collaborators

5 papers

q-fin.ST2026

Lower spectrum of financial correlation matrices: a new perspective on market synchronization

Rosanna Grassi, Caterina Pastorino, Pierpaolo Uberti

In this paper we investigate the information content of the lower part of the spectrum of financial correlation matrices, as a source of information on market synchronization. In a…

q-fin.RM2026

Measuring the risk or reducing it, that is the question: is risk measurement necessary for risk reduction?

Pierpaolo Uberti

In this research, starting from a widely accepted definition of risk, we support the idea that risk reduction is a more realistic objective than risk minimization, which represents…

q-fin.PM2026

Some general results on risk budgeting portfolios

Claudia Fassino, Pierpaolo Uberti

Given a reference risk measure, the risk budgeting is the portfolio where each asset contributes a predetermined amount to the total risk. We propose a novel approach, alternative…

q-fin.PM2025

Local and Global Balance in Financial Correlation Networks: an Application to Investment Decisions

Paolo Bartesaghi, Rosanna Grassi, Pierpaolo Uberti

The global balance is a well-known indicator of the behavior of a signed network. Recent literature has introduced the concept of local balance as a measure of the contribution of…

q-fin.RM2025

Global Balance and Systemic Risk in Financial Correlation Networks

Paolo Bartesaghi, Fernando Diaz-Diaz, Rosanna Grassi +1

The global balance index is used in the network literature to quantify how balanced a signed network is. In this paper we show that the global balance index of financial correlatio…