Gabriele Torri
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Person:1722762
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 |
|---|---|---|
| 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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