Dynamic risk exposures in hedge funds. - Monica Billio; Mila Getmansky; Loriana Pelizzon (Comput. Stat. Data Anal., 2012)

A meta-measure of performance related to both investors and investments characteristics. - Monica Billio; Bertrand Maillet; Loriana Pelizzon (Ann. Oper. Res., 2022)

Impact of public news sentiment on stock market index return and volatility. - Gianluca Anese; Marco Corazza; Michele Costola; Loriana Pelizzon (Comput. Manag. Sci., 2023)

Correction to: A meta-measure of performance related to both investors and investments characteristics. - Monica Billio; Bertrand Maillet; Loriana Pelizzon (Ann. Oper. Res., 2024)