo Livan.

Last updated 2020-01-23. Update your information in the RePEc Author Service.

Short-id: pli713


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Working Papers

2020

  1. Maximum Entropy approach to multivariate time series randomization
    Papers, arXiv.org Downloads

2017

  1. Excess reciprocity distorts reputation in online social networks
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (1)
  2. Statistical mechanics of complex economies
    Papers, arXiv.org Downloads View citations (6)

2014

  1. A spectral perspective on excess volatility
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) Downloads View citations (1)
    Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014) Downloads

    See also Journal Article in Applied Economics Letters (2015)
  2. On the concentration of large deviations for fat tailed distributions, with application to financial data
    Papers, arXiv.org Downloads View citations (3)

2012

  1. A Generalized Fourier Transform Approach to Risk Measures
    Papers, arXiv.org Downloads View citations (4)
  2. Asymmetric correlation matrices: an analysis of financial data
    Papers, arXiv.org Downloads View citations (4)
  3. Financial instability from local market measures
    Papers, arXiv.org Downloads View citations (2)
  4. On the non-stationarity of financial time series: impact on optimal portfolio selection
    Papers, arXiv.org Downloads View citations (13)

2011

  1. The fine structure of spectral properties for random correlation matrices: an application to financial markets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (10)
    Also in Papers, arXiv.org (2011) Downloads View citations (17)

2010

  1. Accounting for risk of non linear portfolios: a novel Fourier approach
    Papers, arXiv.org Downloads

Undated

  1. The Social Climbing Game
    Working Papers, ETH Zurich, Chair of Systems Design Downloads View citations (1)

Journal Articles

2018

  1. Digital Identity: The effect of trust and reputation information on user judgement in the Sharing Economy
    PLOS ONE, 2018, 13, (12), 1-18 Downloads View citations (2)

2015

  1. A spectral perspective on excess volatility
    Applied Economics Letters, 2015, 22, (9), 745-750 Downloads View citations (1)
    See also Working Paper (2014)

2010

  1. Accounting for risk of non linear portfolios
    The European Physical Journal B: Condensed Matter and Complex Systems, 2010, 76, (1), 157-165 Downloads
 
Page updated 2020-10-27