Elio Canestrelli

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Volatility versus downside risk: performance protection in dynamic portfolio strategies Computational Management Science	2019-08-23	Paper
Dynamic tracking error with shortfall control using stochastic programming Mathematical and Statistical Methods for Actuarial Sciences and Finance	2018-12-13	Paper
Managing the ship movements in the Port of Venice Networks and Spatial Economics	2018-06-18	Paper
Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems OR Spectrum	2017-08-07	Paper
Downside risk in multiperiod tracking error models CEJOR. Central European Journal of Operations Research	2016-06-30	Paper
Tracking error: a multistage portfolio model Annals of Operations Research	2009-06-25	Paper
Spatial aggregation in scenario tree reduction	2008-03-20	Paper
Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach European Journal of Operational Research	2005-01-12	Paper
scientific article; zbMATH DE number 1500694 (Why is no real title available?)	2000-09-04	Paper
scientific article; zbMATH DE number 764317 (Why is no real title available?)	1995-06-14	Paper
scientific article; zbMATH DE number 175962 (Why is no real title available?)	1993-05-18	Paper
scientific article; zbMATH DE number 62769 (Why is no real title available?)	1992-09-27	Paper

Research outcomes over time

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