statistiche ricercatore

Continente	#
NA - Nord America	1.040
EU - Europa	1.022
AS - Asia	533
SA - Sud America	92
AF - Africa	38
Continente sconosciuto - Info sul continente non disponibili	38
OC - Oceania	1
Totale	2.764

Nazione	#
US - Stati Uniti d'America	992
IT - Italia	582
SG - Singapore	237
RU - Federazione Russa	219
CN - Cina	158
BR - Brasile	75
IE - Irlanda	57
CA - Canada	33
FR - Francia	33
VN - Vietnam	32
UA - Ucraina	30
DE - Germania	27
BD - Bangladesh	20
KR - Corea	20
CI - Costa d'Avorio	17
GB - Regno Unito	16
IN - India	13
JP - Giappone	12
MX - Messico	12
NG - Nigeria	12
HK - Hong Kong	10
NL - Olanda	9
GR - Grecia	7
PL - Polonia	7
AR - Argentina	6
CH - Svizzera	6
LU - Lussemburgo	6
AT - Austria	4
FI - Finlandia	4
PY - Paraguay	4
SE - Svezia	4
TR - Turchia	4
UZ - Uzbekistan	4
ZA - Sudafrica	4
EU - Europa	3
IQ - Iraq	3
IR - Iran	3
PH - Filippine	3
PK - Pakistan	3
CL - Cile	2
DZ - Algeria	2
EC - Ecuador	2
ES - Italia	2
LT - Lituania	2
MY - Malesia	2
NP - Nepal	2
UY - Uruguay	2
AE - Emirati Arabi Uniti	1
AL - Albania	1
BE - Belgio	1
BG - Bulgaria	1
BJ - Benin	1
BM - Bermuda	1
CR - Costa Rica	1
EG - Egitto	1
HU - Ungheria	1
ID - Indonesia	1
IS - Islanda	1
JM - Giamaica	1
JO - Giordania	1
KE - Kenya	1
KW - Kuwait	1
MT - Malta	1
NZ - Nuova Zelanda	1
PE - Perù	1
PS - Palestinian Territory	1
SA - Arabia Saudita	1
SK - Slovacchia (Repubblica Slovacca)	1
TH - Thailandia	1
Totale	2.729

Nome	#
One-size or Tailor-made Performance Ratios for Ranking Hedge Funds?	204
a refined measure of conditional maximum drawdown	189
Distorted expectiles risk measure and LP formulation	172
A hybrid approach to the discrepancy in financial performance’s robustness	154
Arbitrage in skew Brownian motion models	143
Pareto efficiency without topology	138
Skewness in Hedge Funds Returns: Classical Skewness Coefficient vs Azzalini’s Skewness Parameter	137
Risk Measures’ Duality on Ordered Linear Spaces	131
Beyond Sharpe ratio: Optimal asset allocation using different performance ratios	130
Acceptability indices of performance for bounded càdlàg processes	127
Optimal asset allocation aid system: From “one-size” vs “tailor-made” performance ratio	121
Ranking of Investment Funds: Acceptability Versus Robustness	121
Computational Asset Allocation Using One-Sided and Two-Sided Variability Measures	118
Portfolio Optimization and Trading Strategies: a Simulation Approach	118
A Cookbook with Probability One: With Financial Applications	116
Monetary risk measures for stochastic processes via Orlicz duality	116
Portfolio Choices using One-sided, Dispersion and Quantile Variability Measures	112
MaxVaR with non-Gaussian distributed returns	109
Performance measurement with expectiles	107
The Engineering of a Dynamic VaR	102
Beyond Sharpe Ratio: Optimal Asset Allocation with Asymmetrical Performance Ratios	99
Totale	2.764

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2021/2022	144	0	18	11	6	16	7	16	5	5	5	15	40
2022/2023	299	19	4	5	42	19	59	3	36	75	1	15	21
2023/2024	214	5	31	14	7	6	5	10	13	0	34	69	20
2024/2025	654	7	90	34	76	131	80	59	6	53	42	55	21
2025/2026	1.171	61	68	159	67	203	248	89	41	40	83	78	34
2026/2027	64	27	37	0	0	0	0	0	0	0	0	0	0
Totale													2.764