| Robust and sparse banking network estimation G Torri, R Giacometti, S Paterlini European Journal of Operational Research 270 (1), 51-65, 2018 | 50 | 2018 |
| On the Origin of Systemic Risk M Montagna, G Torri, G Covi ECB Working Paper Series 2502, 1-51, 2020 | 37* | 2020 |
| Network tail risk estimation in the European banking system G Torri, R Giacometti, T Tichý Journal of Economic Dynamics and Control 127, 104125, 2021 | 21 | 2021 |
| Sparse Precision matrices for minimum variance portfolios G Torri, S Paterlini, R Giacometti Computational Management Science 16 (3), 375-400, 2019 | 21 | 2019 |
| Economic shocks and contagion in the euro area banking sector: a new micro-structural approach G Covi, M Montagna, G Torri Financial stability review 1, 2019 | 16 | 2019 |
| Calibration of one-factor and two-factor hull–white models using swaptions V Russo, G Torri Computational Management Science 16 (1), 275-295, 2019 | 15 | 2019 |
| Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models R Giacometti, G Torri, S Paterlini Quantitative Finance 21 (2), 243-261, 2021 | 11 | 2021 |
| Financial contagion in banking networks with community structure G Torri, R Giacometti Communications in Nonlinear Science and Numerical Simulation 117, 106924, 2023 | 7 | 2023 |
| Catastrophic and systemic risk in the non-life insurance sector: A micro-structural contagion approach G Torri, D Radi, H Dvořáčková Finance Research Letters 47, 102718, 2022 | 5 | 2022 |
| Network Theory in Finance: Applications to Financial Contagion Analysis and Portfolio Optimization G Torri, R GIACOMETTI, DIT TICHÝ Vysoká škola báňská-Technická univerzita Ostrava, 2019 | 3 | 2019 |
| Spatial Multivariate GARCH Models and Financial Spillovers R Giacometti, G Torri, K Rujirarangsan, M Cameletti Journal of Risk and Financial Management 16 (9), 397, 2023 | 2 | 2023 |
| Risk attribution and interconnectedness in the EU via CDS data R Giacometti, G Torri, G Farina, ME De Giuli Computational Management Science 17 (4), 549-567, 2020 | 2 | 2020 |
| A revised version of the Cathcart & El-Jahel model and its application to CDS market D Radi, VP Hoang, G Torri, H Dvořáčková Decisions in Economics and Finance 44 (2), 669-705, 2021 | 1 | 2021 |
| Systemic Risk and Community Structure in the European Banking System G Torri International Conference Mathematical Methods in Economics (MME), 807-812, 2017 | 1 | 2017 |
| Capturing systemic risk by robust and sparse network estimation G Torri, R Giacometti, S Paterlini 10th International Conference on Computational and Financial Econometrics …, 2016 | 1 | 2016 |
| Penalized enhanced portfolio replication with asymmetric deviation measures G Torri, R Giacometti, S Paterlini Annals of Operations Research 332 (1), 481-531, 2024 | | 2024 |
| Generalized precision matrices to capture financial dependence G Torri, G Terdik, E Taufer, R Giacometti, S Paterlini Available at SSRN 4638352, 2023 | | 2023 |
| ESG-coherent risk measures for sustainable investing G Torri, R Giacometti, D Dentcheva, ST Rachev, WB Lindquist arXiv preprint arXiv:2309.05866, 2023 | | 2023 |
| Penalized Expectiles Optimal Portfolios G Torri, R Giacometti Available at SSRN 4018243, 2022 | | 2022 |
| Minimum deviation enhanced portfolio replication with expectiles G Torri MANAGING AND MODELLING OF FINANCIAL RISKS, 217-223, 2020 | | 2020 |
