Scholar
Piero Mazzarisi
Google Scholar ID: 4x23A5AAAAAJ
Associate Professor, University of Siena
quantitative finance
systemic risk
networks
time series
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Citations & Impact
All-time
Citations
387
H-index
11
i10-index
13
Publications
20
Co-authors
21
list available
Contact
Email
piero.mazzarisi@unisi.it
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Publications
5 items
Penalized Maximum Likelihood Inference of Core-Periphery Networks
2026
Cited
0
Hedging market risk and uncertainty via a robust portfolio approach
2026
Cited
0
A high-frequency approach to Realized Risk Measures
2025
Cited
0
Tackling estimation risk in Kelly investing using options
2025
Cited
0
Bayesian Autoregressive Online Change-Point Detection with Time-Varying Parameters
Communications in nonlinear science & numerical simulation · 2024
Cited
3
Co-authors
9 total
Fabrizio Lillo
Università di Bologna and Scuola Normale Superiore, Pisa
Daniele Tantari
Università di Bologna
Stefano Marmi
Professor of Dynamical Systems, Scuola Normale Superiore, Pisa
Carlo Campajola
University College London
Mateusz Wilinski
MSCA Fellow at Tampere University
Vito Latora
Professor of Applied Mathematics (Chair of Complex Systems), Queen Mary University of London
Diego Garlaschelli
Professor of Theoretical Physics, IMT Advanced School Lucca (IT) & Leiden Institute of Physics (NL)
Tiziano Squartini
Associate Professor at IMT School for Advanced Studies, Piazza S. Francesco 19, 55100 Lucca (Italy)
