Gabriele Torri

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
Modeling portfolio loss distribution under infectious defaults and immunization Communications in Nonlinear Science and Numerical Simulation	2026-07-31	Paper
Mean-CVaR portfolio optimization under ESG disagreement Computational Management Science	2026-01-19	Paper
Penalized enhanced portfolio replication with asymmetric deviation measures Annals of Operations Research	2024-09-03	Paper
Financial contagion in banking networks with community structure Communications in Nonlinear Science and Numerical Simulation	2022-12-20	Paper
A revised version of the Cathcart \& El-Jahel model and its application to CDS market Decisions in Economics and Finance	2022-01-06	Paper
Network tail risk estimation in the European banking system Journal of Economic Dynamics and Control	2021-11-16	Paper
Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models Quantitative Finance	2021-06-02	Paper
Sparse precision matrices for minimum variance portfolios Computational Management Science	2019-08-23	Paper
Calibration of one-factor and two-factor hull-white models using swaptions Computational Management Science	2019-02-18	Paper
Robust and sparse banking network estimation European Journal of Operational Research	2018-05-31	Paper

Research outcomes over time

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