PUCCETTI, GIOVANNI
PUCCETTI, GIOVANNI
Dipartimento di Economia, Management e Metodi Quantitativi
Valuto: an algorithm for the fair valuation of real estate market values
2024 M. Mancini, R. Taucci, G. Puccetti
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
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
Fair allocation of indivisible goods with minimum inequality or minimum envy
2022 D. Cornilly, G. Puccetti, L. Rüschendorf, 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
Centers of probability measures without the mean
2019 G. Puccetti, P. Rigo, B. Wang, R. Wang
Heavy Tails and Copulas : Topics in Dependence Modelling in Economics and Finance
2019 G. Puccetti
A clustering approach and a rule of thumb for risk aggregation
2018 M. Di Lascio, D. Giammusso, G. Puccetti
Conditional expectiles, time consistency and mixture convexity properties
2018 F. Bellini, V. Bignozzi, 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
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
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
My introduction to copulas : an interview with Roger Nelsen
2017 F. Durante, G. Puccetti, M. Scherer, S. Vanduffel
Distributions with given marginals: the beginnings : an interview with Giorgio Dall'Aglio
2016 F. Durante, G. Puccetti, M. Scherer, S. Vanduffel, G. Dall'Aglio