The following pages link to Elio Canestrelli (Q301205):
Displaying 12 items.
- Downside risk in multiperiod tracking error models (Q301206) (← links)
- Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach (Q704083) (← links)
- Tracking error: a multistage portfolio model (Q1026537) (← links)
- Managing the ship movements in the Port of Venice (Q1642949) (← links)
- Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems (Q2011834) (← links)
- Volatility versus downside risk: performance protection in dynamic portfolio strategies (Q2320466) (← links)
- (Q4008497) (← links)
- (Q4035047) (← links)
- (Q4501719) (← links)
- Dynamic Tracking Error with Shortfall Control Using Stochastic Programming (Q4561899) (← links)
- (Q4836198) (← links)
- (Q5448378) (← links)
