Elio Canestrelli

Available identifiers

zbMath Open canestrelli.elioDBLP95/1734WikidataQ27792179 ScholiaQ27792179MaRDI QIDQ301205

List of research outcomes

Publication	Date of Publication	Type
Volatility versus downside risk: performance protection in dynamic portfolio strategies	2019-08-23	Paper
Dynamic Tracking Error with Shortfall Control Using Stochastic Programming	2018-12-13	Paper
Managing the ship movements in the Port of Venice	2018-06-18	Paper
Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems	2017-08-07	Paper
Downside risk in multiperiod tracking error models	2016-06-30	Paper
Tracking error: a multistage portfolio model	2009-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q5448378	2008-03-20	Paper
Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach	2005-01-12	Paper
https://portal.mardi4nfdi.de/entity/Q4501719	2000-09-04	Paper
https://portal.mardi4nfdi.de/entity/Q4836198	1995-06-14	Paper
https://portal.mardi4nfdi.de/entity/Q4035047	1993-05-18	Paper
https://portal.mardi4nfdi.de/entity/Q4008497	1992-09-27	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: Elio Canestrelli