Paterlini, Sandra
Paterlini, Sandra
Economia e management (29/10/12-)
A 2-stage elastic net algorithm for estimation of sparse networks with heavy-tailed data
2022-01-01 Bernardini, Davide; Paterlini, Sandra; Taufer, Emanuele
A Generalized Description Length Approach for Sparse and Robust Index Tracking
2014-01-01 Giuzio, Margherita; Ferrari, Davide; Paterlini, Sandra
Adaptive minimax regression estimation over sparse lq-hulls
2014-01-01 Wang, Z.; Paterlini, S.; Gao, F.; Yang, Y.
Asset Allocation Strategies Based on Penalized Quantile Regression.
2018-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, Sandra
Cardinality versus q-Norm Constraints for Index Tracking,
2014-01-01 Fastrich, B.; Paterlini, S.; Winker, P.
Climate risk in finance: unveiling transition risk exposure in green vs. brown companies
2024-01-01 Broccardo, Eleonora; Trevisiol, Andrea; Paterlini, Sandra
Clustering financial time series: an application tomutual funds style analysis
2004-01-01 Pattarin, F.; Paterlini, Sandra; Minerva, T.
Constructing Banking Networks under Decreasing Fixed-Costs
2022-01-01 Maringer, Dietmar; Craig, Ben; Paterlini, Sandra
Constructing optimal sparse portfolios using regularization methods
2015-01-01 Fastrich, Bjoern; Paterlini, Sandra; Winker, Peter
Decomposing and backtesting a flexible specification for CoVaR
2019-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, Sandra
Default Contagion and Systemic Risk in Loan Guarantee Network
2019-01-01 Li, Wenwei; Ben, Shenglin; Hommel, Ulrich; Paterlini, Sandra; Yu, Jiefang
Developing New Portfolio Strategies by Aggregation
2020-01-01 Bonaccolto, Giovanni; Paterlini, Sandra
Differential Evolution and Combinatorial Search for Constrained Index Tracking
2009-01-01 Krink, Thiemo; Mittnik, Stefan; Paterlini, Sandra
Differential evolution and particle swarm optimisation in partitional clustering
2006-01-01 Paterlini, S.; Krink, T.
Do lower environmental, social, and governance (ESG) rated companies have higher systemic impact? Empirical evidence from Europe and the United States
2023-01-01 Bax, Karoline; Bonaccolto, Giovanni; Paterlini, Sandra
Dynamic network analysis of North American financial institutions
2021-01-01 Liu, Shaowen; Caporin, Massimiliano; Paterlini, Sandra
Editorial : The 3rd Special Issue on Optimization Heuristics in Estimation
2012-01-01 Maringer, D.; Paterlini, S.; Winker, P.
Environmental social governance information and disclosure from a company perspective: a structured literature review
2022-01-01 Bax, Karoline; Paterlini, Sandra
Environmental, social, and governance factor and financial returns: what is the relationship? Investigating environmental, social, and governance factor models
2024-01-01 Bax, Karoline; Broccardo, Eleonora; Paterlini, Sandra
Environmental, Social, Governance scores and the Missing pillar—Why does missing information matter?
2022-01-01 Sahin, Oezge; Bax, Karoline; Czado, Claudia; Paterlini, Sandra