Ricci, Jacopo Maria
 Distribuzione geografica
Continente #
NA - Nord America 373
EU - Europa 358
AS - Asia 138
AF - Africa 20
SA - Sud America 1
Totale 890
Nazione #
US - Stati Uniti d'America 373
IT - Italia 212
CN - Cina 109
GB - Regno Unito 39
SE - Svezia 21
DE - Germania 20
DK - Danimarca 16
CI - Costa d'Avorio 13
SG - Singapore 13
VN - Vietnam 12
IE - Irlanda 11
ES - Italia 9
FI - Finlandia 8
FR - Francia 7
SN - Senegal 6
AL - Albania 3
AT - Austria 3
NL - Olanda 3
RU - Federazione Russa 3
PT - Portogallo 2
TR - Turchia 2
AR - Argentina 1
BD - Bangladesh 1
IN - India 1
MA - Marocco 1
PL - Polonia 1
Totale 890
Città #
Rome 104
Fairfield 57
Chandler 48
Southend 37
Ashburn 32
Seattle 26
Woodbridge 25
Houston 23
Wilmington 23
Ann Arbor 18
Shanghai 17
Beijing 16
Cambridge 14
Milan 13
Dong Ket 12
Jinan 11
Nanjing 11
Dublin 10
Dearborn 9
Jacksonville 8
Redwood City 7
Singapore 7
Córdoba 6
Dakar 6
Plano 6
Princeton 6
Shenyang 5
Boardman 4
Bremen 4
Florence 4
Hangzhou 4
Helsinki 4
Tivoli 4
Amsterdam 3
Anzio 3
Haikou 3
Lappeenranta 3
Montesilvano Marina 3
Nanchang 3
Orvieto 3
Tianjin 3
Barcelona 2
Cernobbio 2
Changsha 2
Fremont 2
Genova 2
Izmir 2
Kunming 2
Leverano 2
Mogliano Veneto 2
Ningbo 2
Onore 2
Redmond 2
San Diego 2
San Mateo 2
Travagliato 2
Treviso 2
Vienna 2
Washington 2
Zhengzhou 2
Athlone 1
Battaglia Terme 1
Berlin 1
Bonndorf 1
Buenos Aires 1
Catania 1
Chicago 1
Corchiano 1
Formia 1
Fort Worth 1
Frankfurt am Main 1
Frosinone 1
Fuzhou 1
Guangzhou 1
Hebei 1
Kilburn 1
Lanzhou 1
Legnano 1
London 1
Los Angeles 1
Nettuno 1
Padova 1
Palermo 1
Prato 1
Pune 1
Salé 1
Santi Cosma E Damiano 1
Sevilla 1
Taiyuan 1
Taizhou 1
Viadana 1
Warsaw 1
Wenzhou 1
Totale 676
Nome #
Approximating exact expected utility via portfolio efficient frontiers 252
On the stability of portfolio selection models 131
On the stability of portfolio selection models 120
On the stability of portfolio selection models 118
Equal Risk Contribution Portfolios using MAD 57
A bilevel approach to ESG multi‑portfolio selection 52
An explicit Tikhonov algorithm for nested variational inequalities 49
Non-parametric cumulants approach for outlier detection of multivariate financial data 29
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution 23
MAD risk parity portfolios 23
Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact 17
A risk-gain-sparsity optimization approach 16
A bilevel approach to ESG multi-portfolio selection 15
Equal Risk Contribution Portfolios using MAD 9
Non‐parametric cumulants approach for outlier detection of multivariate financial data 9
Stability of Entropic Risk Measures 7
Totale 927
Categoria #
all - tutte 3.050
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 3.050


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020174 29 7 3 24 11 16 25 16 18 16 5 4
2020/2021147 5 4 1 2 31 7 14 24 14 10 9 26
2021/202285 7 6 12 1 9 3 8 8 17 1 2 11
2022/2023160 20 18 12 19 11 27 7 10 11 0 13 12
2023/2024205 6 4 10 20 21 33 34 31 1 4 23 18
2024/202546 46 0 0 0 0 0 0 0 0 0 0 0
Totale 927