FIORI ANNA MARIA

Role
Tenured Assistant Professor  
Academic disciplines
Statistics (STAT-01/A)
Scientific-Disciplinary Group:
STATISTICS (13/STAT-01)
Email
[email protected]
Office phone
0264483112
Room:
  • U07, Floor: 4, Room: 4028

Publications

  • Fiori, A., Rosazza Gianin, E. (2025). Compositional risk capital allocations. STATISTICAL METHODS & APPLICATIONS [10.1007/s10260-025-00785-1]. Detail

  • 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]. Detail

  • 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]. Detail

  • 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]. Detail

  • Avellone, A., Fiori, A., Foroni, I. (2021). Portfolio Optimization with Nonlinear Loss Aversion and Transaction Costs. In M. Corazza, M. Gilli, C. Perna, C. Pizzi, M. Sibillo (a cura di), Mathematical and Statistical Methods for Actuarial Sciences and Finance (pp. 51-56). Springer [10.1007/978-3-030-78965-7_9]. Detail

Full list