IRIS
STUCCHI, Patrizia
 Distribuzione geografica
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Continente #
NA - Nord America 1.717
EU - Europa 571
AS - Asia 161
AF - Africa 2
OC - Oceania 2
SA - Sud America 2
Totale 2.455
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Nazione #
US - Stati Uniti d'America 1.708
UA - Ucraina 182
IT - Italia 151
CN - Cina 92
DE - Germania 67
FI - Finlandia 58
SG - Singapore 33
IE - Irlanda 31
SE - Svezia 25
GB - Regno Unito 18
TR - Turchia 14
FR - Francia 13
BE - Belgio 10
CA - Canada 9
VN - Vietnam 8
ID - Indonesia 6
PT - Portogallo 5
IR - Iran 4
MT - Malta 3
AU - Australia 2
CL - Cile 2
PL - Polonia 2
RU - Federazione Russa 2
AL - Albania 1
AT - Austria 1
CH - Svizzera 1
IN - India 1
JO - Giordania 1
KR - Corea 1
LY - Libia 1
NG - Nigeria 1
RO - Romania 1
TW - Taiwan 1
Totale 2.455
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Città #
Woodbridge 232
Ann Arbor 204
Chandler 159
Fairfield 153
Jacksonville 130
Houston 104
Udine 64
Seattle 62
Wilmington 56
Ashburn 55
Dearborn 55
Beijing 50
Cambridge 43
Boardman 42
Princeton 34
Dublin 31
Singapore 24
Izmir 13
San Diego 13
San Mateo 13
New York 11
Brussels 10
Ogden 9
Ottawa 9
Rome 9
Dong Ket 8
Nanjing 8
Paris 8
Des Moines 7
Augusta 6
Kunming 6
Simi Valley 6
Dallas 5
Leawood 5
Milan 5
Monmouth Junction 5
Porto 5
Ardabil 4
Guangzhou 4
Hefei 4
Norwalk 4
Bandung 3
Le Chesnay 3
Melita 3
Pignone 3
Redmond 3
Florence 2
Hebei 2
Jesolo 2
Los Angeles 2
Melbourne 2
Mogliano Veneto 2
Munich 2
Napoli 2
Ningbo 2
Padova 2
Pesaro 2
Turin 2
Warsaw 2
West Jordan 2
Baotou 1
Bruneck 1
Bucharest 1
Chengdu 1
Chongqing 1
Codroipo 1
Fuzhou 1
Gorizia 1
Grafing 1
Haikou 1
Hangzhou 1
Harbin 1
Helsinki 1
Indiana 1
Istanbul 1
Jinan 1
London 1
Miami 1
Monopoli 1
Montebelluna 1
Nanchang 1
Phoenix 1
Quzhou 1
Reading 1
Reana Del Roiale 1
Redwood City 1
Saint Petersburg 1
San Francisco 1
Shanghai 1
Silea 1
Taipei 1
Taiyuan 1
Tappahannock 1
Trieste 1
Urbino 1
Vienna 1
Washington 1
Westerville 1
Wuhan 1
Xian 1
Totale 1.758
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Nome #
A unified approach to portfolio selection in a tracking error framework with additional constraints on risk 139
Linearity Properties of a Three-Moments Portfolio Model 131
Evolution of Equity Market Risk during the Crisis: Europe, Americas and Asia 130
Linearity properties of a three-moments portfolio model 120
Moment-based CVaR Estimation: Quasi-Closed Formulas 113
Efficient derivatives evaluation under a jump-diffusion process 113
Moment-Based CVaR Estimation: Quasi-Closed Formulas 99
A Quasi-IRR for a Project Without IRR 96
A Comparison of Ranking Criteria: an Application to Asset Class Indices of Europe, US, Russia and China 95
Are NPL-backed securities an investment opportunity? 95
A quasi-IRR for a project without IRR 92
Valuation of sinking-fund bonds in the Vasicek and CIR framework 91
Synthetic portfolio insurance on the italian stock index: from theory to practice 78
Metodi discreti di valutazione di opzioni arcobaleno europee e americane (Discrete Methods for European and American Rainbow Options Valuation) 74
Modelli stocastici per il prezzo dell'elettricità e simulazioni del prezzo unico nazionale (PUN) del mercato italiano (Stochastic Models for Electricity Spot Price and Simulation of the National Electricity Price (PUN) on the Italian Market) 73
“A Unified Approach to Portfolio Selection with Additional Constraints on Risk” 73
Evolution of Equity Market Risk During the Crisis 71
The Joint Behavior of Sovereign CDS Spreads and Country Equity Risk: an Empirical Analysis 70
Su una regola di rappresentazione di polinomi in due variabili (On a Representation Rule for Two Variables Polynomials) 66
Considerazioni numeriche circa l’influenza delle aspettative di mercato sulla volatilità dell’ottimo portafoglio aleatorio (Numerical Considerations about the Influence of Market Expectations on Volatility of the Optimal Risky Portfolio) 62
Elementi di matematica finanziaria 59
Su una estensione bidimensionale del teorema di scomposizione di Peccati (On a Two-Dimensional Extension of Peccati Decomposition Theorem) 56
Appendix to: Efficient European and American Option Pricing Under a Jump-diffusion Process 54
Il Value at Risk di portafogli di opzioni su attività azionarie secondo il modello delta-gamma-theta. Un confronto fra metodologie di valutazione (Value at Risk for Portfolios of Stock Options Under Delta-Gamma-Theta Approach. A Comparison between Different Methodologies) 52
Dominant Minimum Tracking Error Portfolios with Additional Constraints on Risk 49
The Impact of Views on International Portfolio Selection 46
CVaR Quasi-Closed Formulas 41
Efficient European and American Option Pricing Under a Jump-diffusion Process 41
THEORY AND PRACTICE IN STOCK INDEX PORTFOLIO INSURANCE ON THE ITALIAN MARKET: SOME REFLEXIONS 40
Modelling the Electricity Spot Price on the Italian Market: a Comparison between Mixed-Jump Diffusion and NIG Distributions 36
Valutazione di attività finanziarie nel modello Ho e Lee: considerazioni sui fattori di attualizzazione (Financial Assets Evaluation under the Ho and Lee Model: Considerations about the Discount Factors) 36
Reconciling NPV and IRR: a new proposal 32
Panda bonds: Opportunity or threat for europe? 32
The Minimum Tracking Error Frontier Under Tactical Asset Allocation Constraints 31
Totale 2.486
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Categoria #
all - tutte 8.180
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 8.180
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020522 0 0 17 70 29 91 69 75 37 80 12 42
2020/2021420 14 37 19 42 6 39 8 48 67 34 72 34
2021/2022297 5 34 6 22 12 8 11 10 5 41 102 41
2022/2023315 37 44 6 39 32 79 0 21 43 2 3 9
2023/2024137 18 13 3 0 24 21 0 4 13 9 8 24
2024/202555 18 37 0 0 0 0 0 0 0 0 0 0
Totale 2.486