| Misclassifications in financial risk tolerance C Lucarelli, P Uberti, G Brighetti Journal of Risk Research 18 (4), 467-482, 2015 | 50 | 2015 |
| Risky choices and emotion-based learning C Lucarelli, P Uberti, G Brighetti, M Maggi Journal of Economic Psychology 49, 59-73, 2015 | 31 | 2015 |
| A statistical method to optimize the combination of internal and external data in operational risk measurement S Figini, P Giudici, P Uberti, A Sanyal J. Oper. Risk 2 (4), 69-78, 2007 | 25 | 2007 |
| Proper measures of connectedness M Maggi, ML Torrente, P Uberti Annals of Finance 16 (4), 547-571, 2020 | 23 | 2020 |
| The market rank indicator to detect financial distress S Figini, M Maggi, P Uberti Econometrics and Statistics 14, 63-73, 2020 | 18 | 2020 |
| How to measure single-name credit risk concentrations P Uberti, S Figini European Journal of Operational Research 202 (1), 232-238, 2010 | 17 | 2010 |
| A threshold based approach to merge data in financial risk management S Figini, P Giudici, P Uberti Journal of Applied Statistics 37 (11), 1815-1824, 2010 | 14 | 2010 |
| Concentration measures in risk management S Figini, P Uberti Journal of the Operational Research Society 64 (5), 718-723, 2013 | 11 | 2013 |
| Model assessment for predictive classification models S Figini, P Uberti Communications in Statistics—Theory and Methods 39 (18), 3238-3244, 2010 | 10 | 2010 |
| Connectedness versus diversification: two sides of the same coin ML Torrente, P Uberti Mathematics and Financial Economics 15 (3), 639-655, 2021 | 9 | 2021 |
| A rescaling technique to improve numerical stability of portfolio optimization problems ML Torrente, P Uberti Soft Computing 27 (18), 12831-12842, 2023 | 7 | 2023 |
| Google search volumes for portfolio management: performances and asset concentration M Maggi, P Uberti Annals of Operations Research 299 (1), 163-175, 2021 | 4 | 2021 |
| An empirical comparison of correlation-based systemic risk measures C Pastorino, P Uberti Quality & Quantity 58 (3), 2289-2314, 2024 | 3 | 2024 |
| Risk-adjusted geometric diversified portfolios ML Torrente, P Uberti Quality & Quantity 58 (1), 35-55, 2024 | 3 | 2024 |
| A new approach in model selection for ordinal target variables E Ballante, S Figini, P Uberti Computational Statistics 37 (1), 43-56, 2022 | 3 | 2022 |
| What are investors afraid of? Finding the big bad wolf B Alemanni, P Uberti International Journal of Financial Studies 7 (3), 42, 2019 | 3 | 2019 |
| Minimizing the impact of geographical basis risk on weather derivatives M D’Aversa, A Mainini, E Moretto, S Stefani, P Uberti Annals of Operations Research, 1-17, 2023 | 2 | 2023 |
| A theoretical generalization of the Markowitz model incorporating skewness and kurtosis P Uberti Quantitative Finance, 2023 | 2 | 2023 |
| A singular value decomposition based approach to handle ill-conditioning in optimization problems with applications to portfolio theory C Fassino, ML Torrente, P Uberti Chaos, Solitons & Fractals 165, 112746, 2022 | 2 | 2022 |
| Risk seeking or risk aversion? Phenomenology and perception C Lucarelli, M Maggi, P Uberti Phenomenology and Perception (January 29, 2016), 2016 | 2 | 2016 |
