Luisa Tibiletti

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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!

PublicationDate of PublicationType
Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets
Operations Research Proceedings
2017-12-01Paper
Moment identity for discrete random variable and its applications
Statistics
2012-11-30Paper
Internal vs. External risk measures: how capital requirements differ in practice
Operations Research Letters
2010-12-20Paper
Sharpe thinking in asset ranking with one-sided measures
European Journal of Operational Research
2007-12-10Paper
scientific article; zbMATH DE number 1642361 (Why is no real title available?)2001-11-18Paper
Risk aversion in the small and Jensen inequalities
Rivista di Matematica per le Scienze Economiche e Sociali
1997-02-04Paper
scientific article; zbMATH DE number 1189147 (Why is no real title available?)1997-01-01Paper
On a new notion of multidimensional quantile
Metron
1995-12-11Paper


Research outcomes over time


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