Luisa Tibiletti

According to our database, Luisa Tibiletti authored at least 5 papers between 2006 and 2015.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2015

Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets.

Simone Farinelli, Luisa Tibiletti

Proceedings of the Operations Research Proceedings 2015, 2015

2010

Internal vs. external risk measures: How capital requirements differ in practice.

Martin Eling, Luisa Tibiletti

Oper. Res. Lett., 2010

2009

Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio.

Simone Farinelli, Manuel Ferreira, Damiano Rossello, Markus Thoeny, Luisa Tibiletti

Eur. J. Oper. Res., 2009

2008

Sharpe thinking in asset ranking with one-sided measures.

Simone Farinelli, Luisa Tibiletti

Eur. J. Oper. Res., 2008

2006

Computational Asset Allocation Using One-Sided and Two-Sided Variability Measures.

Simone Farinelli, Damiano Rossello, Luisa Tibiletti

Proceedings of the Computational Science, 2006