1.1k citations · 1.1k across the 6 of their papers we have counts for
7 papers
Hedging market risk and uncertainty via a robust portfolio approach
Adele Ravagnani, Mattia Chiappari, Andrea Flori +2
Shorting for hedging exposes to risk when the market dynamics is uncertain. Managing uncertainty and risk exposure is key in portfolio management practice. This paper develops a ro…
Heterogeneous drivers of overnight and same-day visits
Francesco Scotti, Andrea Flori, Piercesare Secchi +2
This paper aims to explore the factors stimulating different tourism behaviours, with specific reference to same-day visits and overnight stays. To this aim, we employ mobile netwo…
Effects of mobility restrictions during COVID19 in Italy
Alex Smolyak, Giovanni Bonaccorsi, Andrea Flori +2
To reduce the spread and the effect of the COVID-19 global pandemic, non-pharmaceutical interventions (NPIs) have been adopted on multiple occasions by governments. In particular l…
Evidence of economic segregation from mobility lockdown during COVID-19 epidemic
Giovanni Bonaccorsi, Francesco Pierri, Matteo Cinelli +8
In response to the COVID-19 pandemic, National governments have applied lockdown restrictions to reduce the infection rate. We perform a massive analysis on near real-time Italian…
Time, Space and Social Interactions: Exit Mechanisms for the Covid-19 Epidemics
Antonio Scala, Andrea Flori, Alessandro Spelta +4
We develop a minimalist compartmental model to study the impact of mobility restrictions in Italy during the Covid-19 outbreak. We show that an early lockdown shifts the epidemic i…
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies
Andrea Flori, Fabrizio Lillo, Fabio Pammolli +1
By exploiting a bipartite network representation of the relationships between mutual funds and portfolio holdings, we propose an indicator that we derive from the analysis of the n…
The Accounting Network: how financial institutions react to systemic crisis
Andrea Flori, Giuseppe Pappalardo, Michelangelo Puliga +2
The role of Network Theory in the study of the financial crisis has been widely spotted in the latest years. It has been shown how the network topology and the dynamics running on…