Pubblicazioni

Behavioral dynamic portfolio selection with S-shaped utility and epsilon-contaminations

2025 - EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara

Portfolio optimization through a network approach: Network assortative mixing and portfolio diversification

2023 - EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Ricca, Federica; Scozzari, Andrea

The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model

2023 - EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Petturiti, Davide; Vantaggi, Barbara

On exact and approximate stochastic dominance strategies for portfolio selection

2017 - EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; Tardella, Fabio

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