Concepedia
Statistics
Publications
10
Citations
453
H-Index
Active since
1995
Affiliations
University of Turin(Current)
University of Catania
Union Bank of Switzerland
Universität Ulm
Luisa Tibiletti is an author at University of Turin specializing in business, financial economics, and finance.
Publications per year
1995–2011
Beyond Sharpe ratio: Optimal asset allocation using different performance ratios
Simone Farinelli, Manuel Ferreira, Damiano Rossello et al. · Journal of Banking & Finance · 2008 · 167 citations
Business, Finance, Financial Management +16
Sharpe thinking in asset ranking with one-sided measures
Simone Farinelli, Luisa Tibiletti · European Journal of Operational Research · 2006 · 113 citations
Business, Economics, Finance +11
Optimal asset allocation aid system: From “one-size” vs “tailor-made” performance ratio
Simone Farinelli, Manuel Ferreira, Damiano Rossello et al. · European Journal of Operational Research · 2007 · 44 citations
Social Sciences, Economics, Financial Economics +6
One-size or tailor-made performance ratios for ranking hedge funds?
Martin Eling, Simone Farinelli, Damiano Rossello et al. · Journal of Derivatives & Hedge Funds · 2011 · 35 citations · Full text
Business, Financial Management, Performance Measurement +12
Beneficial changes in random variables via copulas: An application to insurance
Luisa Tibiletti · The Geneva Risk and Insurance Review · 1995 · 20 citations
Business, Insurance, Risk Management +14
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