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Stefano Ciliberti

  1. Co-existence of Trend and Value in Financial Markets: Estimating an\n Extended Chiarella Model
    2018/07/31 by Adam Majewski, Stefano Ciliberti, Majewski, Adam +3 · 5 citations
    Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Economic theories and models #FOS: Economics and business #Financial Markets and Investment Strategies #Statistical Finance (q-fin.ST)
  2. On the Feasibility of Portfolio Optimization under Expected Shortfall
    2006/06/01 by Stefano Ciliberti, Ciliberti, Stefano, Imre Kondor +3 · 1 citation
    Economics, Econometrics and Finance · Physics and Astronomy · #Disordered Systems and Neural Networks (cond-mat.dis-nn) #FOS: Economics and business #FOS: Physical sciences #Physics and Society (physics.soc-ph) #Portfolio Management (q-fin.PM) #cond-mat.dis-nn #physics.soc-ph #q-fin.PM
  3. The Concentration of Personal Names in Late Medieval Florence
    2026/08/03 by Stefano Ciliberti