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 |
|---|---|---|
| Discrete-time portfolio optimization under maximum drawdown constraint with partial information and deep learning resolution Stochastic Analysis, Filtering, and Stochastic Optimization | 2022-11-15 | Paper |
| Bayesian learning for the Markowitz portfolio selection problem International Journal of Theoretical and Applied Finance | 2020-01-02 | Paper |
| Portfolio insurance under a risk-measure constraint Insurance Mathematics & Economics | 2011-12-21 | Paper |
Research outcomes over time
This page was built for person: Carmine De Franco
