Institution: Università degli Studi di Trento
Primary Field: Finance (weighted toward more recent publications)
Homepage: https://webapps.unitn.it/du/en/Persona/PER0204062/Curriculum
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 0.00 | 1.85 | 0.00 | 1.85 | 41% |
| All Time | 0.00 | 0.00 | 3.20 | 0.00 | 3.20 | 77% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2020 | Modelling extremal dependence for operational risk by a bipartite graph | Journal of Banking & Finance | B | 3 |
| 2020 | Sparse portfolio selection via the sorted ℓ1-Norm | Journal of Banking & Finance | B | 4 |
| 2019 | Decomposing and backtesting a flexible specification for CoVaR | Journal of Banking & Finance | B | 3 |
| 2014 | Flexible dependence modeling of operational risk losses and its impact on total capital requirements | Journal of Banking & Finance | B | 3 |
| 2008 | The optimal structure of PD buckets | Journal of Banking & Finance | B | 3 |