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 |
|---|---|---|
| A generalized description length approach for sparse and robust index tracking | 2020-07-08 | Paper |
| Un-diversifying during crises: is it a good idea? Computational Management Science | 2019-08-23 | Paper |
| Tracking hedge funds returns using sparse clones Annals of Operations Research | 2018-11-12 | Paper |
| Genetic algorithm versus classical methods in sparse index tracking Decisions in Economics and Finance | 2018-01-31 | Paper |
| Sparse and robust normal and t-portfolios by penalized L_q-likelihood minimization European Journal of Operational Research | 2016-10-07 | Paper |
Research outcomes over time
This page was built for person: Margherita Giuzio
