Giorgio Costa
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Person:2200090
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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