Francis J. DiTraglia

Publications

224

Citations

H-Index

2007

Active since

Affiliations

University of Pennsylvania(Current)

William & Mary

California University of Pennsylvania

Francis J. DiTraglia is an author at University of Pennsylvania specializing in uncertainty quantification, systems engineering, and quantitative management.

ORCID

Top concepts

FinanceBusinessStatisticsEngineeringSystems EngineeringQuantitative ManagementUncertainty QuantificationEconomicsManagementEconometrics

Publications per year

2007–2020

Publications

Using invalid instruments on purpose: Focused moment selection and averaging for GMM

Francis J. DiTraglia · Journal of Econometrics · 2016 · 54 citations · Full text

Focused Moment Selection, Engineering, Uncertainty Quantification +6

Yes, Wall Street, There Is A January Effect! Evidence from Laboratory Auctions

Lisa R. Anderson, Jeffrey R. Gerlach, Francis J. DiTraglia · Journal of Behavioral Finance · 2007 · 36 citations

Measuring altruism in a public goods experiment: a comparison of U.S. and Czech subjects

Lisa R. Anderson, Francis J. DiTraglia, Jeffrey R. Gerlach · Experimental Economics · 2011 · 27 citations

Portfolio selection: An extreme value approach

Francis J. DiTraglia, Jeffrey R. Gerlach · Journal of Banking & Finance · 2012 · 26 citations

Portfolio Optimization, Asset Pricing, Portfolio Selection +8

Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM

Francis J. DiTraglia · SSRN Electronic Journal · 2014 · 23 citations · Full text

Focused Moment Selection, Engineering, Uncertainty Quantification +6

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