FIORI ANNA MARIA
- U07, Piano: 4, Stanza: 4028
Pubblicazioni
Di Brisco, A., Ascari, R., Fiori, A., Nicolussi, F. (2025). Exploring Dependencies in Compositional Data with Graphical Models. In E. di Bella, V. Gioia, C. Lagazio, S. Zaccarin (a cura di), Statistics for Innovation III SIS 2025, Short Papers, Contributed Sessions 2 (pp. 128-134). Springer [10.1007/978-3-031-95995-0_22]. Dettaglio
Fiori, A., Rosazza Gianin, E. (2025). Compositional risk capital allocations. STATISTICAL METHODS & APPLICATIONS, 34(2), 261-290 [10.1007/s10260-025-00785-1]. Dettaglio
Fiori, A., Coenders, G. (2025). Turning Points in the Core–Periphery Displacement of Systemic Risk in the Eurozone: Constrained Weighted Compositional Clustering. RISKS, 13(2) [10.3390/risks13020021]. Dettaglio
Fiori, A., Rosazza Gianin, E. (2023). Generalized PELVE and applications to risk measures. EUROPEAN ACTUARIAL JOURNAL, 13(1), 307-339 [10.1007/s13385-022-00320-6]. Dettaglio
Fiori, A., Porro, F. (2023). A compositional analysis of systemic risk in European financial institutions. ANNALS OF FINANCE, 19(3), 325-354 [10.1007/s10436-023-00427-0]. Dettaglio