4 papers in the archive (2024–2026), average empirical rigor 5.8/10, average math complexity 7.2/10. Quadrant mix: Holy Grail ×3, Lab Rats ×1.
Works mostly in Risk Management & Tail Risk, Portfolio Optimization.
Frequent co-authors: Paolo Bartesaghi (2), Rosanna Grassi (2), Claudia Fassino (1), Fernando Diaz-Diaz (1).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
The global balance is a well-known indicator of the behavior of a signed network. Recent literature has introduced the concept of local balance as a measure of the contribution of a single node to the overall balance of the network. In the present research, we investigate the potential of using devi
The global balance index is used in the network literature to quantify how balanced a signed network is. In this paper we show that the global balance index of financial correlation networks can be used as a systemic risk measure. We define the global balance index of a network starting from a diffu
In this research, starting from a widely accepted definition of risk, we support the idea that risk reduction is a more realistic objective than risk minimization, which represents a theoretical utopia. Furthermore, significant risk reduction can be achieved without relying on risk measurement and r
Given a reference risk measure, the risk budgeting is the portfolio where each asset contributes a predetermined amount to the total risk. We propose a novel approach, alternative to the ones proposed in the literature, for the calculation of the risk budgeting portfolio. This different perspective