PUCCETTI, GIOVANNI
PUCCETTI, GIOVANNI
Dipartimento di Economia, Management e Metodi Quantitativi
Matematica per il corso di Economia e Management
2023 G. Puccetti
General construction and classes of explicit L1-optimal couplings
2023 G. Puccetti, L. Rüschendorf
Fair allocation of indivisible goods with minimum inequality or minimum envy
2022 D. Cornilly, G. Puccetti, L. Rüschendorf, S. Vanduffel
Measuring linear correlation between random vectors
2022 G. Puccetti
On some synchronization problems with multiple instances
2022 D. Cornilly, G. Puccetti, L. Ruschendorf, S. Vanduffel
Special Issue on copulas in memory of Abe Sklar (1925-2020)
2021 G. Puccetti
On the computation of Wasserstein barycenters
2020 G. Puccetti, L. Ruschendorf, S. Vanduffel
Heavy Tails and Copulas : Topics in Dependence Modelling in Economics and Finance
2019 G. Puccetti
Centers of probability measures without the mean
2019 G. Puccetti, P. Rigo, B. Wang, R. Wang
Conditional expectiles, time consistency and mixture convexity properties
2018 F. Bellini, V. Bignozzi, G. Puccetti
A clustering approach and a rule of thumb for risk aggregation
2018 M. Di Lascio, D. Giammusso, G. Puccetti
A Journey Beyond The Gaussian World : An interview with Harry Joe
2018 C. Genest, G. Puccetti, H. Joe
Copulas, credit portfolios, and the broken heart syndrome
2018 G. Puccetti, M. Scherer
Distribuzioni con marginali assegnate: gli Inizi : un’intervista con Giorgio Dall’Aglio
2017 F. Durante, G. Puccetti, M. Scherer, S. Vanduffel
The Vine Philosopher
2017 F. Durante, G. Puccetti, M. Scherer, S. Vanduffel
An algorithm to approximate the optimal expected inner product of two vectors with given marginals
2017 G. Puccetti
Reduction of value-at-risk bounds via independence and variance information
2017 G. Puccetti, L. Rüschendorf, D. Small, S. Vanduffel
My introduction to copulas : an interview with Roger Nelsen
2017 F. Durante, G. Puccetti, M. Scherer, S. Vanduffel
VaR bounds for joint portfolios with dependence constraints
2016 G. Puccetti, L. Rüschendorf, D. Manko
Stat Trek : an interview with Christian Genest
2016 F. Durante, G. Puccetti, M. Scherer, S. Vanduffel, C. Genest