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Stefano Ciliberti

Identifiers

  • name variant Stefano Ciliberti 0.60 · backfill

Papers (14)

  1. The Case for Long-Only Agnostic Allocation Portfolios q-fin.PM · 2019 · author #3
  2. Portfolio Construction Matters q-fin.PM · 2018 · author #1
  3. Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model q-fin.ST · 2018 · author #2
  4. The "Size Premium" in Equity Markets: Where is the Risk? q-fin.PM · 2017 · author #1
  5. The Excess Returns of "Quality" Stocks: A Behavioral Anomaly q-fin.PM · 2016 · author #2
  6. Erratum for: Smile dynamics -- a theory of the implied leverage effect q-fin.PR · 2011 · author #1
  7. Smile dynamics -- a theory of the implied leverage effect q-fin.PR · 2008 · author #1
  8. On the origin of the Boson peak in globular proteins cond-mat.soft · 2006 · author #1
  9. Risk Minimization through Portfolio Replication physics.soc-ph · 2006 · author #1
  10. On the Feasibility of Portfolio Optimization under Expected Shortfall physics.soc-ph · 2006 · author #1
  11. The Glass-like Structure of Globular Proteins and the Boson Peak cond-mat.soft · 2005 · author #1
  12. The theoretical capacity of the Parity Source Coder cond-mat.dis-nn · 2005 · author #1
  13. Localization threshold of Instantaneous Normal Modes from level-spacing statistics cond-mat.stat-mech · 2004 · author #1
  14. A Quantitative Clustering Approach to Ultrametricity in Spin Glasses cond-mat.stat-mech · 2003 · author #1

Mentions

  • 1105.5082 #1 · backfill · confidence 0.70 Stefano Ciliberti
  • 0809.3375 #1 · backfill · confidence 0.70 Stefano Ciliberti

Frequent Coauthors