Sfoglia per Autore
Sublattices of product spaces: Hulls, representations and counting
2008 Maurice, Queyranne; Tardella, Fabio
Existence and sum decomposition of vertex polyhedral convex envelopes
2008 Tardella, Fabio
Efficient Algorithms for Mean-Variance Portfolio Optimization with Hard Real-World Constraints
2009 F., Cesarone; A., Scozzari; Tardella, Fabio
On the complexity of graph-based bounds for the probability bounding problem
2009 A., Scozzari; Tardella, Fabio
On the complexity of some subgraph problems
2009 Andrea, Scozzari; Tardella, Fabio
Polynomially Computable Bounds for the Probability of the Union of Events
2011 E., Boros; A., Scozzari; Tardella, Fabio; P., Veneziani
Portfolio selection problems in practice: a comparison between linear and quadratic optimization models
2011 F., Cesarone; A., Scozzari; Tardella, Fabio
The fundamental theorem of Linear Programming: extensions and applications
2011 Tardella, Fabio
A Linear Risk-Return Model for Enhanced Indexation
2012 Bruni, Renato; F., Cesarone; A., Scozzari; Tardella, Fabio
A Linear Programming Model for Enhanced Indexation based on Strong Stochastic Dominance
2012 Bruni, Renato; F., Cesarone; A., Scozzari; Tardella, Fabio
A New LP Model for Enhanced Indexation
2012 Bruni, Renato; F., Cesarone; A., Scozzari; Tardella, Fabio
A Linear Risk-Return Approach to Enhanced Indexation
2012 Bruni, Renato; F., Cesarone; A., Scozzari; Tardella, Fabio
A new stochastic dominance approach to enhanced index tracking problems
2012 Bruni, Renato; F., Cesarone; A., Scozzari; Tardella, Fabio
Structural and algorithmic properties for parametric minimum cuts
2012 Frieda, Granot; S., Thomas Mccormick; Maurice, Queyranne; Tardella, Fabio
A Linear Risk-Return Model for Enhanced Indexation
2013 Bruni, Renato; Francesco, Cesarone; Andrea, Scozzari; Tardella, Fabio
No arbitrage and a linear portfolio selection model
2013 Bruni, Renato; F., Cesarone; A., Scozzari; Tardella, Fabio
Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints
2013 Scozzari, Andrea; Tardella, Fabio; Paterlini, Sandra; Krink, Thiemo
A new method for mean-variance portfolio optimization with cardinality constraints
2013 Cesarone, Francesco; Scozzari, Andrea; Tardella, Fabio
Connections between Continuous and Discrete Extremum Problems, Generalized Systems and Variational Inequalities
2013 Antoni, Carla; Giannessi, Franco; Tardella, Fabio
Learning and holding periods for portfolio selection models: A sensitivity analysis
2013 Cesarone, Francesco; Gheno, Andrea; Tardella, Fabio
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