Rosella Giacometti

680 total citations
52 papers, 463 citations indexed

About

Rosella Giacometti is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Rosella Giacometti has authored 52 papers receiving a total of 463 indexed citations (citations by other indexed papers that have themselves been cited), including 36 papers in Finance, 22 papers in Economics and Econometrics and 12 papers in Management Science and Operations Research. Recurrent topics in Rosella Giacometti's work include Credit Risk and Financial Regulations (15 papers), Banking stability, regulation, efficiency (11 papers) and Financial Risk and Volatility Modeling (11 papers). Rosella Giacometti is often cited by papers focused on Credit Risk and Financial Regulations (15 papers), Banking stability, regulation, efficiency (11 papers) and Financial Risk and Volatility Modeling (11 papers). Rosella Giacometti collaborates with scholars based in Italy, France and United States. Rosella Giacometti's co-authors include Frank J. Fabozzi, Marida Bertocchi, Svetlozar T. Rachev, Svetlozar T. Rachev, Sandra Paterlini, Sergio Ortobelli Lozza, Tomáš Tichý, Young Shin Kim, Anna Chernobai and Stavros A. Zenios and has published in prestigious journals such as SHILAP Revista de lepidopterología, European Journal of Operational Research and Journal of the Operational Research Society.

In The Last Decade

Rosella Giacometti

50 papers receiving 439 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Rosella Giacometti Italy 11 285 218 130 125 78 52 463
Katja Ignatieva Australia 14 215 0.8× 202 0.9× 79 0.6× 126 1.0× 48 0.6× 48 402
Mei Choi Chiu Hong Kong 15 453 1.6× 278 1.3× 249 1.9× 290 2.3× 54 0.7× 29 629
Lars Stentoft Canada 12 539 1.9× 283 1.3× 83 0.6× 90 0.7× 29 0.4× 66 638
Matti Koivu Germany 10 141 0.5× 129 0.6× 183 1.4× 57 0.5× 29 0.4× 21 325
Griselda Deelstra Belgium 14 667 2.3× 277 1.3× 185 1.4× 346 2.8× 53 0.7× 74 798
Haixiang Yao China 15 458 1.6× 293 1.3× 363 2.8× 354 2.8× 50 0.6× 57 739
Knut K. Aase Norway 14 543 1.9× 504 2.3× 218 1.7× 285 2.3× 28 0.4× 69 801
Jacques F. Carriére Canada 9 376 1.3× 182 0.8× 118 0.9× 199 1.6× 64 0.8× 24 607
Rudi Zagst Germany 12 396 1.4× 227 1.0× 146 1.1× 88 0.7× 10 0.1× 109 540
Aleš Černý United Kingdom 13 412 1.4× 285 1.3× 135 1.0× 83 0.7× 11 0.1× 44 523

Countries citing papers authored by Rosella Giacometti

Since Specialization
Citations

This map shows the geographic impact of Rosella Giacometti'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 Rosella Giacometti with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Rosella Giacometti more than expected).

Fields of papers citing papers by Rosella Giacometti

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Rosella Giacometti. 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 Rosella Giacometti. The network helps show where Rosella Giacometti may publish in the future.

Co-authorship network of co-authors of Rosella Giacometti

This figure shows the co-authorship network connecting the top 25 collaborators of Rosella Giacometti. A scholar is included among the top collaborators of Rosella Giacometti 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 Rosella Giacometti. Rosella Giacometti is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Giacometti, Rosella, et al.. (2023). Spatial Multivariate GARCH Models and Financial Spillovers. Journal of risk and financial management. 16(9). 397–397. 3 indexed citations
2.
Cesarone, Francesco, et al.. (2023). Non-parametric Cumulants Approach for Outlier Detection of Multivariate Financial Data. SSRN Electronic Journal. 1 indexed citations
3.
Cesarone, Francesco, et al.. (2023). A return-diversification approach to portfolio selection. SSRN Electronic Journal. 1 indexed citations
4.
Terdik, György, et al.. (2023). Generalized precision matrices to capture financial dependence. SSRN Electronic Journal.
5.
Giacometti, Rosella, et al.. (2022). Penalized Expectiles Optimal Portfolios. SSRN Electronic Journal. 1 indexed citations
6.
Giacometti, Rosella, et al.. (2020). Risk attribution and interconnectedness in the EU via CDS data. Computational Management Science. 17(4). 549–567. 2 indexed citations
7.
Giacometti, Rosella, et al.. (2020). Closed-Form Solution for Defaultable Bond Options under a Two-Factor Gaussian Model for Risky Rates Modeling. The Journal of Derivatives. 28(2). 88–103. 2 indexed citations
8.
Giacometti, Rosella, et al.. (2020). Network Tail Risk Estimation in the European Banking System. SSRN Electronic Journal. 4 indexed citations
9.
Giacometti, Rosella & Berç Rüstem. (2019). 14th International Conference on Computational Management Science. Computational Management Science. 16(1-2). 1–2.
10.
Giacometti, Rosella, et al.. (2018). Robust and sparse banking network estimation. European Journal of Operational Research. 270(1). 51–65. 34 indexed citations
11.
Giacometti, Rosella, et al.. (2017). Sparse Precision Matrices for Minimum Variance Portfolios. SSRN Electronic Journal. 2 indexed citations
12.
Fabozzi, Frank J., et al.. (2016). Factor decomposition of the Eurozone sovereign CDS spreads. Journal of International Money and Finance. 65. 1–23. 30 indexed citations
13.
Giacometti, Rosella, Sergio Ortobelli Lozza, & Tomáš Tichý. (2015). Portfolio Selection with Uncertainty Measures Consistent with Additive Shifts. Prague Economic Papers. 24(1). 3–16. 6 indexed citations
14.
Kim, Young Shin, et al.. (2012). Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model. Annals of Operations Research. 201(1). 325–343. 51 indexed citations
15.
Giacometti, Rosella, et al.. (2011). Extracting joint probability of default from CDS data. Aisberg (University of Bergamo). 1 indexed citations
16.
Giacometti, Rosella, et al.. (2011). A Stochastic Model for Mortality Rate on Italian Data. Journal of Optimization Theory and Applications. 149(1). 216–228. 8 indexed citations
17.
Giacometti, Rosella, et al.. (2009). Impact of different distributional assumptions in forecasting Italian mortality rates. SHILAP Revista de lepidopterología. 18 indexed citations
18.
Giacometti, Rosella. (2008). Funds of Hedge Funds: a Comparison among Different Portfolio Optimization Models implementing the Zero-Investment Strategy. SHILAP Revista de lepidopterología. 1 indexed citations
19.
Giacometti, Rosella, Svetlozar T. Rachev, Anna Chernobai, & Marida Bertocchi. (2008). Aggregation issues in operational risk. The Journal of Operational Risk. 3(3). 3–23. 23 indexed citations
20.
Bertocchi, Marida, et al.. (2003). A nonparametric model for analysis of the EURO bond market. Journal of Economic Dynamics and Control. 27(6). 1113–1131. 4 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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