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Un-diversifying during crises : is it a good idea?
Giuzio, Margherita; Paterlini, Sandra - In: Computational Management Science : CMS 16 (2019) 3, pp. 401-432
Persistent link: https://www.econbiz.de/10012053146
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Multiobjective optimization using differential evolution for real-world portfolio optimization
Krink, Thiemo; Paterlini, Sandra - In: Computational Management Science : CMS 8 (2011) 1/2, pp. 157-179
Persistent link: https://www.econbiz.de/10008992038
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Constructing optimal sparse portfolios using regularization methods
Fastrich, Björn; Paterlini, Sandra; Winker, Peter - In: Computational Management Science : CMS 12 (2015) 3, pp. 417-434
Persistent link: https://www.econbiz.de/10011285983
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Sparse precision matrices for minimum variance portfolios
Torri, Gabriele; Giacometti, Rosella; Paterlini, Sandra - In: Computational Management Science : CMS 16 (2019) 3, pp. 375-400
Persistent link: https://www.econbiz.de/10012053143
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Asset allocation strategies based on penalized quantile regression
Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, … - In: Computational Management Science : CMS 15 (2018) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011860862