HITAJ, ASMERILDA
 Distribuzione geografica
Continente #
NA - Nord America 969
EU - Europa 564
AS - Asia 108
AF - Africa 3
SA - Sud America 3
Totale 1.647
Nazione #
US - Stati Uniti d'America 966
IT - Italia 306
SE - Svezia 98
TR - Turchia 53
VN - Vietnam 45
IE - Irlanda 44
DE - Germania 41
UA - Ucraina 39
GB - Regno Unito 17
FI - Finlandia 8
CN - Cina 4
FR - Francia 4
BR - Brasile 3
CA - Canada 3
GH - Ghana 3
IN - India 3
ES - Italia 2
IR - Iran 2
AE - Emirati Arabi Uniti 1
AL - Albania 1
AT - Austria 1
PL - Polonia 1
RO - Romania 1
RU - Federazione Russa 1
Totale 1.647
Città #
Milan 158
Fairfield 142
Chandler 121
Ashburn 83
Wilmington 75
Seattle 70
Jacksonville 64
Woodbridge 62
Nyköping 61
Houston 52
Kocaeli 51
Cambridge 49
Princeton 46
Dublin 44
Dong Ket 24
Ann Arbor 20
Como 17
San Diego 16
Ogden 8
Miglianico 7
Magnago 6
Piemonte 6
Frankfurt am Main 5
Norwalk 5
Rivignano 5
Rome 5
Crotone 4
Dallas 4
Pedrengo 4
San Giuliano Milanese 4
Accra 3
Berlin 3
Kilburn 3
Redwood City 3
São Paulo 3
Washington 3
Acton 2
Dearborn 2
Lappeenranta 2
London 2
Pioltello 2
Pune 2
Sgonico 2
Shanghai 2
Toronto 2
Trieste 2
West Jordan 2
Abu Dhabi 1
Atlanta 1
Bergamo 1
Boardman 1
Boffalora sopra Ticino 1
Catford 1
Cesano Boscone 1
Chaoyang 1
Chengdu 1
Fayetteville 1
Hamburg 1
Helsinki 1
Islington 1
Izmir 1
Lanciano 1
Lodi 1
Los Angeles 1
Markham 1
New Bedfont 1
New York 1
Pars 1
Polska 1
Redmond 1
Rho 1
Ronco Briantino 1
San Leo 1
Scafati 1
Udine 1
Vienna 1
Wandsworth 1
Totale 1.288
Nome #
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study 154
Asset allocation: new evidence through network approaches 95
A Discrete Analogue of the Half-Logistic Distribution 92
Hedge Fund Portfolio Allocation with Higher Moments and MVG Models 80
VIX computation based on affine stochastic volatility models in discrete time 74
Are Smart Beta strategies suitable for hedge fund portfolios? 73
Optimal hedge fund allocation with improved estimates for coskewness and cokurtosis parameters 72
Portfolio optimization using modified herfindahl constraint 70
Lévy CARMA models for shocks in mortality 69
Approximation of continuous random variables for the evaluation of the reliability parameter of complex stress–strength models 68
Portfolio allocation using omega function: An empirical analysis 67
On Properties of the MixedTS Distribution and Its Multivariate Extension 63
A new method for building a discrete analogue to a continuous random variable based on minimization of a distance between distribution functions 59
Lambda value at risk and regulatory capital: A dynamic approach to tail risk 57
Goodman and Kruskal’s Gamma Coefficient for Ordinalized Bivariate Normal Distributions 56
Portfolio allocation using multivariate variance gamma models 54
Smart network based portfolios 51
Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances 48
Portfolio selection with independent component analysis 47
COMPARING APPROACHES FOR APPROXIMATING CONTINUOUS RANDOM DISTRIBUTIONS WITH APPLICATION IN RELIABILITY ENGINEERING 47
Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization 45
Dissecting hedge funds' strategies 43
On multivariate extensions of the Mixed Tempered Stable distribution 42
Some Empirical Evidence on the Need of More Advanced Approaches in Mortality Modeling 38
Optimal Portfolio Selection via network theory in banking and insurance sector 38
A welcome to the jungle of continuous-time multivariate non-Gaussian models based on Lévy processes applied to finance 33
Discrete analogs of a bivariate Pareto distribution 31
Gaussian quadrature for non-Gaussian distributions 15
An alternative discrete analogue of the half-logistic distribution 13
Discrete half-logistic distributions with applications in reliability and risk analysis 5
An Alternative Discrete Analogue of the Half-Logistic Distribution Based on Minimization of a Distance between Cumulative Distribution Functions 1
A Discrete Version of the Half-Logistic Distribution Based on the Mimicking of the Probability Density Function 1
Enhancing Portfolio Allocation: A Random Matrix Theory Perspective 1
Totale 1.702
Categoria #
all - tutte 8.317
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 8.317


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/201910 0 0 0 0 0 0 0 0 0 0 5 5
2019/202037 3 2 2 7 3 3 4 4 3 4 1 1
2020/2021661 3 3 145 20 112 48 46 47 66 78 41 52
2021/2022273 31 35 7 15 20 8 11 24 11 59 23 29
2022/2023382 26 22 18 24 47 89 7 54 50 8 30 7
2023/2024325 35 27 33 94 51 29 6 6 27 5 12 0
Totale 1.702