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Details about Sandra Paterlini

Homepage:http://www.recent.unimore.it/paterlini.asp
Postal address:sandra.paterlini@gmail.com
Workplace:Center for Economic Research (RECent), Dipartimento di Economia "Marco Biagi" (Department of Economics), Università degli Studi di Modena e Reggio Emilia (University of Modena and Reggio Emilia), (more information at EDIRC)
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Dipartimento di Economia "Marco Biagi" (Department of Economics), Università degli Studi di Modena e Reggio Emilia (University of Modena and Reggio Emilia), (more information at EDIRC)

Access statistics for papers by Sandra Paterlini.

Last updated 2013-02-05. Update your information in the RePEc Author Service.

Short-id: ppa333


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Working Papers

2019

  1. Recreating Banking Networks under Decreasing Fixed Costs
    Working Papers, Federal Reserve Bank of Cleveland Downloads
  2. The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios
    Working Papers, Federal Reserve Bank of Cleveland Downloads View citations (2)

2016

  1. Undiversifying during Crises: Is It a Good Idea?
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (2)

2012

  1. Adaptive Minimax Estimation over Sparse l q-Hulls
    Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi" Downloads
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2012) Downloads View citations (1)
  2. Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints
    Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi" Downloads View citations (8)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2012) Downloads View citations (4)

2011

  1. Cardinality versus q-Norm Constraints for Index Tracking
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" Downloads View citations (2)
    Also in Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi" (2011) Downloads View citations (11)
  2. Operational–risk Dependencies and the Determination of Risk Capital
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" Downloads View citations (4)

2010

  1. Efficient and robust estimation for financial returns: an approach based on q-entropy
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" Downloads View citations (2)
    Also in Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi" (2010) Downloads View citations (2)

2008

  1. Differential Evolution for Multiobjective Portfolio Optimization
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" Downloads View citations (42)
  2. Optimization Heuristics for Determining Internal Rating Grading Scales
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" Downloads View citations (24)
    Also in Working Papers, COMISEF (2008) Downloads

    See also Journal Article in Computational Statistics & Data Analysis (2010)

2007

  1. The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" Downloads View citations (6)
    Also in Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi" (2007) Downloads View citations (28)

Journal Articles

2011

  1. Multiobjective optimization using differential evolution for real-world portfolio optimization
    Computational Management Science, 2011, 8, (1), 157-179 Downloads View citations (22)

2010

  1. Optimization heuristics for determining internal rating grading scales
    Computational Statistics & Data Analysis, 2010, 54, (11), 2693-2706 Downloads View citations (10)
    See also Working Paper (2008)

2008

  1. The optimal structure of PD buckets
    Journal of Banking & Finance, 2008, 32, (10), 2275-2286 Downloads View citations (7)

2007

  1. Using differential evolution to improve the accuracy of bank rating systems
    Computational Statistics & Data Analysis, 2007, 52, (1), 68-87 Downloads View citations (14)

2006

  1. Differential evolution and particle swarm optimisation in partitional clustering
    Computational Statistics & Data Analysis, 2006, 50, (5), 1220-1247 Downloads View citations (14)

2004

  1. Clustering financial time series: an application to mutual funds style analysis
    Computational Statistics & Data Analysis, 2004, 47, (2), 353-372 Downloads View citations (27)
  2. Technological modelling for graphical models: an approach based on genetic algorithms
    Computational Statistics & Data Analysis, 2004, 47, (2), 323-337 Downloads View citations (1)
 
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