Loriano Mancini

905 total citations
23 papers, 559 citations indexed

About

Loriano Mancini is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Loriano Mancini has authored 23 papers receiving a total of 559 indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Finance, 7 papers in Economics and Econometrics and 5 papers in General Economics, Econometrics and Finance. Recurrent topics in Loriano Mancini's work include Financial Risk and Volatility Modeling (13 papers), Stochastic processes and financial applications (13 papers) and Financial Markets and Investment Strategies (7 papers). Loriano Mancini is often cited by papers focused on Financial Risk and Volatility Modeling (13 papers), Stochastic processes and financial applications (13 papers) and Financial Markets and Investment Strategies (7 papers). Loriano Mancini collaborates with scholars based in Switzerland, United States and Australia. Loriano Mancini's co-authors include Yacine Aı̈t-Sahalia, Giovanni Barone‐Adesi, Robert F. Engle, Damir Filipović, Elise Gourier, Jianqing Fan, Fabio Trojani, Elvezio Ronchetti, Hersh Shefrin and Laurent Frésard and has published in prestigious journals such as Journal of the American Statistical Association, Journal of Financial Economics and Review of Financial Studies.

In The Last Decade

Loriano Mancini

22 papers receiving 521 citations

Peers

Loriano Mancini

FINAN

EE

GEEF

MSOR

SP

Bruno Feunou Canada

Michel van der Wel Netherlands

Andrew J. Patton United States

Kostas Giannopoulos United Kingdom

K. Ben Nowman United Kingdom

Dante Amengual Spain

Florian Ielpo France

Jefirey R. Russell United States

Fulvio Pegoraro France

Peter Vlaar Netherlands

Bruno Feunou Canada

Loriano Mancini

592 ×1.1

FINAN

400 ×1.5

EE

137 ×1.4

GEEF

33 ×1.1

MSOR

16 ×0.5

SP

Citations per year, relative to Loriano Mancini Loriano Mancini (= 1×) peers Bruno Feunou

Countries citing papers authored by Loriano Mancini

Since Specialization

Citations

This map shows the geographic impact of Loriano Mancini's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Loriano Mancini with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Loriano Mancini more than expected).

Fields of papers citing papers by Loriano Mancini

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Loriano Mancini. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Loriano Mancini. The network helps show where Loriano Mancini may publish in the future.

Co-authorship network of co-authors of Loriano Mancini

This figure shows the co-authorship network connecting the top 25 collaborators of Loriano Mancini. A scholar is included among the top collaborators of Loriano Mancini based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Loriano Mancini. Loriano Mancini is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Mancini, Loriano, et al.. (2024). An L-Moment Approach for Portfolio Choice under Non-Expected Utility. Journal of Financial Econometrics. 23(2).

2.

Frésard, Laurent, et al.. (2023). How Do Firms Choose Between Growth and Efficiency?. SSRN Electronic Journal. 2 indexed citations

3.

Mancini, Loriano, et al.. (2021). (In)efficient repo markets. SSRN Electronic Journal. 1 indexed citations

4.

Hugonnier, Julien, et al.. (2021). Risk Premia and Lévy Jumps: Theory and Evidence. Journal of Financial Econometrics. 21(3). 810–851. 2 indexed citations

5.

Hugonnier, Julien, et al.. (2019). Time Changes, Lévy Jumps and Asset Returns. SSRN Electronic Journal. 1 indexed citations

6.

Filipović, Damir, Elise Gourier, & Loriano Mancini. (2015). Quadratic variance swap models. Journal of Financial Economics. 119(1). 44–68. 46 indexed citations

7.

Frittelli, Marco, et al.. (2015). Scientific research measures. Journal of the Association for Information Science and Technology. 67(12). 3051–3063. 2 indexed citations

8.

Mancini, Loriano, Angelo Ranaldo, & Jan Wrampelmeyer. (2013). Internet Appendix for 'The Euro Interbank Repo Market'. SSRN Electronic Journal. 2 indexed citations

9.

Barone‐Adesi, Giovanni, Loriano Mancini, & Hersh Shefrin. (2013). 'A Tale of Two Investors: Estimating Optimism and Overconfidence': Online Appendix. SSRN Electronic Journal. 5 indexed citations

10.

Filipović, Damir, Elise Gourier, & Loriano Mancini. (2013). Quadratic Variance Swap Models. SSRN Electronic Journal. 10 indexed citations

11.

Mancini, Loriano, Angelo Ranaldo, & Jan Wrampelmeyer. (2012). Internet Appendix for 'Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums'. SSRN Electronic Journal. 2 indexed citations

12.

Aı̈t-Sahalia, Yacine, et al.. (2012). The Term Structure of Variance Swaps, Risk Premia and the Expectation Hypothesis. 28 indexed citations

13.

Aı̈t-Sahalia, Yacine, et al.. (2012). The Term Structure of Variance Swaps, Risk Premia and the Expectation Hypothesis. SSRN Electronic Journal. 62 indexed citations

14.

Mancini, Loriano & Fabio Trojani. (2010). Robust Value at Risk Prediction: Appendix. SSRN Electronic Journal. 5 indexed citations

15.

Mancini, Loriano & Fabio Trojani. (2010). Robust Value at Risk Prediction. SSRN Electronic Journal. 7 indexed citations

16.

Fan, Jianqing & Loriano Mancini. (2009). Option Pricing With Model-Guided Nonparametric Methods. Journal of the American Statistical Association. 104(488). 1351–1372. 31 indexed citations

17.

Aı̈t-Sahalia, Yacine & Loriano Mancini. (2008). Out of sample forecasts of quadratic variation. Journal of Econometrics. 147(1). 17–33. 111 indexed citations

18.

Aı̈t-Sahalia, Yacine & Loriano Mancini. (2008). Out of sample forecasts of quadratic variation. Zurich Open Repository and Archive (University of Zurich). 12 indexed citations

19.

Barone‐Adesi, Giovanni, Robert F. Engle, & Loriano Mancini. (2008). A GARCH Option Pricing Model with Filtered Historical Simulation. Review of Financial Studies. 21(3). 1223–1258. 204 indexed citations

20.

Fan, Jianqing & Loriano Mancini. (2006). Option Pricing with Aggregation of Physical Models and Nonparametric Statistical Learning. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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