statistiche ricercatore

Continente	#
EU - Europa	971
NA - Nord America	724
AS - Asia	553
SA - Sud America	89
AF - Africa	36
Continente sconosciuto - Info sul continente non disponibili	1
Totale	2.374

Nazione	#
US - Stati Uniti d'America	704
RU - Federazione Russa	366
IT - Italia	346
CN - Cina	249
SG - Singapore	205
BR - Brasile	72
GB - Regno Unito	58
DE - Germania	55
VN - Vietnam	43
FI - Finlandia	30
SE - Svezia	24
DK - Danimarca	16
CI - Costa d'Avorio	14
FR - Francia	14
IE - Irlanda	13
CA - Canada	12
ES - Italia	12
IN - India	12
AR - Argentina	8
HK - Hong Kong	8
KR - Corea	8
PL - Polonia	8
ID - Indonesia	7
SN - Senegal	7
ZA - Sudafrica	7
AT - Austria	6
NL - Olanda	6
AL - Albania	5
BD - Bangladesh	5
MX - Messico	5
TR - Turchia	4
BG - Bulgaria	3
DZ - Algeria	3
IQ - Iraq	3
LT - Lituania	3
MA - Marocco	3
CL - Cile	2
CO - Colombia	2
CZ - Repubblica Ceca	2
JM - Giamaica	2
JP - Giappone	2
PK - Pakistan	2
PT - Portogallo	2
UY - Uruguay	2
UZ - Uzbekistan	2
A2 - ???statistics.table.value.countryCode.A2???	1
BE - Belgio	1
BO - Bolivia	1
IL - Israele	1
JO - Giordania	1
KE - Kenya	1
LU - Lussemburgo	1
PE - Perù	1
TN - Tunisia	1
TT - Trinidad e Tobago	1
TW - Taiwan	1
VE - Venezuela	1
Totale	2.374

Nome	#
Approximating exact expected utility via portfolio efficient frontiers	352
On the stability of portfolio selection models	194
On the stability of portfolio selection models	190
On the stability of portfolio selection models	181
Equilibrium selection for multi-portfolio optimization	158
A bilevel approach to ESG multi‑portfolio selection	135
An explicit Tikhonov algorithm for nested variational inequalities	122
Equal Risk Contribution Portfolios using MAD	118
Equilibrium selection for multi-portfolio optimization	110
Non-parametric cumulants approach for outlier detection of multivariate financial data	109
Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact	106
A bilevel approach to ESG multi-portfolio selection	106
A risk-gain-sparsity optimization approach	89
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution	85
MAD risk parity portfolios	84
Equal Risk Contribution Portfolios using MAD	72
Stability of Entropic Risk Measures	72
Non‐parametric cumulants approach for outlier detection of multivariate financial data	71
Outlier detection of multivariate data via the maximization of the cumulant generating function	65
Totale	2.419

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2020/2021	97	0	0	0	0	0	0	14	24	14	10	9	26
2021/2022	106	17	6	13	2	10	4	10	9	18	2	2	13
2022/2023	178	22	21	14	22	12	31	7	11	13	0	13	12
2023/2024	218	6	6	11	20	21	36	36	33	1	4	24	20
2024/2025	796	51	9	58	5	37	31	326	113	38	23	45	60
2025/2026	690	59	122	65	192	161	62	29	0	0	0	0	0
Totale													2.419

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