Giorgio Costa
From MaRDI portal
Person:2200090
Available identifiers
zbMath Open costa.giorgioMaRDI QIDQ2200090
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| Distributionally robust end-to-end portfolio construction | 2023-11-07 | Paper |
| Risk-allocation-based index tracking | 2023-07-04 | Paper |
| Data-driven distributionally robust risk parity portfolio optimization | 2022-12-20 | Paper |
| Generalized risk parity portfolio optimization: an ADMM approach | 2020-09-15 | Paper |
| Risk parity portfolio optimization under a Markov regime-switching framework | 2019-09-26 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Giorgio Costa
