Titolo |
Pubblicato in |
Anno |

Discrete Midpoint Convexity |
MATHEMATICS OF OPERATIONS RESEARCH |
2020 |

An optimization–diversification approach to portfolio selection |
JOURNAL OF GLOBAL OPTIMIZATION |
2020 |

On the stability of portfolio selection models |
JOURNAL OF EMPIRICAL FINANCE |
2020 |

An alternative approach for the operational risk assessment of a new product |
THE JOURNAL OF OPERATIONAL RISK |
2019 |

Largest minimally inversion-complete and pair-complete sets of permutations |
COMBINATORICA |
2018 |

Scaling, proximity, and optimization of integrally convex functions |
MATHEMATICAL PROGRAMMING |
2018 |

Complexity of some graph-based bounds on the probability of a union of events |
DISCRETE APPLIED MATHEMATICS |
2018 |

Carathéodory, Helly, and Radon Numbers for Sublattice Convexities |
MATHEMATICS OF OPERATIONS RESEARCH |
2017 |

On exact and approximate stochastic dominance strategies for portfolio selection |
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH |
2017 |

Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models |
DATA IN BRIEF |
2016 |

Optimally chosen small portfolios are better than large ones |
ECONOMICS BULLETIN |
2016 |

Linear vs. quadratic portfolio selection models with hard real-world constraints |
COMPUTATIONAL MANAGEMENT SCIENCE |
2015 |

A Linear Risk-Return Model for Enhanced Indexation in Portfolio Optimization |
OR SPECTRUM |
2015 |