Giovanni Bonaccolto
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 |
|---|---|---|
| Sparse graphical modelling for global minimum variance portfolio Computational Management Science | 2025-07-23 | Paper |
| Dynamic large financial networks \textit{via} conditional expected shortfalls European Journal of Operational Research | 2022-02-22 | Paper |
| Quantile-based portfolios: post-model-selection estimation with alternative specifications Computational Management Science | 2021-11-24 | Paper |
| Developing new portfolio strategies by aggregation Annals of Operations Research | 2021-01-06 | Paper |
| Asset allocation strategies based on penalized quantile regression Computational Management Science | 2018-10-10 | Paper |
Research outcomes over time
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