Gabriele Torri

Available identifiers

Publication	Date of Publication	Type
Penalized enhanced portfolio replication with asymmetric deviation measures	2024-09-03	Paper
Financial contagion in banking networks with community structure	2022-12-20	Paper
A revised version of the Cathcart \& El-Jahel model and its application to CDS market	2022-01-06	Paper
Network tail risk estimation in the European banking system	2021-11-16	Paper
Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models	2021-06-02	Paper
Sparse precision matrices for minimum variance portfolios	2019-08-23	Paper
Calibration of one-factor and two-factor hull-white models using swaptions	2019-02-18	Paper
Robust and sparse banking network estimation	2018-05-31	Paper

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