Sfoglia per Autore
Stochastic programming and control theory in multistage optimization problems
2006-01-01 Barro, Diana; Canestrelli, Elio
A network of business relations to model counterparty risk
2008-01-01 Barro, Diana; Basso, Antonella
Spatial Aggregation in Scenario Tree Reduction
2008-01-01 Barro, Diana; Canestrelli, Elio; Ciurlia, P.
A network of business relations to model counterparty risk
2008-01-01 Barro, Diana; Basso, Antonella
Credit contagion in a network of firms with spatial interaction
2008-01-01 Barro, Diana; Basso, Antonella
Tracking error with minimum guarantee constraints
2008-01-01 Barro, Diana; Canestrelli, Elio
Tracking error: a multistage portfolio model
2009-01-01 Barro, Diana; Canestrelli, Elio
Portfolio management with minimum guarantees: some modeling and optimization issues
2009-01-01 Barro, Diana; Canestrelli, Elio
Portfolio management with minimum guarantees: some modelling and optimization issues
2009-01-01 Barro, Diana; Canestrelli, Elio
Credit contagion in a network of firms with spatial interaction
2010-01-01 Barro, Diana; Basso, Antonella
Tracking error with minimum guarantee constraints
2010-01-01 Barro, Diana; Canestrelli, Elio
Combining stochastic programming and optimal control to solve multistage stochastic optimization problems
2011-01-01 Barro, Diana; Canestrelli, Elio
Dynamic tracking error with shortfall control using stochastic programming
2012-01-01 Barro, Diana; Canestrelli, Elio
Downside risk in multiperiod tracking error models
2012-01-01 Barro, Diana; Canestrelli, Elio
MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Member of the Editorial Board of
2013-01-01 Barro, Diana; Canestrelli, Elio; Corazza, Marco; Ferretti, Paola; Nardon, Martina
Dynamic tracking error with shortfall control using stochastic programming
2013-01-01 Barro, Diana; Canestrelli, Elio
Volatility vs. Downside Risk: Optimally Protecting Against Drawdowns and Maintaining Portfolio Performance
2014-01-01 Barro, Diana; Canestrelli, Elio; Lanza, Fabio
Downside risk in multiperiod tracking error models
2014-01-01 Barro, Diana; Canestrelli, Elio
MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Member of the Editorial Board of
2015-01-01 Barro, Diana; Canestrelli, Elio; Corazza, Marco; Ferretti, Paola; Funari, Stefania; Nardon, Martina
MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Member of the Editorial Board of
2015-01-01 Barro, Diana; Canestrelli, Elio; Corazza, Marco; Ferretti, Paola; Funari, Stefania; Nardon, Martina
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