Details about Luisa Tibiletti

Access statistics for papers by Luisa Tibiletti.

Last updated 2021-04-11. Update your information in the RePEc Author Service.

Short-id: pti64

Working Papers

2017

1. Hydroassets Portfolio Management for Intraday Electricity Trading from a Discrete Time Stochastic Optimization Perspective
   Papers, arXiv.org View citations (1)

2014

2. A target-based foundation for the "hard-easy effect" bias
   Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia View citations (7)
   See also Chapter A Target-Based Foundation for the “Hard-Easy Effect” Bias, Eurasian Studies in Business and Economics, Springer (2017) (2017)

2002

3. A shortcut to sign Incremental Value-at-Risk for risk allocation
   Papers, arXiv.org View citations (2)

Journal Articles

2015

1. Inequality Aversion and the Extended Gini in the Light of a Two-person Cake-sharing Problem
   Journal of Human Development and Capabilities, 2015, 16, (2), 237-244 View citations (4)

2013

2. How skewness influences optimal allocation in a risky asset?
   Applied Economics Letters, 2013, 20, (9), 842-846

2010

3. Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter
   International Journal of Managerial Finance, 2010, 6, (4), 290-304 View citations (1)

2009

4. Good and Bad News on Capital Market Return Ellipticity
   Atlantic Economic Journal, 2009, 37, (2), 209-210
5. Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio
   European Journal of Operational Research, 2009, 192, (1), 209-215 View citations (18)

2008

6. Beyond Sharpe ratio: Optimal asset allocation using different performance ratios
   Journal of Banking & Finance, 2008, 32, (10), 2057-2063 View citations (70)
7. Sharpe thinking in asset ranking with one-sided measures
   European Journal of Operational Research, 2008, 185, (3), 1542-1547 View citations (63)

2006

8. A Shortcut Way of Pricing Default Risk Through Zero‐Utility Principle
   Journal of Risk & Insurance, 2006, 73, (2), 303-308 View citations (1)

2004

9. Pricing default risk premium through fear of ruin
   Atlantic Economic Journal, 2004, 32, (4), 356-356

2003

10. Upside and downside risk with a benchmark
    Atlantic Economic Journal, 2003, 31, (4), 387-387 View citations (4)

1999

11. Compensation of Uncertain Lost Earnings
    European Journal of Law and Economics, 1999, 8, (1), 51-61 View citations (3)
12. The paradox of tax full compliance: A solution
    Atlantic Economic Journal, 1999, 27, (3), 356-356

1995

13. Beneficial changes in random variables via copulas: An application to insurance
    The Geneva Risk and Insurance Review, 1995, 20, (2), 191-202 View citations (7)

1993

14. Risk aversion in the small and Jensen inequalities
    Decisions in Economics and Finance, 1993, 16, (2), 21-37

Chapters

2017

1. A Target-Based Foundation for the “Hard-Easy Effect” Bias
   Springer
   See also Working Paper A target-based foundation for the "hard-easy effect" bias, Venice School of Management - Department of Management, Università Ca' Foscari Venezia (2014) View citations (7) (2014)
2. An Integrated Financial and Accounting Approach to Outstanding Debt Assessment for Lease Agreement
   Springer
3. Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets
   Springer