Loriana PELIZZON

Qualifica
Professoressa Ordinaria
Telefono
041 234 9157
E-mail
pelizzon@unive.it
SSD
Politica economica [ECON-02/A]
Sito web
www.unive.it/persone/pelizzon (scheda personale)
Struttura
Dipartimento di Economia
Sito web struttura: https://www.unive.it/dip.economia
Sede: San Giobbe

Pubblicazioni

Anno Tipologia Pubblicazione
Anno Tipologia Pubblicazione
2024 Articolo su rivista Pelizzon L.; Riedel M.; Simon Z.; Subrahmanyam M.G. Collateral eligibility of corporate debt in the Eurosystem in JOURNAL OF FINANCIAL ECONOMICS, vol. 153 (ISSN 0304-405X)
DOI - Scheda ARCA: 10278/5061222
2024 Articolo su rivista Latino, Carmelo; Pelizzon, Loriana; Riedel, Max How to green the European auto ABS market? A literature survey in EUROPEAN FINANCIAL MANAGEMENT, vol. 2024 (ISSN 1354-7798)
DOI - Scheda ARCA: 10278/5084767
2024 Articolo su rivista Kubitza Christian; Pelizzon L.; Sherman Getmansky Mila Loss Sharing in Central Clearinghouses: Winners and Losers in THE REVIEW OF ASSET PRICING STUDIES, vol. 14, pp. 237-273 (ISSN 2045-9920)
DOI - Scheda ARCA: 10278/5061223
2024 Articolo su rivista Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; Yuferova, Darya Market Liquidity and Competition Among Designated Market Makers in MANAGEMENT SCIENCE, vol. ND (ISSN 0025-1909)
DOI - Scheda ARCA: 10278/5084768
2024 Articolo su rivista MENKVELD, ALBERT J.; DREBER, ANNA; HOLZMEISTER, FELIX; HUBER, JUERGEN; JOHANNESSON, MAGNUS; KIRCHLER, MICHAEL; NEUSÜß, SEBASTIAN; RAZEN, MICHAEL; WEITZEL, UTZ; ABAD‐DÍAZ, DAVID; ABUDY, MENACHEM (MENI); ADRIAN, TOBIAS; AIT‐SAHALIA, YACINE; AKMANSOY, OLIVIER; ALCOCK, JAMIE T.; ALEXEEV, VITALI; ALOOSH, ARASH; AMATO, LIVIA; AMAYA, DIEGO; ANGEL, JAMES J.; AVETIKIAN, ALEJANDRO T.; BACH, AMADEUS; BAIDOO, EDWIN; BAKALLI, GAETAN; BAO, LI; BARBON, ANDREA; BASHCHENKO, OKSANA; BINDRA, PARAMPREET C.; BJØNNES, GEIR H.; BLACK, JEFFREY R.; BLACK, BERNARD S.; BOGOEV, DIMITAR; CORREA, SANTIAGO BOHORQUEZ; BONDARENKO, OLEG; BOS, CHARLES S.; BOSCH‐ROSA, CIRIL; BOURI, ELIE; BROWNLEES, CHRISTIAN; CALAMIA, ANNA; CAO, VIET NGA; CAPELLE‐BLANCARD, GUNTHER; ROMERO, LAURA M. CAPERA; CAPORIN, MASSIMILIANO; CARRION, ALLEN; CASKURLU, TOLGA; CHAKRABARTY, BIDISHA; CHEN, JIAN; CHERNOV, MIKHAIL; CHEUNG, WILLIAM; CHINCARINI, LUDWIG B.; CHORDIA, TARUN; CHOW, SHEUNG‐CHI; CLAPHAM, BENJAMIN; COLLIARD, JEAN‐EDOUARD; COMERTON‐FORDE, CAROLE; CURRAN, EDWARD; DAO, THONG; DARE, WALE; DAVIES, RYAN J.; BLASIS, RICCARDO DE; NARD, GIANLUCA F. DE; DECLERCK, FANY; DEEV, OLEG; DEGRYSE, HANS; DEKU, SOLOMON Y.; DESAGRE, CHRISTOPHE; DIJK, MATHIJS A. VAN; DIM, CHUKWUMA; DIMPFL, THOMAS; DONG, YUN JIANG; DRUMMOND, PHILIP A.; DUDDA, TOM; DUEVSKI, TEODOR; DUMITRESCU, ARIADNA; DYAKOV, TEODOR; DYHRBERG, ANNE HAUBO; DZIELIŃSKI, MICHAŁ; EKSI, ASLI; KALAK, IZIDIN EL; ELLEN, SASKIA TER; EUGSTER, NICOLAS; EVANS, MARTIN D. D.; FARRELL, MICHAEL; FELEZ‐VINAS, ESTER; FERRARA, GERARDO; FERROUHI, EL MEHDI; FLORI, ANDREA; FLUHARTY‐JAIDEE, JONATHAN T.; FOLEY, SEAN D. V.; FONG, KINGSLEY Y. L.; FOUCAULT, THIERRY; FRANUS, TATIANA; FRANZONI, FRANCESCO; FRIJNS, BART; FRÖMMEL, MICHAEL; FU, SERVANNA M.; FÜLLBRUNN, SASCHA C.; GAN, BAOQING; GAO, GE; GEHRIG, THOMAS P.; GEMAYEL, ROLAND; GERRITSEN, DIRK; GIL‐BAZO, JAVIER; GILDER, DUDLEY; GLOSTEN, LAWRENCE R.; GOMEZ, THOMAS; GORBENKO, ARSENY; GRAMMIG, JOACHIM; GRÉGOIRE, VINCENT; GÜÇBILMEZ, UFUK; HAGSTRÖMER, BJÖRN; HAMBUCKERS, JULIEN; HAPNES, ERIK; HARRIS, JEFFREY H.; HARRIS, LAWRENCE; HARTMANN, SIMON; HASSE, JEAN‐BAPTISTE; HAUTSCH, NIKOLAUS; HE, XUE‐ZHONG (TONY); HEATH, DAVIDSON; HEDIGER, SIMON; HENDERSHOTT, TERRENCE; HIBBERT, ANN MARIE; HJALMARSSON, ERIK; HOELSCHER, SETH A.; HOFFMANN, PETER; HOLDEN, CRAIG W.; HORENSTEIN, ALEX R.; HUANG, WENQIAN; HUANG, DA; HURLIN, CHRISTOPHE; ILCZUK, KONRAD; IVASHCHENKO, ALEXEY; IYER, SUBRAMANIAN R.; JAHANSHAHLOO, HOSSEIN; JALKH, NAJI; JONES, CHARLES M.; JURKATIS, SIMON; JYLHÄ, PETRI; KAECK, ANDREAS T.; KAISER, GABRIEL; KARAM, ARZÉ; KARMAZIENE, EGLE; KASSNER, BERNHARD; KAUSTIA, MARKKU; KAZAK, EKATERINA; KEARNEY, FEARGHAL; KERVEL, VINCENT VAN; KHAN, SAAD A.; KHOMYN, MARTA K.; KLEIN, TONY; KLEIN, OLGA; KLOS, ALEXANDER; KOETTER, MICHAEL; KOLOKOLOV, ALEKSEY; KORAJCZYK, ROBERT A.; KOZHAN, ROMAN; KRAHNEN, JAN P.; KUHLE, PAUL; KWAN, AMY; LAJAUNIE, QUENTIN; LAM, F. Y. ERIC C.; LAMBERT, MARIE; LANGLOIS, HUGUES; LAUSEN, JENS; LAUTER, TOBIAS; LEIPPOLD, MARKUS; LEVIN, VLADIMIR; LI, YIJIE; LI, HUI; LIEW, CHEE YOONG; LINDNER, THOMAS; LINTON, OLIVER; LIU, JIACHENG; LIU, ANQI; LLORENTE, GUILLERMO; LOF, MATTHIJS; LOHR, ARIEL; LONGSTAFF, FRANCIS; LOPEZ‐LIRA, ALEJANDRO; MANKAD, SHAWN; MANO, NICOLA; MARCHAL, ALEXIS; MARTINEAU, CHARLES; MAZZOLA, FRANCESCO; MELOSO, DEBRAH; MI, MICHAEL G.; MIHET, ROXANA; MOHAN, VIJAY; MOINAS, SOPHIE; MOORE, DAVID; MU, LIANGYI; MURAVYEV, DMITRIY; MURPHY, DERMOT; NESZVEDA, GABOR; NEUMEIER, CHRISTIAN; NIELSSON, ULF; NIMALENDRAN, MAHENDRARAJAH; NOLTE, SVEN; NORDEN, LARS L.; O'NEILL, PETER; OBAID, KHALED; ØDEGAARD, BERNT A.; ÖSTBERG, PER; PAGNOTTA, EMILIANO; PAINTER, MARCUS; PALAN, STEFAN; PALIT, IMON J.; PARK, ANDREAS; PASCUAL, ROBERTO; PASQUARIELLO, PAOLO; PASTOR, LUBOS; PATEL, VINAY; PATTON, ANDREW J.; PEARSON, NEIL D.; PELIZZON, LORIANA; PELLI, MICHELE; PELSTER, MATTHIAS; PÉRIGNON, CHRISTOPHE; PFIFFER, CAMERON; PHILIP, RICHARD; PLÍHAL, TOMÁŠ; PRAKASH, PUNEET; PRESS, OLIVE Nonstandard Errors in THE JOURNAL OF FINANCE, vol. 79, pp. 2339-2390 (ISSN 0022-1082)
DOI - Scheda ARCA: 10278/5061226
2024 Articolo su rivista Billio, Monica; Costola, Michele; Hristova, Iva; Latino, Carmelo; Pelizzon, Loriana Sustainable Finance: A Journey Toward ESG and Climate Risk in INTERNATIONAL REVIEW OF ENVIRONMENTAL AND RESOURCE ECONOMICS, vol. 18-75 (ISSN 1932-1465)
DOI - Scheda ARCA: 10278/5049340
2024 Articolo su rivista Mücke, Christian; Pelizzon, Loriana; Pezone, Vincenzo; Thakor, Anjan The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments in AMERICAN ECONOMIC JOURNAL. ECONOMIC POLICY, vol. 16, pp. 415-462 (ISSN 1945-7731)
DOI - Scheda ARCA: 10278/5084769
2024 Articolo su rivista Bellia M.; Girardi G.; Panzica R.; Pelizzon L.; Peltonen T. The demand for central clearing: To clear or not to clear, that is the question! in JOURNAL OF FINANCIAL STABILITY, vol. 72 (ISSN 1572-3089)
DOI - Scheda ARCA: 10278/5061224
2023 Articolo su rivista Gianluca Anese; Marco Corazza; Michele Costola; Loriana Pelizzon Impact of public news sentiment on stock market index return and volatility in COMPUTATIONAL MANAGEMENT SCIENCE, vol. 20 (ISSN 1619-697X)
DOI - Scheda ARCA: 10278/5019524
2023 Articolo su rivista Gündüz Yalin; Pelizzon Loriana; Schneider M.; Subrahmanyam M.G. Lighting Up the Dark: Liquidity in the German Corporate Bond Market in THE JOURNAL OF FIXED INCOME, vol. 33, pp. 5-41 (ISSN 1059-8596)
DOI - Scheda ARCA: 10278/5061221
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
2023 Articolo su rivista Billio M.; Caporin M.; Frattarolo L.; Pelizzon L. Networks in risk spillovers: A multivariate GARCH perspective in ECONOMETRICS AND STATISTICS, vol. 28, pp. 1-29 (ISSN 2452-3062)
DOI - Scheda ARCA: 10278/5061225
2023 Articolo su rivista Billio, M; Caporin, M; Panzica, R; Pelizzon, L The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification in INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, vol. 84, pp. 196-223 (ISSN 1059-0560)
DOI - Scheda ARCA: 10278/5082962
2022 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. 59, pp. 100646 (ISSN 1386-4181)
DOI - Scheda ARCA: 10278/3754846
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 rivista Monica Billio, Massimiliano Caporin, Roberto Panzica, Loriana Pelizzon The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification, in INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, vol. 84, pp. 196-223 (ISSN 1059-0560)
DOI - Scheda ARCA: 10278/5021068
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. 11, pp. 213-262 (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
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 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
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 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

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