statistiche ricercatore

Continente	#
NA - Nord America	862
EU - Europa	673
AS - Asia	398
SA - Sud America	76
AF - Africa	23
Continente sconosciuto - Info sul continente non disponibili	3
OC - Oceania	1
Totale	2.036

Nazione	#
US - Stati Uniti d'America	832
IT - Italia	464
SG - Singapore	194
CN - Cina	137
BR - Brasile	66
IE - Irlanda	57
UA - Ucraina	30
DE - Germania	25
CA - Canada	24
RU - Federazione Russa	24
CI - Costa d'Avorio	17
FR - Francia	13
GB - Regno Unito	13
KR - Corea	12
JP - Giappone	11
VN - Vietnam	11
IN - India	10
GR - Grecia	7
NL - Olanda	7
CH - Svizzera	6
HK - Hong Kong	6
LU - Lussemburgo	6
MX - Messico	6
AR - Argentina	5
PL - Polonia	5
FI - Finlandia	4
SE - Svezia	4
BD - Bangladesh	3
EU - Europa	3
IR - Iran	3
ZA - Sudafrica	3
LT - Lituania	2
NG - Nigeria	2
NP - Nepal	2
PY - Paraguay	2
TR - Turchia	2
AE - Emirati Arabi Uniti	1
AL - Albania	1
AT - Austria	1
BJ - Benin	1
CL - Cile	1
EC - Ecuador	1
ES - Italia	1
HU - Ungheria	1
IQ - Iraq	1
IS - Islanda	1
MY - Malesia	1
NZ - Nuova Zelanda	1
PH - Filippine	1
PK - Pakistan	1
SA - Arabia Saudita	1
SK - Slovacchia (Repubblica Slovacca)	1
UY - Uruguay	1
UZ - Uzbekistan	1
Totale	2.036

Nome	#
One-size or Tailor-made Performance Ratios for Ranking Hedge Funds?	162
a refined measure of conditional maximum drawdown	149
A hybrid approach to the discrepancy in financial performance’s robustness	121
Arbitrage in skew Brownian motion models	111
Pareto efficiency without topology	109
Skewness in Hedge Funds Returns: Classical Skewness Coefficient vs Azzalini’s Skewness Parameter	108
Risk Measures’ Duality on Ordered Linear Spaces	101
Beyond Sharpe ratio: Optimal asset allocation using different performance ratios	99
Acceptability indices of performance for bounded càdlàg processes	99
Ranking of Investment Funds: Acceptability Versus Robustness	94
Monetary risk measures for stochastic processes via Orlicz duality	93
Optimal asset allocation aid system: From “one-size” vs “tailor-made” performance ratio	89
The Engineering of a Dynamic VaR	89
Computational Asset Allocation Using One-Sided and Two-Sided Variability Measures	88
Portfolio Optimization and Trading Strategies: a Simulation Approach	88
MaxVaR with non-Gaussian distributed returns	83
Portfolio Choices using One-sided, Dispersion and Quantile Variability Measures	82
Performance measurement with expectiles	81
Beyond Sharpe Ratio: Optimal Asset Allocation with Asymmetrical Performance Ratios	79
A Cookbook with Probability One: With Financial Applications	76
Distorted expectiles risk measure and LP formulation	70
Totale	2.071

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2020/2021	58	0	0	0	0	16	0	14	0	10	2	9	7
2021/2022	160	16	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	542	61	68	159	67	187	0	0	0	0	0	0	0
Totale													2.071