| Beyond Sharpe ratio: Optimal asset allocation using different performance ratios S Farinelli, M Ferreira, D Rossello, M Thoeny, L Tibiletti Journal of Banking & Finance 32 (10), 2057-2063, 2008 | 216 | 2008 |
| Sharpe thinking in asset ranking with one-sided measures S Farinelli, L Tibiletti European Journal of Operational Research 185 (3), 1542-1547, 2008 | 147 | 2008 |
| Optimal asset allocation aid system: From “one-size” vs “tailor-made” performance ratio S Farinelli, M Ferreira, D Rossello, M Thoeny, L Tibiletti European Journal of Operational Research 192 (1), 209-215, 2009 | 45 | 2009 |
| One-size or tailor-made performance ratios for ranking hedge funds? M Eling, S Farinelli, D Rossello, L Tibiletti Journal of Derivatives & Hedge Funds 16, 267-277, 2011 | 37 | 2011 |
| Sharpe thinking with asymmetrical preferences S Farinelli, L Tibiletti Available at SSRN 338380, 2003 | 30 | 2003 |
| Beneficial Changes in Random Variables via Copulas: An Application to Insurance. L Tibiletti The Geneva Papers on Risk and Insurance Theory 20 (2), 191-202, 1995 | 30 | 1995 |
| On a new notion of multidimensional quantile L Tibiletti Metron 51, 77-83, 1993 | 30 | 1993 |
| Upside and downside risk with a benchmark L Tibiletti, S Farinelli Atlantic Economic Journal 31 (4), 387-388, 2003 | 24 | 2003 |
| Approximations for the value-at-risk approach to risk-return analysis D Tasche, L Tibiletti Available at SSRN 269733, 2001 | 18 | 2001 |
| Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter M Eling, S Farinelli, D Rossello, L Tibiletti International Journal of Managerial Finance 6 (4), 290-304, 2010 | 17 | 2010 |
| Moment identity for discrete random variable and its applications SK Kattumannil, L Tibiletti Statistics 46 (6), 767-775, 2012 | 16 | 2012 |
| A shortcut to sign incremental value at risk for risk allocation D Tasche, L Tibiletti The Journal of Risk Finance 4 (2), 43-46, 2003 | 16 | 2003 |
| A non‐linear combination of experts' forecasts: A Bayesian approach L Tibiletti Journal of forecasting 13 (1), 21-27, 1994 | 15 | 1994 |
| A Shortcut Way of Pricing Default Risk Through Zero‐Utility Principle L Tibiletti Journal of Risk and Insurance 73 (2), 303-308, 2006 | 13 | 2006 |
| Quasi-concavity property of multivariate distribution functions L Tibiletti Ratio Mathematica 9 (1), 27-36, 1995 | 13 | 1995 |
| Internal vs. external risk measures: How capital requirements differ in practice M Eling, L Tibiletti Operations research letters 38 (5), 482-488, 2010 | 10 | 2010 |
| Computational asset allocation using one-sided and two-sided variability measures S Farinelli, D Rossello, L Tibiletti International Conference on Computational Science, 324-331, 2006 | 10 | 2006 |
| A target-based foundation for the “hard-easy effect” bias R Bordley, M Licalzi, L Tibiletti Country Experiences in Economic Development, Management and Entrepreneurship …, 2017 | 9 | 2017 |
| A Target-Oriented Approach: A'One-Size'Model to Suit Humans and Econs Behaviors R Bordley, L Tibiletti, M Uberti Available at SSRN 2354058, 2013 | 8 | 2013 |
| Higher‐order Moments and Beyond L Tibiletti Multi‐moment Asset Allocation and Pricing Models, 67-78, 2012 | 8 | 2012 |
Simone FarinelliCore Dynamics GmbHVerified email at coredynamics.ch
