PELIZZON, Loriana
 Distribuzione geografica
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Continente #
NA - Nord America 14.958
AS - Asia 10.501
EU - Europa 9.268
SA - Sud America 648
Continente sconosciuto - Info sul continente non disponibili 535
AF - Africa 479
OC - Oceania 190
Totale 36.579
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Nazione #
US - Stati Uniti d'America 14.487
CN - Cina 3.920
IT - Italia 2.547
SG - Singapore 2.142
PL - Polonia 1.696
VN - Vietnam 1.130
DE - Germania 939
GB - Regno Unito 922
IN - India 658
UA - Ucraina 542
HK - Hong Kong 518
BR - Brasile 513
IE - Irlanda 466
SE - Svezia 436
FI - Finlandia 382
CA - Canada 353
FR - Francia 315
JP - Giappone 297
KR - Corea 268
PK - Pakistan 241
ID - Indonesia 233
AT - Austria 229
TR - Turchia 213
TW - Taiwan 213
RU - Federazione Russa 192
AU - Australia 166
ZA - Sudafrica 127
MY - Malesia 119
NL - Olanda 118
CH - Svizzera 98
BD - Bangladesh 95
MA - Marocco 72
BE - Belgio 66
EG - Egitto 58
PH - Filippine 53
IR - Iran 49
PT - Portogallo 47
TH - Thailandia 46
ES - Italia 44
IQ - Iraq 44
TN - Tunisia 44
MX - Messico 42
DK - Danimarca 40
KE - Kenya 37
GR - Grecia 36
AE - Emirati Arabi Uniti 35
AR - Argentina 35
HU - Ungheria 34
LK - Sri Lanka 33
EU - Europa 27
NP - Nepal 26
SA - Arabia Saudita 26
GH - Ghana 24
NZ - Nuova Zelanda 24
CO - Colombia 23
VE - Venezuela 22
OM - Oman 20
UZ - Uzbekistan 20
EC - Ecuador 19
NG - Nigeria 17
NO - Norvegia 17
RO - Romania 16
TT - Trinidad e Tobago 16
CZ - Repubblica Ceca 15
CL - Cile 14
AZ - Azerbaigian 13
ET - Etiopia 13
JM - Giamaica 13
JO - Giordania 13
LB - Libano 13
RS - Serbia 13
DZ - Algeria 12
HN - Honduras 12
PE - Perù 11
UG - Uganda 11
ZW - Zimbabwe 10
BJ - Benin 9
CR - Costa Rica 8
IL - Israele 8
LT - Lituania 8
MO - Macao, regione amministrativa speciale della Cina 8
AL - Albania 7
BH - Bahrain 7
CY - Cipro 7
NI - Nicaragua 7
SI - Slovenia 7
EE - Estonia 6
HR - Croazia 6
MU - Mauritius 6
PA - Panama 6
ZM - Zambia 6
BO - Bolivia 5
CM - Camerun 5
KG - Kirghizistan 5
LV - Lettonia 5
PS - Palestinian Territory 5
SN - Senegal 5
TZ - Tanzania 5
BG - Bulgaria 4
CI - Costa d'Avorio 4
Totale 35.999
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Città #
Warsaw 1.662
Ashburn 1.637
Woodbridge 1.481
Singapore 1.136
Fairfield 1.124
Chandler 911
Jacksonville 899
Council Bluffs 737
Houston 633
San Jose 601
Ann Arbor 590
Seattle 559
Dublin 447
Hong Kong 410
Wilmington 398
Cambridge 374
Mestre 368
Ho Chi Minh City 355
Dallas 350
Hangzhou 342
Nanjing 320
Jinan 311
Beijing 302
Hanoi 293
New York 246
Shenyang 240
Guangzhou 236
Boardman 217
Los Angeles 202
Venezia 199
Seoul 196
Toronto 193
Vienna 193
Hefei 182
Milan 181
Dearborn 178
Venice 178
Tianjin 176
Tokyo 171
Bengaluru 165
Hebei 157
Rome 144
Boston 133
Frankfurt am Main 129
Izmir 126
The Dalles 114
Changsha 113
Mülheim 104
Princeton 103
Nanchang 102
Andover 97
Taiyuan 92
Lauterbourg 90
Zhengzhou 90
Jakarta 88
London 85
Taizhou 80
Chicago 79
Columbus 78
Jiaxing 77
San Mateo 76
Santa Clara 76
Ningbo 75
Haikou 74
Helsinki 70
Des Moines 64
Munich 64
Buffalo 63
Durban 60
Redwood City 57
Sydney 57
Padua 56
Padova 54
Pune 52
Fuzhou 51
Ottawa 50
Chennai 49
San Diego 49
Berlin 48
Bremen 48
Moscow 48
Taipei 48
São Paulo 46
Karachi 45
New Delhi 45
Da Nang 44
Kuala Lumpur 42
Amsterdam 41
Haiphong 41
Brussels 40
Lahore 39
Melbourne 38
Paris 38
Bologna 35
Johannesburg 35
New Taipei City 35
Phoenix 35
Casablanca 34
Istanbul 34
Washington 34
Totale 23.464
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Nome #
Sustainable Finance: A Journey Toward ESG and Climate Risk 4.361
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study 569
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 560
CDS Industrial Sector Indices, credit and liquidity risk 555
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 547
Inside the ESG Ratings: (Dis)agreement and performance 530
Deciphering the libor and euribor spreads during the subprime crisis 528
Systemic risk and financial interconnectedness: network measures and the impact of the indirect effect. 515
Health status and portfolio choice: is their relationship economically relevant? 514
Networks in risk spillovers: a multivariate GARCH perspective 480
Proximity-structured multivariate volatility models for systemic risk 456
Measuring sovereign contagion in Europe 453
A time varying performance evaluation of hedge fund strategies through aggregation 415
Health Status and Portfolio Choice: Does Feeling Better Affect your Attitude Towards Risk? 410
Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? 409
Systemic Risk Tomography 406
Hedge fund tail risk: An investigation in stressed markets 403
Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods 401
Banking Beyond Banks and Money. A Guide to Banking Services in the Twenty-First Century 379
The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification 374
Classification of crowdfunding in the financial system 373
Risk Pooling, Leverage, and the Business Cycle 372
The Pitfalls of Central Clearing in the Presence of Systematic Risk 360
Value-at-Risk: a multivariate switching regime approach 353
Are Household Portfolios Efficient? an Analysis Conditional on Housing. 349
Central Bank-Driven Mispricing 348
The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question 342
Contagion and Interdependence in Stock Markets: Have they been misdiagnosed? 341
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 331
A Switching Volatility Approach to Estimate Value-at-Risk 327
Low-Latency Trading and Price Discovery without Trading: Evidence from the Tokyo Stock Exchange in the Pre-Opening Period and the Opening Batch Auction 326
Coming Early to the Party 317
Are Household Portfolios Efficient? An Analysis Conditional on Housing 316
Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure 316
Deciphering the Libor and Euribor Spreads during the Subprime crisis 315
The Impact of Monetary Policy Interventions on the Insurance Industry 312
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 312
Contagion Detection with Switching Regime Models: a Short and Long Run Analysis 310
Calculating VaR for Hedge Funds 310
Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market 304
Dynamic derivative use and accounting information 303
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 303
Paying for Market Liquidity: Competition and Incentives 303
Financial Crises and the Evaporation of Diversification Benefits of Hedge Funds 298
null 292
Pillar 1 vs Pillar 2 under risk management 288
Bank Credit to Medium-Sized Enterprises in Italy: The Trends Before and During the Crisis 288
Operational Risk based on Complementary Loss Evaluations 284
How Has Sovereign Bond Market Liquidity Changed? - An Illiquidity Spillover Analysis 283
Are Italian Household Portfolios Efficient? A Mean-Variance Analysis Conditional on Housing 281
Portfolio Similarity and Asset Liquidation in the Insurance Industry 281
P2P Lenders versus Banks: Cream Skimming or Bottom Fishing? 277
Efficienza, interconnessione e rischio sistemico 276
How to green the European auto ABS market? A literature survey 273
La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati 272
Mutual excitation in Eurozone sovereign CDS 270
La style Analysis nel mercato Azionario Italiano 269
Scarcity and Spotlight Effects on Liquidity: Quantitative Easing in Japan 269
Phase-Locking and Switching Volatility in Hedge Funds 266
Italian Equity Funds: Efficiency and Performance Persistence 262
Credit Derivatives: Capital Requirements and Opaque OTC Markets 262
Credit Derivatives: Capital requirements and the Opaque OTC Markets 256
Italian Equity Funds: Efficiency and Performance Persistence 255
Contagion and interdependence measures: some words of caution 254
Stock Price Crashes: Role of Slow-Moving Capital 253
Asymetric Information and Opacity in Credit Derivatives Markets 252
Credit Derivatives: Capital requirements and Strategic Contracting 250
Efficient Portfolios when Housing Needs Change over the Life-Cycle 248
Pricing Options with Switching Volatility 247
Coronavirus and Financial Stability 3.0: Try equity – risk sharing for companies, large and small 244
Requisiti patrimoniali: modello standard e modello interno a confronto 237
Italian Equity Funds: Efficiency and Performance Persistence 237
Derivati: le scelte di convenienza 234
Italian Equity Funds: Efficiency and Performance Persistence 233
Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data 233
Pillar 1 vs Pillar 2 under risk management 231
Diversification and Ownership Concentration 230
Volatility and shocks spillover before and after EMU in Europe stock markets 229
Dynamic Risk Exposure in Hedge Funds 223
Liquidity Coinsurance and Bank Capital 221
The Italian Term Structure and the Currency Devaluation of September 1992: a FACTOR-ARCH Analysis 215
Market volatility, optimal portfolios and naive asset allocations 214
Efficient Portfolios when Housing Needs Change over the Life-Cycle 213
Do Bank Risk Management and Regulatory Policy Reduce Risk in Banking 212
Crises and Fund of Hedge Funds Tail Risk 208
Signaling and Rinegotiation in the Credit Derivatives Market 207
Creditworthiness and Buildings’ Energy Efficiency in the Mortgage Market 204
The COVID-19 shock and equity shortfall: Firm-level evidence from italy 204
Dyamic Risk Exposure in Hedge Funds 199
LE OPZIONI 196
Stock Market Returns and CorporateGovernance in Capital MarketEquilibrium 192
Retail Mortgage Backed Securities, Commercial Asset Backed Securities and Corporate Bonds: a Credit Spread Comparison 190
Diversification and Ownership Structure 188
The Covid-19 Shock and equity shortfall: Firm-level evidence from Italy 188
On a New Approach for Analyzing and Managing Macrofinancial Risks 187
Nonstandard Errors 186
Diversification and Ownership Structure 182
Risk pooling, intermediation efficiency, and the business cycle 180
Collateral eligibility of corporate debt in the Eurosystem 180
Impact of public news sentiment on stock market index return and volatility 178
Totale 34.289
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Categoria #
all - tutte 96.724
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 96.724
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/20222.843 0 318 299 476 236 39 110 224 71 250 453 367
2022/20232.636 207 218 43 272 342 709 82 180 278 23 221 61
2023/20241.340 91 79 50 46 143 272 52 94 122 44 166 181
2024/20255.570 36 141 250 869 555 476 548 523 566 553 653 400
2025/20269.390 835 736 806 858 1.047 717 1.005 506 1.098 770 346 666
2026/2027694 351 343 0 0 0 0 0 0 0 0 0 0
Totale 36.579