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Torri, Gabriele
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1

Financial contagion in banking networks with community stru..:

Torri, Gabriele ; Giacometti, Rosella
Communications in Nonlinear Science and Numerical Simulation.  117 (2023)  - p. 106924 , 2023
Link: https://doi.org/10.1016/..
 
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2

Spatial Multivariate GARCH Models and Financial Spillovers:

Giacometti, Rosella ; Torri, Gabriele ; Rujirarangsan, Kamonchai.
Journal of Risk and Financial Management.  16 (2023)  9 - p. 397 , 2023
Link: https://doi.org/10.3390/..
 
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3

Penalized enhanced portfolio replication with asymmetric de..:

Torri, Gabriele ; Giacometti, Rosella ; Paterlini, Sandra
Annals of Operations Research.  332 (2023)  1-3 - p. 481-531 , 2023
Link: https://doi.org/10.1007/..
 
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4

Catastrophic and systemic risk in the non-life insurance se..:

Torri, Gabriele ; Radi, Davide ; Dvořáčková, Hana
Finance Research Letters.  47 (2022)  - p. 102718 , 2022
Link: https://doi.org/10.1016/..
 
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5

Network tail risk estimation in the European banking system:

Torri, Gabriele ; Giacometti, Rosella ; Tichý, Tomáš
Journal of Economic Dynamics and Control.  127 (2021)  - p. 104125 , 2021
Link: https://doi.org/10.1016/..
 
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6

A revised version of the Cathcart & El-Jahel model and its ..:

Radi, Davide ; Hoang, Vu Phuong ; Torri, Gabriele.
Decisions in Economics and Finance.  44 (2021)  2 - p. 669-705 , 2021
Link: https://doi.org/10.1007/..
 
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7

On the origin of systemic risk 

Working paper series, No 2502, December 2020
Montagna, Mattia ; Torri, Gabriele ; Covi, Giovanni , 2020
Link: https://op.europa.eu/pub..
 
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8

Sparse precision matrices for minimum variance portfolios:

Torri, Gabriele ; Giacometti, Rosella ; Paterlini, Sandra
Computational Management Science.  16 (2019)  3 - p. 375-400 , 2019
Link: https://doi.org/10.1007/..
 
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9

Calibration of one-factor and two-factor Hull–White models ..:

Russo, Vincenzo ; Torri, Gabriele
Computational Management Science.  16 (2018)  1-2 - p. 275-295 , 2018
Link: https://doi.org/10.1007/..
 
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10

Robust and sparse banking network estimation:

Torri, Gabriele ; Giacometti, Rosella ; Paterlini, Sandra
European Journal of Operational Research.  270 (2018)  1 - p. 51-65 , 2018
Link: https://doi.org/10.1016/..
 
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11

Spatial Multivariate GARCH Models and Financial Spillovers:

Giacometti, Rosella ; Torri, Gabriele ; Cameletti, Michela
volume:16.  , 2023
Link: https://hdl.handle.net/1..
 
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12

Penalized enhanced portfolio replication with asymmetric de..:

Torri, Gabriele ; Giacometti, Rosella
info:eu-repo/semantics/altIdentifier/wos/WOS:001072293500001.  , 2023
Link: https://hdl.handle.net/1..
 
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13

ESG-coherent risk measures for sustainable investing:

Torri, Gabriele ; Giacometti, Rosella ; Dentcheva, Darinka..
http://arxiv.org/abs/2309.05866.  , 2023
Link: http://arxiv.org/abs/230..
 
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14

A revised version of the Cathcart & El-Jahel model and its ..:

Radi, Davide ; Hoang, Vu Phuong ; Torri, Gabriele.
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC8346788/.  , 2021
Link: http://www.ncbi.nlm.nih...
 
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15

Network Theory in Finance: Applications to Financial Contag..:

Torri, Gabriele
info:eu-repo/semantics/altIdentifier/isbn/978-88-97413-44-8.  , 2021
Link: http://hdl.handle.net/10..
 
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