Concepedia

Rosella Giacometti

RG

19

Publications

539

Citations

14

H-Index

2003

Active since

Affiliations

University of Bergamo(Current)

Ecole des Hautes Etudes Commerciales du Nord

University of Trento

Stony Brook University

Pranalytica (United States)

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

Top concepts

BusinessStatisticsFinanceEngineeringManagementEconomicsAsset PricingAsset AllocationAccountingFinancial Engineering

Publications per year

2003–2022

19

Publications

19

Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model

Young Shin Kim, Rosella Giacometti, Svetlozar T. Rachev et al. · Annals of Operations Research · 2012 · 66 citations

Portfolio Optimization, Asset Pricing, Portfolio Risk +11

Stable distributions in the Black–Litterman approach to asset allocation

Rosella Giacometti, Marida Bertocchi, Svetlozar T. Rachev et al. · Quantitative Finance · 2007 · 63 citations

Alternative Risk Measures, Asset Allocation, Portfolio Management +17

A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates

Rosella Giacometti, Marida Bertocchi, Svetlozar T. Rachev et al. · Insurance Mathematics and Economics · 2011 · 55 citations

Forecasting Methodology, Engineering, Global Health +8

Robust and sparse banking network estimation

Gabriele Torri, Rosella Giacometti, Sandra Paterlini · European Journal of Operational Research · 2018 · 48 citations · Full text

Network Science, Engineering, Robust Statistic +8

Factor decomposition of the Eurozone sovereign CDS spreads

Frank J. Fabozzi, Rosella Giacometti, Naoshi Tsuchida · Journal of International Money and Finance · 2016 · 43 citations · Full text

International Finance, Macroeconomics, Eurocurrency Market +4

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