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Luisa Tibiletti

Luisa Tibiletti

Università degli Studi di Torino - Torino / Italy
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1797747
University of Turin
person_outline Luisa Tibiletti's MOST POPULAR ARTICLES
1-) Beyond Sharpe ratio: Optimal asset allocation using different performance ratios Journal of Banking & Finance 32 (10), 2057-2063, 2008
2-) Sharpe thinking in asset ranking with one-sided measures European Journal of Operational Research 185 (3), 1542-1547, 2008
3-) Optimal asset allocation aid system: From “one-size” vs “tailor-made” performance ratio European Journal of Operational Research 192 (1), 209-215, 2009
4-) One-size or tailor-made performance ratios for ranking hedge funds? Journal of Derivatives & Hedge Funds 16 (4), 267-277, 2011
5-) Sharpe thinking with asymmetrical preferences Techni-cal Report presented at European Bond Commission, 2003