PELIZZON Loriana

Position
Full Professor
Telephone
041 234 9157
E-mail
pelizzon@unive.it
Fax
041 234 9176
Scientific sector (SSD)
POLITICA ECONOMICA [SECS-P/02]
Website
www.unive.it/persone/pelizzon (personal record)
Office
Department of Economics
Website: https://www.unive.it/dep.economics
Where: San Giobbe

Publications

Anno Tipologia Pubblicazione
Anno Tipologia Pubblicazione
2023 Articolo su rivista Costola, Michele; Hinz, Oliver; Nofer, Michael; Pelizzon, Loriana Machine learning sentiment analysis, COVID-19 news and stock market reactions in RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, vol. 64, pp. 101881 (ISSN 0275-5319)
DOI - Scheda ARCA: 10278/5014021
2022 Articolo su rivista Dindo P.; Modena A.; Pelizzon L. Risk pooling, intermediation efficiency, and the business cycle in JOURNAL OF ECONOMIC DYNAMICS & CONTROL, vol. 144, pp. 104500 (ISSN 0165-1889)
DOI - Scheda ARCA: 10278/5001992
2022 Articolo su libro Monica BILLIO, Michele COSTOLA, Loriana PELIZZON, Francesco PORTIOLI, Max RIEDEL, Daniele VERGARI Creditworthiness and Buildings’ Energy Efficiency in the Mortgage Market , Climate Investing - New Strategies and Implementation Challenges, ISTE Ltd and John Wiley & Sons, Inc (ISBN 978-1-78630-806-1)
- Scheda ARCA: 10278/5010645
2021 Articolo su rivista Billio M.; Maillet B.; Pelizzon L. A meta-measure of performance related to both investors and investments characteristics in ANNALS OF OPERATIONS RESEARCH, vol. ND (ISSN 0254-5330)
DOI - Scheda ARCA: 10278/3754909
2021 Articolo su rivista Billio M.; Costola M.; Pelizzon L.; Riedel M. Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case in JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, vol. online, pp. 1-32 (ISSN 0895-5638)
DOI - Scheda ARCA: 10278/3742609
2021 Articolo su rivista Monica Billio, Michele Costola, Iva Hristova, Carmelo Latino, Loriana Pelizzon Inside the ESG Ratings: (Dis)agreement and performance in CORPORATE SOCIAL-RESPONSIBILITY AND ENVIRONMENTAL MANAGEMENT, vol. online (ISSN 1535-3966)
DOI - URL correlato - Scheda ARCA: 10278/3728891
2021 Articolo su rivista de Roure, Calebe; Pelizzon, Loriana; Thakor, Anjan P2P Lenders versus Banks: Cream Skimming or Bottom Fishing? in THE REVIEW OF CORPORATE FINANCE STUDIES, vol. ND (ISSN 2046-9128)
DOI - Scheda ARCA: 10278/3754907
2021 Articolo su rivista Girardi G.; Hanley K.W.; Nikolova S.; Pelizzon L.; Sherman M.G. Portfolio similarity and asset liquidation in the insurance industry in JOURNAL OF FINANCIAL ECONOMICS, vol. 142, pp. 69-96 (ISSN 0304-405X)
DOI - Scheda ARCA: 10278/3754908
2021 Articolo su rivista Jagannathan, Ravi; Pelizzon, Loriana; Schaumburg, Ernst; Sherman, Mila Getmansky; Yuferova, Darya Recovery from fast crashes: Role of mutual funds in JOURNAL OF FINANCIAL MARKETS, vol. ND, pp. 100646 (ISSN 1386-4181)
DOI - Scheda ARCA: 10278/3754846
2020 Articolo su rivista Carletti E.; Oliviero T.; Pagano M.; Pelizzon L.; Subrahmanyam M.G. The COVID-19 shock and equity shortfall: Firm-level evidence from italy in THE REVIEW OF CORPORATE FINANCE STUDIES, vol. 9, pp. 534-568 (ISSN 2046-9128)
DOI - Scheda ARCA: 10278/3735304
2020 Articolo su libro Monica Billio, Michele Costola, Loriana Pelizzon, Max Riedel Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case , WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE, CÀ FOSCARI UNIVERSITY OF VENICE
- Scheda ARCA: 10278/3728892
2020 Articolo su libro Arnoud Boot, Elena Carletti, Hans-Helmut Kotz, Jan Pieter Krahnen, Loriana Pelizzon, Marti Subrahmanyam Corona and Financial Stability 4.0: Implementing a European Pandemic Equity Fund in A. Bénassy-Quéré and B. Weder di Mauro, Europe in the Time of Covid-19, Centre for Economic Policy Research (ISBN 978-1-912179-33-6)
- URL correlato - Scheda ARCA: 10278/3728889
2020 Articolo su libro Arnoud Boot, Elena Carletti, Hans-Helmut Kotz, Jan Pieter Krahnen, Loriana Pelizzon, Marti Subrahmanyam Coronavirus and Financial Stability 3.0: Try equity – risk sharing for companies, large and small in A. Bénassy-Quéré and B. Weder di Mauro, Europe in the Time of Covid-19, Centre for Economic Policy Research Press (ISBN 978-1-912179-33-6)
- URL correlato - Scheda ARCA: 10278/3728890
2020 Articolo su libro Elena Carletti, Tommaso Oliviero, Marco Pagano, Loriana Pelizzon, Marti G. Subrahmanyam The Covid-19 Shock and equity shortfall: Firm-level evidence from Italy , CEPR COVID Economics, CEPR Press, vol. 25, pp. 23-54
- URL correlato - Scheda ARCA: 10278/3728888
2020 Articolo su libro Monica Billio, Michela Costola, Francesco Mazzari, Loriana Pelizzon The European Repo Market, ECB Intervention and the COVID-19 Crisis , A new world post COVID-19: lessons from business, the finance industry and policy makers, Edizioni Ca' Foscari, vol. 1, pp. 57-67 (ISBN 978-88-6969-442-4)
DOI - URL correlato - Scheda ARCA: 10278/3728893
2019 Articolo su rivista Bedin A., M. Billio, M. Costola, L. Pelizzon Credit Scoring in SME Asset-Backed Securities: An Italian Case Study in JOURNAL OF RISK AND FINANCIAL MANAGEMENT, vol. 12, pp. 89 (ISSN 1911-8074)
DOI - Scheda ARCA: 10278/3715456
2019 Articolo su libro Pietro Dindo, Andrea Modena, Loriana Pelizzon Risk Pooling, Leverage, and the Business Cycle , WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE, CÀ FOSCARI UNIVERSITY OF VENICE (ISSN 1827-3580)
- URL correlato - Scheda ARCA: 10278/3716026
2019 Working paper Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Darya Yuferova Paying for Market Liquidity: Competition and Incentives
- Scheda ARCA: 10278/3715753
2018 Articolo su rivista Caporin, Massimiliano; Pelizzon, Loriana*; Ravazzolo, Francesco; Rigobon, Roberto Measuring sovereign contagion in Europe in JOURNAL OF FINANCIAL STABILITY, vol. 34, pp. 150-181 (ISSN 1572-3089)
DOI - URL correlato - Scheda ARCA: 10278/3697876
2018 Working paper Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; Uno, Jun Central Bank-Driven Mispricing
DOI - Scheda ARCA: 10278/3708095
2018 Working paper Gündüz, Yalin; Ottonello, Giorgio; Pelizzon, Loriana; Schneider, Michael; Subrahmanyam, Marti G. Lighting up the Dark: Liquidity in the German Corporate Bond Market
DOI - Scheda ARCA: 10278/3708093
2018 Working paper de Roure, Calebe; Pelizzon, Loriana; Thakor, Anjan V. P2P Lenders versus Banks: Cream Skimming or Bottom Fishing?
DOI - Scheda ARCA: 10278/3708097
2018 Working paper Girardi, Giulio; Hanley, Kathleen Weiss; Nikolova, Stanislava; Pelizzon, Loriana; Getmansky Sherman, Mila Portfolio Similarity and Asset Liquidation in the Insurance Industry
DOI - Scheda ARCA: 10278/3708096
2018 Working paper Pelizzon, Loriana; Subrahmanyam, Marti G.; Tobe, Reiko; Uno, Jun Scarcity and Spotlight Effects on Liquidity: Quantitative Easing in Japan
DOI - Scheda ARCA: 10278/3708172
2018 Working paper Getmansky Sherman, Mila; Jagannathan, Ravi; Pelizzon, Loriana; Schaumburg, Ernst; Yuferova, Darya Stock Price Crashes: Role of Slow-Moving Capital
DOI - Scheda ARCA: 10278/3708094
2018 Working paper Bellia, Mario; Panzica, Roberto; Pelizzon, Loriana; Peltonen, Tuomas A. The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question
DOI - Scheda ARCA: 10278/3708099
2018 Working paper Pelizzon, Loriana; Sottocornola, Matteo The Impact of Monetary Policy Interventions on the Insurance Industry
DOI - Scheda ARCA: 10278/3708098
2018 Working paper Kubitza, Christian; Pelizzon, Loriana; Getmansky Sherman, Mila The Pitfalls of Central Clearing in the Presence of Systematic Risk
DOI - Scheda ARCA: 10278/3707989
2017 Articolo su rivista Schneider, M.; Lillo, F.; Pelizzon, L. Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market in QUANTITATIVE FINANCE, vol. 18, pp. 1-11 (ISSN 1469-7688)
DOI - URL correlato - Scheda ARCA: 10278/3697878
2017 Articolo su libro Billio, M.; Getmansky, M.; Pelizzon, L. Financial Crises and the Evaporation of Diversification Benefits of Hedge Funds , Hedge Funds: Structure, Strategies, and Performance, New York, Oxford University Press, vol. Chap 24 (ISBN 9780190607371)
DOI - Scheda ARCA: 10278/3676338
2017 Working paper Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; Uno, Jun; Yuferova, Darya Coming Early to the Party
DOI - Scheda ARCA: 10278/3708100
2016 Monografia o trattato scientifico Aste T., Pelizzon L, Perony N., Tasca P. Banking Beyond Banks and Money. A Guide to Banking Services in the Twenty-First Century , SWitzerland, SPRINGER (ISBN 978-3-319-42446-0)
DOI - URL correlato - Scheda ARCA: 10278/3685528
2016 Monografia o trattato scientifico Billio, Monica; Pelizzon, Loriana; Savona, Roberto Systemic Risk Tomography , Elsevier - ISTE, pp. 1-278 (ISBN 9781785480850)
DOI - Scheda ARCA: 10278/3676310
2016 Articolo su rivista Billio, M.; Frattarolo, L.; Pelizzon, L. Hedge fund tail risk: An investigation in stressed markets in THE JOURNAL OF ALTERNATIVE INVESTMENTS, vol. 18, pp. 109-124 (ISSN 1520-3255)
DOI - Scheda ARCA: 10278/3676334
2016 Articolo su rivista Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; Uno, Jun Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? in JOURNAL OF FINANCIAL ECONOMICS, vol. 122, pp. 86-115 (ISSN 0304-405X)
DOI - URL correlato - Scheda ARCA: 10278/3685526
2016 Articolo su libro Loriana Pelizzon, Max Riedel, Paolo Tasca Classification of crowdfunding in the financial system in Pelizzon L, M. Riedel, P, Tasca, Banking Beyond Banks and Money. A Guide to Banking Services in the Twenty-First Century, Switzerland, Springer-Verlag Italia s.r.l., pp. 5-16 (ISBN 978-3-319-42446-0) (ISSN 2039-411X)
DOI - Scheda ARCA: 10278/3685527
2016 Articolo su libro Billio, Monica; Costola, Michele; Panzica, Roberto; Pelizzon, Loriana Systemic risk and financial interconnectedness: network measures and the impact of the indirect effect. in Billio M. ,Pelizzon L., Savona R., SYSTEMIC RISK TOMOGRAPHY SIGNALS, MEASUREMENTS AND TRANSMISSION CHANNELS, ISTE - Elsevier (ISBN 9781785480850)
DOI - Scheda ARCA: 10278/3678257
2016 Working paper Schneider, Michael; Lillo, Fabrizio; Pelizzon, Loriana How Has Sovereign Bond Market Liquidity Changed? - An Illiquidity Spillover Analysis
DOI - Scheda ARCA: 10278/3708102
2016 Working paper Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; Uno, Jun; Yuferova, Darya Low-Latency Trading and Price Discovery without Trading: Evidence from the Tokyo Stock Exchange in the Pre-Opening Period and the Opening Batch Auction
- Scheda ARCA: 10278/3678591
2016 Working paper Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; Uno, Jun Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods
DOI - Scheda ARCA: 10278/3708103
2016 Working paper Monica, Billio; Loriana, Pelizzon; Lorenzo, Frattarolo; Massimiliano, Caporin Networks in risk spillovers: a multivariate GARCH perspective (ISSN 1827-3580)
DOI - Scheda ARCA: 10278/3685279
2016 Working paper Billio, Monica; Caporin, Massimiliano; Panzica, Roberto; Pelizzon, Loriana The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification
DOI - Scheda ARCA: 10278/3708101
2014 Articolo su rivista M. Billio; L. Frattarolo; L. Pelizzon A time varying performance evaluation of hedge fund strategies through aggregation in RB BANKERS, MARKETS, INVESTORS, vol. 129, pp. 38-56 (ISSN 2101-9304)
- Scheda ARCA: 10278/42425
2014 Articolo su rivista Bressan S.; Pace N.; Pelizzon L. Health status and portfolio choice: is their relationship economically relevant? in INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, vol. 32, pp. 109-122 (ISSN 1057-5219)
DOI - Scheda ARCA: 10278/39441
2014 Articolo su rivista Castiglionesi F.; Feriozzi F.; Loranth G.; Pelizzon L. Liquidity Coinsurance and Bank Capital in JOURNAL OF MONEY, CREDIT, AND BANKING, vol. 46, pp. 409-443 (ISSN 0022-2879)
DOI - Scheda ARCA: 10278/41084
2014 Articolo su rivista Ait-Sahlia Y.; Laeven R.; Pelizzon L. Mutual excitation in Eurozone sovereign CDS in JOURNAL OF ECONOMETRICS, vol. 183, pp. 151-167 (ISSN 0304-4076)
DOI - Scheda ARCA: 10278/41079
2013 Articolo su rivista L. Pelizzon; D. Sartore Deciphering the libor and euribor spreads during the subprime crisis in THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, vol. 26, pp. 565-585 (ISSN 1062-9408)
DOI - Scheda ARCA: 10278/37507
2013 Articolo su rivista Merton R.C.; M. Billio; M. Getmansky; D. Gray; A.W. Lo; L. Pelizzon On a New Approach for Analyzing and Managing Macrofinancial Risks in THE FINANCIAL ANALYSTS JOURNAL, vol. 69, pp. 22-33 (ISSN 0015-198X)
DOI - Scheda ARCA: 10278/37656
2013 Articolo su libro M. Billio; M. Caporin; L. Pelizzon; D. Sartore CDS Industrial Sector Indices, credit and liquidity risk , Credit Portfolio Securitisations and Derivatives, John Wiley & Sons, pp. 307-323 (ISBN 9781119963967)
DOI - Scheda ARCA: 10278/32458
2013 Articolo su libro M. Billio; K.Y. Mamo; L. Pelizzon Crises and Fund of Hedge Funds Tail Risk , RECONSIDERING FUNDS OF HEDGE FUNDS: THE FINANCIAL CRISIS AND BEST PRACTICES IN UCITS, TAIL RISK, PERFORMANCE, AND DUE DILIGENCE, Amsterdam Netherlands: Elsevier -link esterno , Fax: 011 31 20 4853598, pp. 425-449 (ISBN 9780124016996)
DOI - Scheda ARCA: 10278/36218
2013 Articolo su libro Monica Billio; Gregory Mathieu Jannin; Bertrand Bruno Maillet; Loriana Pelizzon Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure , 2013-22, Venezia, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 13-22, pp. 1-34 (ISSN 1827-3580)
- Scheda ARCA: 10278/44063
2013 Articolo in Atti di convegno L. Frattarolo; M. Billio; M.Caporin; L. Pelizzon Proximity-structured multivariate volatility models for systemic risk , Advances in Latent Variables, Milano, Vita e Pensiero, Convegno: SIS 2013 (ISBN 9788834325568)
- Scheda ARCA: 10278/42537
2012 Articolo su rivista Billio M.; Getmansky M.; Pelizzon L. Dynamic Risk Exposure in Hedge Funds in COMPUTATIONAL STATISTICS & DATA ANALYSIS, vol. 56, pp. 2937-2953 (ISSN 0167-9473)
DOI - Scheda ARCA: 10278/33682
2012 Articolo su rivista BILLIO M.; GETMANSKI M.; LO A.; PELIZZON L. Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors in JOURNAL OF FINANCIAL ECONOMICS, vol. 104, pp. 535-559 (ISSN 0304-405X)
DOI - Scheda ARCA: 10278/23501
2012 Articolo su rivista Billio M.; Pelizzon L. Efficienza, interconnessione e rischio sistemico in STATISTICA & SOCIETÀ, vol. 1/3, pp. 42-44 (ISSN 1722-8506)
- Scheda ARCA: 10278/37487
2012 Articolo su rivista BRESSAN S.; PACE N.; PELIZZON L. Health Status and Portfolio Choice: Does Feeling Better Affect your Attitude Towards Risk? in GENEVA ASSOCIATION INFORMATION NEWSLETTER. HEALTH AND AGEING, vol. 26 Geneva Association Newsletter, pp. 9-13 (ISSN 1605-8283)
- Scheda ARCA: 10278/33432
2012 Articolo su libro PELIZZON L.; CAPORIN M. Market volatility, optimal portfolios and naive asset allocations in C. Wehn, C. Hoppe, G. Gregoriou, Rithinking Valuation and Pricing Models, Elsevier, pp. 1-40 (ISBN 9780124158757)
DOI - Scheda ARCA: 10278/34218
2011 Articolo su rivista Lorenzon I.; Lucchetta M.; Pelizzon L. Bank Credit to Medium-Sized Enterprises in Italy: The Trends Before and During the Crisis in BANCARIA, vol. 2 2011, pp. 17-39 (ISSN 0005-4623)
- Scheda ARCA: 10278/28375
2011 Articolo su libro PARIGI B.; PELIZZON L.; VONTHADDEN E. Stock Market Returns and CorporateGovernance in Capital MarketEquilibrium , WP Dip. of Economics, Department of Economics, Universita' Ca Foscari Venezia, pp. 1-40 (ISSN 1827-3580)
- Scheda ARCA: 10278/29968
2011 Working paper BILLIO M.; GETMANSKY M.; LO A.; PELIZZON L. Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors , vol. 21
- Scheda ARCA: 10278/31123
2009 Articolo su rivista PELIZZON L.; WEBER G Efficient Portfolios when Housing Needs Change over the Life-Cycle in JOURNAL OF BANKING & FINANCE, vol. 33, pp. 2110-2121 (ISSN 0378-4266)
- Scheda ARCA: 10278/30119
2009 Articolo su rivista BILLIO M.; M. GETMANSKY; L. PELIZZON Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data in THE JOURNAL OF ALTERNATIVE INVESTMENTS, vol. 12/1, pp. 21-38 (ISSN 1520-3255)
- Scheda ARCA: 10278/21741
2009 Working paper L. Pelizzon; R. Vendramin; D. Sartore Deciphering the Libor and Euribor Spreads during the Subprime crisis
- Scheda ARCA: 10278/26346
2008 Articolo su rivista PELIZZON L.; G. WEBER Are Household Portfolios Efficient? an Analysis Conditional on Housing. in JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, vol. 43, pp. 401-431 (ISSN 0022-1090)
DOI - Scheda ARCA: 10278/30120
2008 Articolo su rivista NICOLO' A; PELIZZON L. Credit Derivatives: Capital Requirements and Opaque OTC Markets in JOURNAL OF FINANCIAL INTERMEDIATION, vol. 17, pp. 444-463 (ISSN 1042-9573)
- Scheda ARCA: 10278/29131
2008 Articolo su rivista PARIGI B; PELIZZON L. Diversification and Ownership Structure in JOURNAL OF BANKING & FINANCE, vol. 32, pp. 1743-1753 (ISSN 0378-4266)
- Scheda ARCA: 10278/23177
2008 Articolo su rivista CASARIN R; PIVA A; PELIZZON L. Italian Equity Funds: Efficiency and Performance Persistence in THE ICFAI JOURNAL OF FINANCIAL ECONOMICS, vol. 6, pp. 7-28 (ISSN 0972-9151)
- Scheda ARCA: 10278/25531
2008 Articolo su libro NICOLO' A; PELIZZON L. Asymetric Information and Opacity in Credit Derivatives Markets in GREGORIOU G.; ALI P., The Credit Derivatives Handbook: Global Perspectives, Innovations and Market Drivers, NEW YORK, McGraw-Hill, pp. 57-75 (ISBN 9780071549523)
- Scheda ARCA: 10278/19729
2008 Articolo su libro BILLIO M.; GETMANSKY M; PELIZZON L Calculating VaR for Hedge Funds in GREG N. GREGORIOU, The VAR Implementation Handbook. Financial Risk and Measurement, and Modeling, McGraw Hill, pp. 3-24 (ISBN 9780071615136)
- Scheda ARCA: 10278/24311
2008 Articolo su libro CASARIN R; PIVA A; PELIZZON L. Italian Equity Funds: Efficiency and Performance Persistence , WORKING PAPER, DEPARTMENT OF ECONOMICS, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 12/WP/2008, pp. 1-23 (ISSN 1827-3580)
- Scheda ARCA: 10278/31308
2008 Articolo su libro GIACOMELLI A; PELIZZON L. Operational Risk based on Complementary Loss Evaluations in GREGORIOU G., Operational Risk: Best Practices and Issues in Modelling, HOBOKEN, John Wiley and Sons, pp. 69-84 (ISBN 9780470390146)
- Scheda ARCA: 10278/25583
2007 Working paper PARIGI B; PELIZZON L. Diversification and Ownership Concentration , vol. 29/07
- Scheda ARCA: 10278/18678
2007 Altro BILLIO M.; GETMANSKY M; PELIZZON L Dyamic Risk Exposure in Hedge Funds , vol. 17/07
- Scheda ARCA: 10278/18654
2007 Altro PELIZZON L.; WEBER G Efficient Portfolios when Housing Needs Change over the Life-Cycle
- Scheda ARCA: 10278/18677
2006 Articolo su libro BILLIO M.; GETMANSKY M; PELIZZON L Phase-Locking and Switching Volatility in Hedge Funds , 5406, Venezia, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 5406, pp. 1-45 (ISSN 1827-3580)
- Scheda ARCA: 10278/18655
2006 Articolo su libro PELIZZON L.; S. SCHAEFER Pillar 1 vs Pillar 2 under risk management in M. CAREY AND R. STULZ, Risks of Financial Institutions, Oxford Press (ISBN 9780226092850)
- Scheda ARCA: 10278/9142
2006 Working paper PELIZZON L.; G. WEBER Are Household Portfolios Efficient? An Analysis Conditional on Housing , vol. 55/06
- Scheda ARCA: 10278/18745
2006 Altro PELIZZON L.; NICOLO' A Credit Derivatives: Capital requirements and the Opaque OTC Markets , vol. 58/06, 2006
- Scheda ARCA: 10278/18744
2005 Articolo su rivista CASARIN R; LAZZARIN M; PELIZZON L; SARTORE D. Relative benchmark rating and persistence analysis: Evidence from Italian equity funds in EUROPEAN JOURNAL OF FINANCE, vol. 11, pp. 297-308 (ISSN 1351-847X)
DOI - Scheda ARCA: 10278/31185
2005 Altro BILLIO M.; LO DUCA M; PELIZZON L Contagion Detection with Switching Regime Models: a Short and Long Run Analysis
- Scheda ARCA: 10278/5227
2005 Altro NICOLO' A; PELIZZON L. Credit Derivatives: Capital requirements and Strategic Contracting
- Scheda ARCA: 10278/6089
2005 Altro PARIGI B; PELIZZON L. Diversification and Ownership Structure
- Scheda ARCA: 10278/6045
2005 Altro PELIZZON L.; S. SCHAEFER Pillar 1 vs Pillar 2 under risk management
- Scheda ARCA: 10278/6044
2004 Articolo su rivista PELIZZON L.; SOTTANA E.; RETTORE E. Retail Mortgage Backed Securities, Commercial Asset Backed Securities and Corporate Bonds: a Credit Spread Comparison in RIVISTA INTERNAZIONALE DI SCIENZE ECONOMICHE E COMMERCIALI, vol. 51, pp. 477-496 (ISSN 0035-6751)
- Scheda ARCA: 10278/14642
2003 Articolo su rivista BILLIO M.; PELIZZON L. Contagion and Interdependence in Stock Markets: Have they been misdiagnosed? in JOURNAL OF ECONOMICS AND BUSINESS, vol. 55, 5/6, pp. 405-426 (ISSN 0148-6195)
- Scheda ARCA: 10278/11443
2003 Articolo su rivista BILLIO M.; PELIZZON L. Volatility and shocks spillover before and after EMU in Europe stock markets in JOURNAL OF MULTINATIONAL FINANCIAL MANAGEMENT, vol. 13, 4/5, pp. 323-340 (ISSN 1042-444X)
- Scheda ARCA: 10278/11444
2003 Articolo su libro CASARIN R.; PELIZZON L.; PIVA A. Italian Equity Funds: Efficiency and Performance Persistence in BASSO A.; PIANCA F., Rendiconti per gli Studi Economici Quantitativi
- Scheda ARCA: 10278/9141
2003 Articolo in Atti di convegno CASARIN R.;PELIZZON L.;PIVA A. Italian Equity Funds: Efficiency and Performance Persistence , Atti della giornata di studio Metodi Numerici per la Finanza, Applied Mathematics Department, University of Venice, vol. UNICO, Convegno: giornata di studio Metodi Numerici per la Finanza, 2003-30 Maggio (ISBN 9788888037066)
- Scheda ARCA: 10278/4392
2003 Altro PELIZZON L.; WEBER G. Are Italian Household Portfolios Efficient? A Mean-Variance Analysis Conditional on Housing , vol. 3890, pp. 1-44
- Scheda ARCA: 10278/6040
2003 Altro BILLIO M.; LO DUCA M; PELIZZON L Contagion and interdependence measures: some words of caution
- Scheda ARCA: 10278/5180
2002 Articolo su rivista BISON G.; PELIZZON L.; SARTORE D. La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati in MONETA E CREDITO, vol. 56/217, pp. 55-75 (ISSN 0026-9611)
- Scheda ARCA: 10278/14527
2002 Altro PELIZZON L.; SCHAEFER S. Do Bank Risk Management and Regulatory Policy Reduce Risk in Banking
- Scheda ARCA: 10278/6041
2002 Altro MASSA I.; NICOLO' A.; PELIZZON L. Signaling and Rinegotiation in the Credit Derivatives Market
- Scheda ARCA: 10278/6042
2001 Altro BILLIO M.; SARTORE D; G. BISON; A. GIACOMELLI; L. PELIZZON Dynamic derivative use and accounting information
- Scheda ARCA: 10278/5178
2000 Articolo su rivista GRAVA T.; PELIZZON L.; SARTORE D. La style Analysis nel mercato Azionario Italiano in RIVISTA ITALIANA DEGLI ECONOMISTI, vol. 3, pp. 387-412 (ISSN 1593-8662)
- Scheda ARCA: 10278/14604
2000 Articolo su rivista BILLIO M.; PELIZZON L. Value-at-Risk: a multivariate switching regime approach in JOURNAL OF EMPIRICAL FINANCE, vol. 7, pp. 531-554 (ISSN 0927-5398)
- Scheda ARCA: 10278/11440
1999 Articolo su rivista CITTADINI A.; FANTINO S.; PELIZZON L. Requisiti patrimoniali: modello standard e modello interno a confronto in RIVISTA BANCARIA. MINERVA BANCARIA, vol. 55/01, pp. 44-50 (ISSN 1594-7556)
- Scheda ARCA: 10278/14605
1999 Articolo su libro PELIZZON L. Derivati: le scelte di convenienza in SARTORE D., Gli strumenti derivati: Analizzare, prevedere e coprire i rischi finanziari nelle imprese, MILANO, IPSOA, pp. 57-69
- Scheda ARCA: 10278/9138
1999 Articolo su libro BERARDI A.; PELIZZON L. LE OPZIONI in SARTORE D., Gli strumenti derivati: Analizzare, prevedere e coprire i rischi finanziari nelle imprese, MILANO, IPSOA, pp. 23-33
- Scheda ARCA: 10278/9139
1998 Articolo in Atti di convegno BILLIO M; PELIZZON L. A Switching Volatility Approach to Estimate Value-at-Risk , Proceedings, Chicago Risk Management Conference, Convegno: Chicago Risk Management Conference, MAGGIO
- Scheda ARCA: 10278/8602
1997 Articolo su libro BILLIO M; PELIZZON L. Pricing Options with Switching Volatility in HIPP C., Money, Finance, Banking and Insurance, BADEN-BADEN, Nomos Verlang, pp. 24-42 (ISBN 9783884876497)
- Scheda ARCA: 10278/9140
1994 Articolo su rivista PELIZZON L.; WEBER G. The Italian Term Structure and the Currency Devaluation of September 1992: a FACTOR-ARCH Analysis in STATISTICA, vol. 65, pp. 313-327 (ISSN 0390-590X)
- Scheda ARCA: 10278/14641