R. Cesari

From MaRDI portal
Person:951339

Available identifiers

zbMath Open cesari.riccardoMaRDI QIDQ951339

List of research outcomes





PublicationDate of PublicationType
Stochastic maximum principle for optimal liquidation with control-dependent terminal time2022-09-12Paper
Optimal Liquidation in a Mean-reverting Portfolio2020-10-06Paper
Optimal management of immunized portfolios2019-09-03Paper
Diffusion scaling in event-driven random walks: an application to turbulence2013-03-14Paper
Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation2008-10-24Paper
https://portal.mardi4nfdi.de/entity/Q35066882008-06-16Paper
The fractional Fick's law for non-local transport processes2001-05-31Paper
https://portal.mardi4nfdi.de/entity/Q48485221995-09-17Paper

Research outcomes over time

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