PELIZZON, Loriana
 Distribuzione geografica
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Continente #
NA - Nord America 10.013
EU - Europa 6.685
AS - Asia 3.347
Continente sconosciuto - Info sul continente non disponibili 28
OC - Oceania 19
AF - Africa 12
SA - Sud America 12
Totale 20.116
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Nazione #
US - Stati Uniti d'America 9.779
CN - Cina 2.861
IT - Italia 1.919
PL - Polonia 1.658
UA - Ucraina 526
DE - Germania 495
GB - Regno Unito 459
IE - Irlanda 396
SE - Svezia 390
FI - Finlandia 274
CA - Canada 226
AT - Austria 187
TR - Turchia 141
RU - Federazione Russa 112
HK - Hong Kong 107
FR - Francia 92
SG - Singapore 66
BE - Belgio 43
CH - Svizzera 39
IN - India 39
IR - Iran 37
NL - Olanda 31
EU - Europa 27
AU - Australia 17
JP - Giappone 17
KR - Corea 16
VN - Vietnam 16
DK - Danimarca 14
AE - Emirati Arabi Uniti 11
GR - Grecia 10
ES - Italia 8
CZ - Repubblica Ceca 7
UZ - Uzbekistan 7
ID - Indonesia 6
NO - Norvegia 6
CL - Cile 5
HU - Ungheria 5
LB - Libano 5
TW - Taiwan 5
MX - Messico 4
NG - Nigeria 4
RO - Romania 4
EG - Egitto 3
PH - Filippine 3
TH - Thailandia 3
BG - Bulgaria 2
BR - Brasile 2
CO - Colombia 2
KE - Kenya 2
LV - Lettonia 2
MA - Marocco 2
MO - Macao, regione amministrativa speciale della Cina 2
NZ - Nuova Zelanda 2
PA - Panama 2
PK - Pakistan 2
PT - Portogallo 2
TT - Trinidad e Tobago 2
VE - Venezuela 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AL - Albania 1
AR - Argentina 1
AZ - Azerbaigian 1
GH - Ghana 1
IL - Israele 1
LI - Liechtenstein 1
MD - Moldavia 1
MY - Malesia 1
SK - Slovacchia (Repubblica Slovacca) 1
Totale 20.116
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Città #
Warsaw 1.641
Woodbridge 1.478
Fairfield 1.122
Chandler 911
Jacksonville 894
Houston 625
Ashburn 594
Ann Arbor 590
Seattle 534
Wilmington 394
Dublin 393
Cambridge 369
Mestre 360
Hangzhou 331
Jinan 310
Nanjing 308
Shenyang 239
Venezia 199
New York 192
Guangzhou 183
Dearborn 178
Tianjin 167
Toronto 167
Vienna 167
Hebei 157
Beijing 152
Boston 122
Izmir 122
Changsha 104
Mülheim 104
Princeton 100
Nanchang 99
Andover 97
Hong Kong 93
Rome 93
Boardman 91
Taiyuan 89
Zhengzhou 83
Taizhou 80
Jiaxing 77
Milan 74
Ningbo 74
Haikou 73
San Mateo 72
Venice 71
Des Moines 61
Redwood City 57
Fuzhou 51
Padova 48
Bremen 47
Ottawa 46
San Diego 43
Brussels 35
London 34
Frankfurt Am Main 32
Saint Petersburg 29
Hefei 25
Bologna 24
Helsinki 24
Kunming 24
Verona 24
Pune 23
Altamura 22
Los Angeles 18
San Paolo di Civitate 16
Washington 16
Battaglia Terme 15
Frankfurt am Main 15
Vicenza 15
Dong Ket 14
Central District 13
Moscow 13
Conegliano 12
Dallas 12
Istanbul 12
Norwalk 12
Zanjan 12
Leawood 11
Amsterdam 10
Chengdu 10
Mirano 10
Orange 10
Perugia 10
Philadelphia 10
Treviso 10
Trieste 10
Auburn Hills 9
Phoenix 9
Pianiga 9
Spinea 9
Florence 8
Montréal 8
Xiangfen 8
Edinburgh 7
Lanzhou 7
Melbourne 7
Sacile 7
Shanghai 7
Turin 7
Vittorio Veneto 7
Totale 15.417
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Nome #
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study 473
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 433
CDS Industrial Sector Indices, credit and liquidity risk 427
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 418
Health status and portfolio choice: is their relationship economically relevant? 418
Deciphering the libor and euribor spreads during the subprime crisis 409
Systemic risk and financial interconnectedness: network measures and the impact of the indirect effect. 396
Networks in risk spillovers: a multivariate GARCH perspective 367
Inside the ESG Ratings: (Dis)agreement and performance 352
Measuring sovereign contagion in Europe 332
Health Status and Portfolio Choice: Does Feeling Better Affect your Attitude Towards Risk? 326
Proximity-structured multivariate volatility models for systemic risk 326
Hedge fund tail risk: An investigation in stressed markets 310
Systemic Risk Tomography 299
Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? 296
A time varying performance evaluation of hedge fund strategies through aggregation 287
Value-at-Risk: a multivariate switching regime approach 284
Classification of crowdfunding in the financial system 281
Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods 276
The European Repo Market, ECB Intervention and the COVID-19 Crisis 276
Risk Pooling, Leverage, and the Business Cycle 271
The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification 253
Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure 250
Contagion and Interdependence in Stock Markets: Have they been misdiagnosed? 247
Banking Beyond Banks and Money. A Guide to Banking Services in the Twenty-First Century 237
The Pitfalls of Central Clearing in the Presence of Systematic Risk 236
Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market 234
Central Bank-Driven Mispricing 229
Financial Crises and the Evaporation of Diversification Benefits of Hedge Funds 226
Are Household Portfolios Efficient? an Analysis Conditional on Housing. 222
The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question 222
Deciphering the Libor and Euribor Spreads during the Subprime crisis 219
Pillar 1 vs Pillar 2 under risk management 218
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 204
How Has Sovereign Bond Market Liquidity Changed? - An Illiquidity Spillover Analysis 202
Contagion Detection with Switching Regime Models: a Short and Long Run Analysis 200
La style Analysis nel mercato Azionario Italiano 200
Dynamic derivative use and accounting information 198
Are Household Portfolios Efficient? An Analysis Conditional on Housing 198
The Impact of Monetary Policy Interventions on the Insurance Industry 197
Italian Equity Funds: Efficiency and Performance Persistence 196
Efficienza, interconnessione e rischio sistemico 195
Mutual excitation in Eurozone sovereign CDS 194
A Switching Volatility Approach to Estimate Value-at-Risk 193
Paying for Market Liquidity: Competition and Incentives 193
Portfolio Similarity and Asset Liquidation in the Insurance Industry 192
La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati 191
Phase-Locking and Switching Volatility in Hedge Funds 191
P2P Lenders versus Banks: Cream Skimming or Bottom Fishing? 191
Credit Derivatives: Capital Requirements and Opaque OTC Markets 188
Scarcity and Spotlight Effects on Liquidity: Quantitative Easing in Japan 187
Credit Derivatives: Capital requirements and the Opaque OTC Markets 186
Coming Early to the Party 185
Stock Price Crashes: Role of Slow-Moving Capital 185
Low-Latency Trading and Price Discovery without Trading: Evidence from the Tokyo Stock Exchange in the Pre-Opening Period and the Opening Batch Auction 180
Italian Equity Funds: Efficiency and Performance Persistence 178
Operational Risk based on Complementary Loss Evaluations 177
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 175
Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data 174
Credit Derivatives: Capital requirements and Strategic Contracting 171
Pricing Options with Switching Volatility 170
Italian Equity Funds: Efficiency and Performance Persistence 170
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 168
Diversification and Ownership Concentration 167
Bank Credit to Medium-Sized Enterprises in Italy: The Trends Before and During the Crisis 166
Efficient Portfolios when Housing Needs Change over the Life-Cycle 165
Pillar 1 vs Pillar 2 under risk management 164
Are Italian Household Portfolios Efficient? A Mean-Variance Analysis Conditional on Housing 162
Derivati: le scelte di convenienza 162
Calculating VaR for Hedge Funds 157
Liquidity Coinsurance and Bank Capital 157
Efficient Portfolios when Housing Needs Change over the Life-Cycle 156
Italian Equity Funds: Efficiency and Performance Persistence 155
Volatility and shocks spillover before and after EMU in Europe stock markets 153
Coronavirus and Financial Stability 3.0: Try equity – risk sharing for companies, large and small 153
Requisiti patrimoniali: modello standard e modello interno a confronto 151
Asymetric Information and Opacity in Credit Derivatives Markets 150
Lighting up the Dark: Liquidity in the German Corporate Bond Market 147
Contagion and interdependence measures: some words of caution 144
The Italian Term Structure and the Currency Devaluation of September 1992: a FACTOR-ARCH Analysis 144
Do Bank Risk Management and Regulatory Policy Reduce Risk in Banking 141
Dynamic Risk Exposure in Hedge Funds 140
Corona and Financial Stability 4.0: Implementing a European Pandemic Equity Fund 140
Market volatility, optimal portfolios and naive asset allocations 137
Signaling and Rinegotiation in the Credit Derivatives Market 135
LE OPZIONI 134
On a New Approach for Analyzing and Managing Macrofinancial Risks 130
Retail Mortgage Backed Securities, Commercial Asset Backed Securities and Corporate Bonds: a Credit Spread Comparison 125
Dyamic Risk Exposure in Hedge Funds 124
Crises and Fund of Hedge Funds Tail Risk 117
Diversification and Ownership Structure 114
Stock Market Returns and CorporateGovernance in Capital MarketEquilibrium 114
Diversification and Ownership Structure 112
The Covid-19 Shock and equity shortfall: Firm-level evidence from Italy 111
Impact of public news sentiment on stock market index return and volatility 71
The COVID-19 shock and equity shortfall: Firm-level evidence from italy 69
Creditworthiness and Buildings’ Energy Efficiency in the Mortgage Market 64
Risk pooling, intermediation efficiency, and the business cycle 63
A meta-measure of performance related to both investors and investments characteristics 37
Sustainable Finance: A Journey Toward ESG and Climate Risk 36
Totale 20.446
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Categoria #
all - tutte 50.338
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 50.338
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/20191.112 0 0 0 0 0 0 0 0 0 175 352 585
2019/20204.821 589 355 406 958 297 412 330 543 291 286 221 133
2020/20213.907 381 155 298 178 528 386 291 212 268 402 463 345
2021/20223.147 304 318 299 476 236 39 110 224 71 250 453 367
2022/20232.636 207 218 43 272 342 709 82 180 278 23 221 61
2023/2024993 91 79 50 46 143 272 52 94 122 44 0 0
Totale 20.578