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Gabriele Torri
Gabriele Torri
Dirección de correo verificada de unibg.it
Título
Citado por
Citado por
Año
Robust and sparse banking network estimation
G Torri, R Giacometti, S Paterlini
European Journal of Operational Research 270 (1), 51-65, 2018
532018
On the Origin of Systemic Risk
M Montagna, G Torri, G Covi
ECB Working Paper Series 2502, 1-51, 2020
42*2020
Network tail risk estimation in the European banking system
G Torri, R Giacometti, T Tichý
Journal of Economic Dynamics and Control 127, 104125, 2021
252021
Sparse Precision matrices for minimum variance portfolios
G Torri, S Paterlini, R Giacometti
Computational Management Science 16 (3), 375-400, 2019
222019
Calibration of one-factor and two-factor hull–white models using swaptions
V Russo, G Torri
Computational Management Science 16 (1), 275-295, 2019
202019
Economic shocks and contagion in the euro area banking sector: a new micro-structural approach
G Covi, M Montagna, G Torri
Financial stability review 1, 2019
162019
Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models
R Giacometti, G Torri, S Paterlini
Quantitative Finance 21 (2), 243-261, 2021
122021
Financial contagion in banking networks with community structure
G Torri, R Giacometti
Communications in Nonlinear Science and Numerical Simulation 117, 106924, 2023
82023
Catastrophic and systemic risk in the non-life insurance sector: A micro-structural contagion approach
G Torri, D Radi, H Dvořáčková
Finance Research Letters 47, 102718, 2022
62022
Spatial Multivariate GARCH Models and Financial Spillovers
R Giacometti, G Torri, K Rujirarangsan, M Cameletti
Journal of Risk and Financial Management 16 (9), 397, 2023
32023
Network Theory in Finance: Applications to Financial Contagion Analysis and Portfolio Optimization
G Torri, R GIACOMETTI, DIT TICHÝ
Vysoká škola báňská-Technická univerzita Ostrava, 2019
32019
Risk attribution and interconnectedness in the EU via CDS data
R Giacometti, G Torri, G Farina, ME De Giuli
Computational Management Science 17 (4), 549-567, 2020
22020
A revised version of the Cathcart & El-Jahel model and its application to CDS market
D Radi, VP Hoang, G Torri, H Dvořáčková
Decisions in Economics and Finance 44 (2), 669-705, 2021
12021
Systemic Risk and Community Structure in the European Banking System
G Torri
International Conference Mathematical Methods in Economics (MME), 807-812, 2017
12017
Capturing systemic risk by robust and sparse network estimation
G Torri, R Giacometti, S Paterlini
10th International Conference on Computational and Financial Econometrics …, 2016
12016
Intelligenza artificiale: un'agenda di ricerca. White paper del Tavolo Interdipartimentale sull’Intelligenza Artificiale dell’Università degli Studi di Bergamo
F Cerea, S Coniglio, H Lehmann, MF Murru, G Previtali, FL Redi, R Sala, ...
Università degli studi di Bergamo, 2024
2024
Penalized enhanced portfolio replication with asymmetric deviation measures
G Torri, R Giacometti, S Paterlini
Annals of Operations Research 332 (1), 481-531, 2024
2024
Generalized precision matrices to capture financial dependence
G Torri, G Terdik, E Taufer, R Giacometti, S Paterlini
Available at SSRN 4638352, 2023
2023
ESG-coherent risk measures for sustainable investing
G Torri, R Giacometti, D Dentcheva, ST Rachev, WB Lindquist
arXiv preprint arXiv:2309.05866, 2023
2023
Penalized Expectiles Optimal Portfolios
G Torri, R Giacometti
Available at SSRN 4018243, 2022
2022
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Artículos 1–20