| Stable distributions in the Black–Litterman approach to asset allocation R Giacometti, M Bertocchi, ST Rachev, FJ Fabozzi Quantitative Finance 7 (4), 423-433, 2007 | 99 | 2007 |
| Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model YS Kim, R Giacometti, ST Rachev, FJ Fabozzi, D Mignacca Annals of operations research 201, 325-343, 2012 | 97 | 2012 |
| A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates R Giacometti, M Bertocchi, ST Rachev, FJ Fabozzi Insurance: Mathematics and Economics 50 (1), 85-93, 2012 | 64 | 2012 |
| Robust and sparse banking network estimation G Torri, R Giacometti, S Paterlini European Journal of Operational Research 270 (1), 51-65, 2018 | 53 | 2018 |
| Aggregation issues in operational risk R Giacometti, S Rachev, A Chernobai, M Bertocchi Journal of Operational Risk 3 (3), 2008 | 46 | 2008 |
| Factor decomposition of the Eurozone sovereign CDS spreads FJ Fabozzi, R Giacometti, N Tsuchida Journal of International Money and Finance 65, 1-23, 2016 | 45 | 2016 |
| Calibrating affine stochastic mortality models using term assurance premiums V Russo, R Giacometti, S Ortobelli, S Rachev, FJ Fabozzi Insurance: mathematics and economics 49 (1), 53-60, 2011 | 45 | 2011 |
| European regional competitiveness indicators D Pinelli, R Giacometti, R Lewney, B Fingleton Discussion Papers 103, 1998 | 36 | 1998 |
| Impact of different distributional assumptions in forecasting Italian mortality rates R Giacometti, S Ortobelli, MI Bertocchi Investment management and financial innovations, 186-193, 2009 | 28 | 2009 |
| Network tail risk estimation in the European banking system G Torri, R Giacometti, T Tichư Journal of Economic Dynamics and Control 127, 104125, 2021 | 26 | 2021 |
| Intensity-based framework for surrender modeling in life insurance V Russo, R Giacometti, FJ Fabozzi Insurance: Mathematics and Economics 72, 189-196, 2017 | 25 | 2017 |
| Heavy-tailed distributional model for operational losses R Giacometti, ST Rachev, A Chernobai, M Bertocchi, G Consigli The Journal of Operational Risk 2 (1), 55-90, 2007 | 24 | 2007 |
| The impact of different distributional hypothesis on returns in asset allocation M Bertocchi, R Giacometti, S Ortobelli, S Rachev Finance Letters 3 (1), 17-27, 2005 | 24 | 2005 |
| Sparse precision matrices for minimum variance portfolios G Torri, R Giacometti, S Paterlini Computational Management Science 16 (3), 375-400, 2019 | 22 | 2019 |
| On pricing of credit spread options R Giacometti, M Teocchi European journal of operational research 163 (1), 52-64, 2005 | 21 | 2005 |
| Bayesian estimation of truncated data with applications to operational risk measurement X Zhou, R Giacometti, FJ Fabozzi, AH Tucker Quantitative Finance 14 (5), 863-888, 2014 | 20 | 2014 |
| Risk factor analysis and portfolio immunization in the corporate bond market M Bertocchi, R Giacometti, SA Zenios European Journal of Operational Research 161 (2), 348-363, 2005 | 20 | 2005 |
| Risk measures for asset allocation models R Giacometti, S Ortobelli Risk Measures in the 21st century, 69-86, 2004 | 18 | 2004 |
| Euro bonds: Markets, infrastructure and trends M Bertocchi, G Consigli, R Giacometti, V Moriggia, S Ortobelli, ... World Scientific, 2013 | 17 | 2013 |
| A stochastic model for mortality rate on Italian Data R Giacometti, S Ortobelli, M Bertocchi Journal of optimization theory and applications 149, 216-228, 2011 | 15 | 2011 |
Svetlozar RachevProfessor of Applied MathematicsVerified email at ttu.edu
