PELIZZON, Loriana
PELIZZON, Loriana
Dipartimento di Economia
A meta-measure of performance related to both investors and investments characteristics
2021 Billio, M.; Maillet, B.; Pelizzon, L.
A Switching Volatility Approach to Estimate Value-at-Risk
1998 Billio, Monica; Pelizzon, Loriana
A time varying performance evaluation of hedge fund strategies through aggregation
2014 Billio, Monica; Frattarolo, Lorenzo; Pelizzon, Loriana
Are Household Portfolios Efficient? An Analysis Conditional on Housing
2006 Pelizzon, Loriana; G., Weber
Are Household Portfolios Efficient? an Analysis Conditional on Housing.
2008 Pelizzon, Loriana; G., Weber
Are Italian Household Portfolios Efficient? A Mean-Variance Analysis Conditional on Housing
2003 Pelizzon, Loriana; Weber, G.
Asymetric Information and Opacity in Credit Derivatives Markets
2008 Nicolo', A; Pelizzon, Loriana
Bank Credit to Medium-Sized Enterprises in Italy: The Trends Before and During the Crisis
2011 Lorenzon, I.; Lucchetta, Marcella; Pelizzon, Loriana
Banking Beyond Banks and Money. A Guide to Banking Services in the Twenty-First Century
2016 Aste, T.; Pelizzon, Loriana; Perony, N.; Tasca, P.
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case
2020 Billio, Monica; Costola, Michele; Pelizzon, Loriana; Riedel, Max
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case
2021 Billio, M.; Costola, M.; Pelizzon, L.; Riedel, M.
Calculating VaR for Hedge Funds
2008 Billio, Monica; Getmansky, M; Pelizzon, Loriana
CDS Industrial Sector Indices, credit and liquidity risk
2013 Billio, Monica; M., Caporin; Pelizzon, Loriana; Sartore, Domenico
Central Bank-Driven Mispricing
2018 Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; Uno, Jun
Central Bank–Driven Mispricing
2025 Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide
Classification of crowdfunding in the financial system
2016 Pelizzon, Loriana; Max, Riedel; Paolo, Tasca
Collateral eligibility of corporate debt in the Eurosystem
2024 Pelizzon, L.; Riedel, M.; Simon, Z.; Subrahmanyam, M. G.
Coming Early to the Party
2017 Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; Uno, Jun; Yuferova, Darya
Contagion and Interdependence in Stock Markets: Have they been misdiagnosed?
2003 Billio, Monica; Pelizzon, Loriana
Contagion and interdependence measures: some words of caution
2003 Billio, Monica; LO DUCA, M; Pelizzon, L.