Pubblicazioni

Koukaras, Paraskevas; Gkaidatzis, Paschalis; Bezas, Napoleon; Bragatto, Tommaso; Carere, Federico; Santori, Francesca; Antal, Marcel; Ioannidis, Dimosthenis; Tjortjis, Christos; Tzovaras, Dimitrios

Un modello valutativo di asset allocation per la definizione di portafogli immobiliari "ottimali" in termini di rischio/rendimento

2021 - VALORI E VALUTAZIONI

Locurcio, Marco; Tajani, Francesco; Anelli, Debora; Amoruso, Paola; Del Giudice, Francesco Paolo

Responsible investments reduce market risks

2021 - DECISIONS IN ECONOMICS AND FINANCE

Morelli, G.; D'Ecclesia, R.

Z-score vs minimum variance preselection methods for constructing small portfolios

2020 - INVESTMENT MANAGEMENT & FINANCIAL INNOVATIONS

Cesarone, Francesco; Mango, Fabiomassimo; Sabato, Gabriele

The sparse method of simulated quantiles: an application to portfolio optimization

2018 - STATISTICA NEERLANDICA

Stolfi, Paola; Bernardi, Mauro; Petrella, Lea

On exact and approximate stochastic dominance strategies for portfolio selection

2017 - EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; Tardella, Fabio

Improving the Approximated Projected Perspective Reformulation by dual information

2017 - OPERATIONS RESEARCH LETTERS

Frangioni, A.; Furini, F.; Gentile, C.

Portfolio optimization: a mean field theory approach

2016 - Theory and Applications in Mathematical Physics: Conference in Honor of 70th B. Tirozzi's Birthday

Rotundo, Giulia; Tirozzi, Benedetto (Brunello)

A Linear Risk-Return Model for Enhanced Indexation in Portfolio Optimization

2015 - OR SPECTRUM

Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; Tardella, Fabio