Andrea Fontanari

Gini Estimation Under Infinite Variance

N. Taleb, Andrea Fontanari, Pasquale Cirillo, 2017, Physica A: Statistical Mechanics and its Applications.

Lorenz-based quantitative risk management

Andrea Fontanari, 2019 .

From Concentration Profiles to Concentration Maps. New Tools for the Study of Loss Distributions.

C. Oosterlee, Andrea Fontanari, Pasquale Cirillo, 2017 .

Dynamical fitness models: evidence of universality classes for preferential attachment graphs pdf

Alessandra Cipriani, Andrea Fontanari, Andrea Fontanari, 2019, Journal of Applied Probability.

Portfolio Risk and the Quantum Majorization of Correlation Matrices

I. Eliazar, C. Oosterlee, Andrea Fontanari, 2019, IMA Journal of Management Mathematics.

Lorenz-generated bivariate Archimedean copulas

C. Oosterlee, Andrea Fontanari, Pasquale Cirillo, 2020, Dependence Modeling.