Elio Canestrelli

From MaRDI portal
Person:301205

Available identifiers

zbMath Open canestrelli.elioDBLP95/1734WikidataQ27792179 ScholiaQ27792179MaRDI QIDQ301205

List of research outcomes





PublicationDate of PublicationType
Volatility versus downside risk: performance protection in dynamic portfolio strategies2019-08-23Paper
Dynamic Tracking Error with Shortfall Control Using Stochastic Programming2018-12-13Paper
Managing the ship movements in the Port of Venice2018-06-18Paper
Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems2017-08-07Paper
Downside risk in multiperiod tracking error models2016-06-30Paper
Tracking error: a multistage portfolio model2009-06-25Paper
https://portal.mardi4nfdi.de/entity/Q54483782008-03-20Paper
Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach2005-01-12Paper
https://portal.mardi4nfdi.de/entity/Q45017192000-09-04Paper
https://portal.mardi4nfdi.de/entity/Q48361981995-06-14Paper
https://portal.mardi4nfdi.de/entity/Q40350471993-05-18Paper
https://portal.mardi4nfdi.de/entity/Q40084971992-09-27Paper

Research outcomes over time

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