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A note on "Portfolio selection under possibilistic mean-variance utility and a SMO algorithm"

Corazza, Marco - In: European journal of operational research : EJOR 288 (2021) 1, pp. 343-345

Persistent link: https://www.econbiz.de/10012496566

On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem

Corazza, Marco; Favaretto, Daniela - In: European Journal of Operational Research 176 (2007) 3, pp. 1947-1960

Persistent link: https://www.econbiz.de/10005283442

Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications

Corazza, Marco; Malliaris, A.; Scalco, Elisa - In: Computational Economics 35 (2010) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10008458348

Impact of public news sentiment on stock market index return and volatility

Anese, Gianluca; Corazza, Marco; Costola, Michele; … - In: Computational management science 20 (2023) 1, pp. 1-36

Persistent link: https://www.econbiz.de/10014391980

Managing the ship movements in the Port of Venice

Canestrelli, Elio; Corazza, Marco; De Nadai, Giuseppe; … - In: Networks and spatial economics : a journal of … 17 (2017) 3, pp. 861-887

Persistent link: https://www.econbiz.de/10011809971

Mathematical and statistical methods for actuarial sciences and finance : MAF 2018

Corazza, Marco (ed.); Durbán, María (ed.); … - MAF <8., 2018, Madrid> - 2018

Persistent link: https://www.econbiz.de/10011849609

Creditworthiness evaluation of Italian SMEs at the beginning of the 2007-2008 crisis : an MCDA approach

Corazza, Marco; Funari, Stefania; Gusso, Riccardo - In: The North American journal of economics and finance : a … 38 (2016), pp. 1-26

Persistent link: https://www.econbiz.de/10011673289

Mathematical and Statistical Methods for Actuarial Sciences and Finance : eMAF2020

Corazza, Marco (ed.); Gilli, Manfred (ed.); Perna, Cira (ed.) - 2021 - 1st ed. 2021.

1 Albano G. et al., A comparison among alternative parameters estimators in the Vasicek process: a small sample analysis -- 2 Amendola A. et al., On the use of mixed sampling in modelling realized volatility: The MEM–MIDAS -- 3 Amerise I. L. and Tarsitano A., Simultaneous prediction intervals...

Persistent link: https://www.econbiz.de/10012705381

Possibilistic mean-variance portfolios versus probabilistic ones : the winner is...

Corazza, Marco; Nardelli, Carla - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 1, pp. 51-75

Persistent link: https://www.econbiz.de/10012065164

An evolutionary approach to improve a simple trading system

Corazza, Marco; Parpinel, Francesca; Pizzi, Claudio - In: Mathematical and statistical methods for actuarial …, (pp. 83-95). 2017

Persistent link: https://www.econbiz.de/10012098771