Sfoglia per Autore
Does Greater Diversification Really Improve Performance in Portfolio Selection?
2014 F., Cesarone; Moretti, Jacopo; Tardella, Fabio
Polynomially Computable Bounds for the Probability of the Union of Events
2014 E., Boros; A., Scozzari; Tardella, Fabio; P., Veneziani
Equal Risk Bounding Is Better than Risk Parity for Portfolio Selection
2014 F., Cesarone; Tardella, Fabio
Linear vs. quadratic portfolio selection models with hard real-world constraints
2015 Cesarone, Francesco; Scozzari, Andrea; Tardella, Fabio
Largest minimally inversion-complete and pair-complete sets of permutations
2015 E., Balandraud; M., Queyranne; Tardella, Fabio
A Linear Risk-Return Model for Enhanced Indexation in Portfolio Optimization
2015 Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; Tardella, Fabio
Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models
2016 Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; Tardella, Fabio
Optimally chosen small portfolios are better than large ones
2016 Cesarone, Francesco; Moretti, Jacopo; Tardella, Fabio
On exact and approximate stochastic dominance strategies for portfolio selection
2017 Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; Tardella, Fabio
Carathéodory, Helly, and Radon Numbers for Sublattice Convexities
2017 Queyranne, Maurice; Tardella, Fabio
Complexity of some graph-based bounds on the probability of a union of events
2018 Scozzari, Andrea; Tardella, Fabio
Largest minimally inversion-complete and pair-complete sets of permutations
2018 Balandraud, Eric; Queyranne, Maurice; Tardella, Fabio
An alternative approach for the operational risk assessment of a new product
2019 Giacchero, Andrea; Moretti, Jacopo; Cesarone, Francesco; Tardella, Fabio
Scaling, proximity, and optimization of integrally convex functions
2019 Moriguchi, Satoko; Murota, Kazuo; Tamura, Akihisa; Tardella, Fabio
An optimization–diversification approach to portfolio selection
2020 Cesarone, F.; Scozzari, A.; Tardella, F.
Discrete Midpoint Convexity
2020 Moriguchi, Satoko; Murota, Kazuo; Tamura, Akihisa; Tardella, Fabio
On the stability of portfolio selection models
2020 Cesarone, Francesco; Mango, Fabiomassimo; Mottura, Carlo Domenico; Tardella, Fabio; Maria Ricci, Jacopo
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