| 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 | 148 | 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 |
| On the spectrum of the Dirac operator under boundary conditions S Farinelli, G Schwarz Journal of Geometry and Physics 28 (1-2), 67-84, 1998 | 33 | 1998 |
| Sharpe thinking with asymmetrical preferences S Farinelli, L Tibiletti Available at SSRN 338380, 2003 | 30 | 2003 |
| Upside and downside risk with a benchmark L Tibiletti, S Farinelli Atlantic Economic Journal 31 (4), 387-388, 2003 | 24 | 2003 |
| Geometric arbitrage theory and market dynamics S Farinelli Available at SSRN 1113292, 2015 | 22 | 2015 |
| 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 |
| Two models of stochastic loss given default S Farinelli, M Shkolnikov arXiv preprint arXiv:1205.5369, 2012 | 16 | 2012 |
| Gauge invariance, geometry and arbitrage SE Vázquez, S Farinelli arXiv preprint arXiv:0908.3043, 2009 | 15 | 2009 |
| Geometric arbitrage theory and market dynamics reloaded S Farinelli arXiv preprint arXiv:0910.1671, 2009 | 11 | 2009 |
| 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 |
| Can You Hear the Shape of a Market? Geometric Arbitrage and Spectral Theory S Farinelli, H Takada Axioms 10 (4), 242, 2021 | 9* | 2021 |
| Hydroassets portfolio management for intraday electricity trading from a discrete time stochastic optimization perspective S Farinelli, L Tibiletti Energy Systems 10 (1), 21-57, 2019 | 7 | 2019 |
| The Black–Scholes equation in the presence of arbitrage S Farinelli, H Takada Quantitative Finance 22 (12), 2155-2170, 2022 | 6 | 2022 |
| Sharpe thinking with asymmetrical preferences L Tibiletti, S Farinelli Available at SSRN 338380, 2002 | 4 | 2002 |
| Dirac Cohomology on Manifolds with Boundary and Spectral Lower Bounds S Farinelli arXiv preprint arXiv:1405.7162, 2014 | 3* | 2014 |
| Geometry and spectral theory applied to credit bubbles in arbitrage markets: The geometric arbitrage approach to credit risk S Farinelli, H Takada Symmetry 14 (7), 1330, 2022 | 2 | 2022 |
| Geometric Arbitrage Theory and Calibration of a Generator of Consistent Economic Scenarios S Farinelli Available at SSRN 1115860, 2008 | 2 | 2008 |
Luisa TibilettiProfessor of Financial Mathematics, University of Torino, ItalyBestätigte E-Mail-Adresse bei unito.it
