Rosella Giacometti - Concepedia

Author

Rosella Giacometti

University of Bergamo ORCID

Also Known As

Giacometti, Rosella, R. Giacometti, Rosella Giacometti

Publications

674

Citations

H-Index

Concepts

All Affiliations

University of Bergamo Ecole des Hautes Etudes Commerciales du Nord University of Trento Stony Brook University Pranalytica (United States)

About

Rosella Giacometti is an author at University of Bergamo specializing in statistics, business, and finance.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	11	12	358
2	Engineering	9	9	249
3	Management	7	7	222
4	Accounting	5	5	142
5	Biostatistics	1	1	38

Rosella Giacometti

Publications

539

Citations

H-Index

Page 1

	Year	Citations
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model Young Shin Kim, Rosella Giacometti, Svetlozar T. Rachev, Annals of Operations Research Portfolio OptimizationAsset PricingPortfolio RiskPortfolio SelectionManagement	2012	66
Stable distributions in the Black–Litterman approach to asset allocation Rosella Giacometti, Marida Bertocchi, Svetlozar T. Rachev, Quantitative Finance Alternative Risk MeasuresAsset AllocationPortfolio ManagementPortfolio ChoiceAsset Pricing	2007	63
A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates Rosella Giacometti, Marida Bertocchi, Svetlozar T. Rachev, Insurance Mathematics and Economics Forecasting MethodologyEngineeringGlobal HealthPredictive ModelingAr–arch Model	2011	55
Robust and sparse banking network estimation Gabriele Torri, Rosella Giacometti, Sandra Paterlini European Journal of Operational Research Network ScienceEngineeringRobust StatisticNetwork EstimationFinancial Network	2018	48
Factor decomposition of the Eurozone sovereign CDS spreads Frank J. Fabozzi, Rosella Giacometti, Naoshi Tsuchida Journal of International Money and Finance International FinanceMacroeconomicsEurocurrency MarketBusinessInternational Monetary System	2016	43
Calibrating affine stochastic mortality models using term assurance premiums Vincenzo Russo, Rosella Giacometti, Sergio Ortobelli Lozza, Insurance Mathematics and Economics Term Assurance PremiumsStatistical ModelingBiostatisticsDemographic ForecastingLife Expectancy	2011	38
Aggregation issues in operational risk Rosella Giacometti, Svetlozar T. Rachev, Anna Chernobai, The Journal of Operational Risk Empirical FinanceCopula ApproachEngineeringFinancial Risk ManagementCopula-based Models	2008	36
Network tail risk estimation in the European banking system Gabriele Torri, Rosella Giacometti, Tomáš Tichý Journal of Economic Dynamics and Control EngineeringFinancial Risk ManagementFinancial NetworkRisk ManagementEuropean Banking System	2021	29
Intensity-based framework for surrender modeling in life insurance Vincenzo Russo, Rosella Giacometti, Frank J. Fabozzi Insurance Mathematics and Economics Surrender ModelingEngineeringRisk ManagementManagementLogistic Regression	2016	21
Impact of different distributional assumptions in forecasting Italian mortality rates Rosella Giacometti Aisberg (University of Bergamo) EngineeringNig ApproximationsMortality RatesMathematical StatisticProbabilistic Forecasting	2009	19

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