Sabrina Mulinacci

477 total citations
22 papers, 276 citations indexed

About

Sabrina Mulinacci is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Sabrina Mulinacci has authored 22 papers receiving a total of 276 indexed citations (citations by other indexed papers that have themselves been cited), including 11 papers in Finance, 8 papers in Economics and Econometrics and 7 papers in Management Science and Operations Research. Recurrent topics in Sabrina Mulinacci's work include Financial Risk and Volatility Modeling (7 papers), Stochastic processes and financial applications (6 papers) and Probability and Risk Models (5 papers). Sabrina Mulinacci is often cited by papers focused on Financial Risk and Volatility Modeling (7 papers), Stochastic processes and financial applications (6 papers) and Probability and Risk Models (5 papers). Sabrina Mulinacci collaborates with scholars based in Italy and Brazil. Sabrina Mulinacci's co-authors include Umberto Cherubini, Silvia Romagnoli, Maurizio Pratelli, Nikolai Kolev and Fabrizio Durante and has published in prestigious journals such as Fuzzy Sets and Systems, Applied Mathematics Letters and Journal of Multivariate Analysis.

In The Last Decade

Sabrina Mulinacci

18 papers receiving 261 citations

Peers

Sabrina Mulinacci

FINAN

MSOR

GEEF

Christian Menn Germany

Dominik D. Lambrigger Switzerland

Martin Larsson United States

Alessandro Juri Switzerland

Craig A. Friedman United States

Emmanuelle Clément France

Antoine Frachot France

Alexander Szimayer Germany

Tina Hviid Rydberg United Kingdom

Chenxu Li China

Christian Menn Germany

Sabrina Mulinacci

220 ×1.1

FINAN

146 ×1.4

64 ×1.0

MSOR

32 ×0.5

35 ×0.9

GEEF

Citations per year, relative to Sabrina Mulinacci Sabrina Mulinacci (= 1×) peers Christian Menn

Countries citing papers authored by Sabrina Mulinacci

Since Specialization

Citations

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

Fields of papers citing papers by Sabrina Mulinacci

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Sabrina Mulinacci

This figure shows the co-authorship network connecting the top 25 collaborators of Sabrina Mulinacci. A scholar is included among the top collaborators of Sabrina Mulinacci 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 Sabrina Mulinacci. Sabrina Mulinacci 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

Mulinacci, Sabrina. (2022). A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks. Methodology And Computing In Applied Probability. 24(4). 2455–2484.

Kolev, Nikolai & Sabrina Mulinacci. (2021). New characterizations of bivariate discrete Schur-constant models. Statistics & Probability Letters. 180. 109233–109233.

Kolev, Nikolai, et al.. (2021). Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications. Insurance Mathematics and Economics. 101. 342–358. 2 indexed citations

Cherubini, Umberto & Sabrina Mulinacci. (2020). Hierarchical Archimedean Dependence in Common Shock Models. Methodology And Computing In Applied Probability. 23(1). 143–163.

Kolev, Nikolai, et al.. (2019). JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS. Astin Bulletin. 49(2). 409–432. 10 indexed citations

Cherubini, Umberto, et al.. (2019). Singularity Bias, Systemic Risk and Credit Indexes. SSRN Electronic Journal. 2 indexed citations

Mulinacci, Sabrina, et al.. (2019). State-Dependent Autoregressive Model for Nonlinear Time Series: Stationarity, Ergodicity and Estimation Methods. SSRN Electronic Journal. 1 indexed citations

Mulinacci, Sabrina, et al.. (2019). Mixing and moments properties of a non-stationary copula-based Markov process. Communication in Statistics- Theory and Methods. 49(18). 4559–4570. 2 indexed citations

Cherubini, Umberto, et al.. (2016). Convolution Copula Econometrics. CERN Document Server (European Organization for Nuclear Research). 12 indexed citations

10.

Cherubini, Umberto, Fabrizio Durante, & Sabrina Mulinacci. (2015). Marshall Olkin Distributions - Advances in Theory and Applications. Springer proceedings in mathematics & statistics. 10 indexed citations

11.

Cherubini, Umberto & Sabrina Mulinacci. (2013). Contagion-based distortion risk measures. Applied Mathematics Letters. 27. 85–89. 7 indexed citations

12.

Cherubini, Umberto, Sabrina Mulinacci, & Silvia Romagnoli. (2011). A copula-based model of speculative price dynamics in discrete time. Journal of Multivariate Analysis. 102(6). 1047–1063. 20 indexed citations

13.

Mulinacci, Sabrina. (2011). The efficient hedging problem for American options. Finance and Stochastics. 15(2). 365–397. 6 indexed citations

14.

Cherubini, Umberto, et al.. (2011). Dynamic Copula Methods in Finance. Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna). 124 indexed citations

15.

Cherubini, Umberto, Sabrina Mulinacci, & Silvia Romagnoli. (2010). On the distribution of the (un)bounded sum of random variables. Insurance Mathematics and Economics. 48(1). 56–63. 13 indexed citations

16.

Cherubini, Umberto, et al.. (2009). Fourier Transform Methods in Finance. Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna). 16 indexed citations

17.

Cherubini, Umberto, Sabrina Mulinacci, & Silvia Romagnoli. (2008). Copula Based Martingale Processes and Financial Prices Dynamics. SSRN Electronic Journal. 1 indexed citations

18.

Mulinacci, Sabrina, et al.. (1999). Hedging American Options in Merton's Model: A Locally Risk Minimizing Approach. Asia-Pacific Financial Markets. 6(2). 153–170. 1 indexed citations

19.

Mulinacci, Sabrina & Maurizio Pratelli. (1998). Functional convergence of Snell envelopes: Applications to American options approximations. Finance and Stochastics. 2(3). 311–327. 22 indexed citations

20.

Mulinacci, Sabrina. (1996). An approximation of American option prices in a jump-diffusion model. Stochastic Processes and their Applications. 62(1). 1–17. 23 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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