Giorgio Costa
From MaRDI portal
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 |
|---|---|---|
| Distributionally robust end-to-end portfolio construction Quantitative Finance | 2023-11-07 | Paper |
| Risk-allocation-based index tracking Computers & Operations Research | 2023-07-04 | Paper |
| Data-driven distributionally robust risk parity portfolio optimization Optimization Methods & Software | 2022-12-20 | Paper |
| Generalized risk parity portfolio optimization: an ADMM approach Journal of Global Optimization | 2020-09-15 | Paper |
| Risk parity portfolio optimization under a Markov regime-switching framework Quantitative Finance | 2019-09-26 | Paper |
Research outcomes over time
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