| Default probability estimation via pair copula constructions L Dalla Valle, ME De Giuli, C Tarantola, C Manelli European Journal of Operational Research 249 (1), 298-311, 2016 | 49 | 2016 |
| Technical analysis on the bitcoin market: trading opportunities or investors’ pitfall? M Resta, P Pagnottoni, ME De Giuli Risks 8 (2), 44, 2020 | 36 | 2020 |
| A new approach for firm value and default probability estimation beyond Merton models ME De Giuli, D Fantazzini, MA Maggi Computational Economics 31, 161-180, 2008 | 22 | 2008 |
| A copula-VAR-X approach for industrial production modelling and forecasting C Bianchi, A Carta, D Fantazzini, ME De Giuli, MA Maggi Applied Economics 42 (25), 3267-3277, 2010 | 15 | 2010 |
| Bayesian value-at-risk with product partition models G Bormetti, ME De Giuli, D Delpini, C Tarantola Quantitative Finance 12 (5), 769-780, 2012 | 13 | 2012 |
| Deposit guarantee evaluation and incentives analysis in a mutual guarantee system ME De Giuli, MA Maggi, FM Paris Journal of Banking & Finance 33 (6), 1058-1068, 2009 | 13 | 2009 |
| Evaluating the impacts of the external supply risk in a natural gas supply chain: the case of the Italian market E Allevi, L Boffino, ME De Giuli, G Oggioni Journal of Global Optimization 70, 347-384, 2018 | 10 | 2018 |
| Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems E Allevi, L Boffino, ME De Giuli, G Oggioni Annals of Operations Research 274, 1-37, 2019 | 9 | 2019 |
| Enhanced credit default models for heterogeneous SME segments S Figini, ME De Giuli, P Giudici, D Fantazzini Journal of Financial Transformation, Forthcoming, 2009 | 9 | 2009 |
| Multivariate dependence analysis via tree copula models: An application to one-year forward energy contracts F Bassetti, ME De Giuli, E Nicolino, C Tarantola European Journal of Operational Research 269 (3), 1107-1121, 2018 | 8 | 2018 |
| Bayesian outlier detection in capital asset pricing model ME De Giuli, MA Maggi, C Tarantola Statistical Modelling 10 (4), 375-390, 2010 | 8 | 2010 |
| Small sample properties of copula-GARCH modelling: a Monte Carlo study C Bianchi, ME De Giuli, D Fantazzini, M Maggi Applied financial economics 21 (21), 1587-1597, 2011 | 7 | 2011 |
| Matematica per l’Economia e la Finanza ME De Giuli, G Giorgi, MA Maggi, U Magnani Zanichelli, 2008 | 6 | 2008 |
| Pricing mutual bank deposit guarantees ME De Giuli, MA Maggi, FM Paris Proceedings of the Tenth Annual Conference Multinational Finance Society, 2003 | 6 | 2003 |
| What do we know about ESG and risk? A systematic and bibliometric review ME De Giuli, D Grechi, A Tanda Corporate Social Responsibility and Environmental Management 31 (2), 1096-1108, 2024 | 5 | 2024 |
| Quasi-variational problems with non-self map on Banach spaces: Existence and applications E Allevi, ME De Giuli, M Milasi, D Scopelliti Nonlinear Analysis: Real World Applications 67, 103641, 2022 | 5 | 2022 |
| Systemic risk attribution in the EU G Farina, R Giacometti, ME De Giuli Journal of the Operational Research Society 70 (7), 1115-1128, 2019 | 5 | 2019 |
| Bayesian networks for financial market signals detection A Greppi, ME De Giuli, C Tarantola, DM Montagna Classification,(Big) Data Analysis and Statistical Learning, 219-226, 2018 | 5 | 2018 |
| A general linear theorem of the alternative: how to get its special cases quickly ME De Giuli, G Giorgi, U Magnani Pure Mathematics and Applications 8 (2-4), 215-232, 1997 | 5 | 1997 |
| Matematica per l'Economia ME De Giuli, U Magnani ISDAF, 1994 | 5 | 1994 |
