UBERTI PIERPAOLO

Role

Associate professor

Academic disciplines

Mathematical Methods for Economy, Finance and Actuarial Sciences (STAT-04/A)

Scientific-Disciplinary Group:

MATHEMATICAL METHODS FOR ECONOMY, FINANCE AND ACTUARIAL SCIENCES (13/STAT-04)

Works in

Office phone

Room:

Publications

Bartesaghi, P., Diaz-Diaz, F., Grassi, R., Uberti, P. (2025). Global balance and systemic risk in financial correlation networks. PHYSICA. A, 674(15 September 2025) [10.1016/j.physa.2025.130698]. Detail
Torrente, M., Uberti, P. (2025). The reasons why maximum diversification is better than minimum risk, including in terms of risk. JOURNAL OF ASSET MANAGEMENT, 26(6), 642-675 [10.1057/s41260-025-00420-4]. Detail
D’Aversa, M., Mainini, A., Moretto, E., Stefani, S., Uberti, P. (2025). Minimizing the impact of geographical basis risk on weather derivatives. ANNALS OF OPERATIONS RESEARCH, 347(1 (April 2025)), 535-551 [10.1007/s10479-023-05483-3]. Detail
Gelmini, M., Uberti, P. (2024). The equally weighted portfolio still remains a challenging benchmark. INTERNATIONAL ECONOMICS, 179(October 2024) [10.1016/j.inteco.2024.100525]. Detail
Pastorino, C., Uberti, P. (2024). An empirical comparison of correlation-based systemic risk measures. QUALITY & QUANTITY, 58(3), 2289-2314 [10.1007/s11135-023-01746-0]. Detail

Membro del Comitato Editoriale - FRONTIERS IN APPLIED MATHEMATICS AND STATISTICS, 2023
Membro del Comitato Editoriale - JOURNAL OF MATHEMATICS AND STATISTICS, 2023