Andrea Rigamonti

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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!

PublicationDate of PublicationType
Smoothed semicovariance estimation for portfolio selection
Annals of Operations Research
2026-08-24Paper
Mean-semivariance portfolio optimization using minimum average partial
Annals of Operations Research
2024-05-30Paper
Asset allocation under predictability and parameter uncertainty using Lasso
Computational Management Science
2021-02-02Paper


Research outcomes over time


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