Pierpaolo Uberti

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Numerical stability of optimal mean variance portfolios	2026-04-22	Paper
Global balance and systemic risk in financial correlation networks Physica A	2025-10-15	Paper
A theoretical generalization of the Markowitz model incorporating skewness and kurtosis Quantitative Finance	2023-06-20	Paper
A new approach in model selection for ordinal target variables Computational Statistics	2022-05-10	Paper
MODEL OF MODELS: A NEW PERSPECTIVE TO DEAL WITH MODEL UNCERTAINTY Far East Journal of Theoretical Statistics	2022-02-23	Paper
Polarized classification tree models: theory and computational aspects Journal of Classification	2022-02-15	Paper
Google search volumes for portfolio management: performances and asset concentration Annals of Operations Research	2021-11-08	Paper
Connectedness versus diversification: two sides of the same coin Mathematics and Financial Economics	2021-07-08	Paper
Proper measures of connectedness Annals of Finance	2021-05-03	Paper
Portfolio leverage in asset allocation problems	2020-12-15	Paper
A threshold based approach to merge data in financial risk management Journal of Applied Statistics	2020-09-29	Paper
A note on normality of $\sqrt{2}$ in base 2	2018-07-19	Paper
Model assessment for predictive classification models Communications in Statistics: Theory and Methods	2010-12-20	Paper
How to measure single-name credit risk concentrations European Journal of Operational Research	2009-11-17	Paper

Research outcomes over time

This page was built for person: Pierpaolo Uberti