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 |
|---|---|---|
| Sparse graphical modelling for global minimum variance portfolio Computational Management Science | 2025-07-23 | Paper |
| Dynamic large financial networks \textit{via} conditional expected shortfalls European Journal of Operational Research | 2022-02-22 | Paper |
| Quantile-based portfolios: post-model-selection estimation with alternative specifications Computational Management Science | 2021-11-24 | Paper |
| Developing new portfolio strategies by aggregation Annals of Operations Research | 2021-01-06 | Paper |
| Asset allocation strategies based on penalized quantile regression Computational Management Science | 2018-10-10 | Paper |
Research outcomes over time
This page was built for person: Giovanni Bonaccolto
