Fabio Tardella | Ricerc@Sapienza

Pubblicazioni

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