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ECONIS (ZBW)
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A Tabu Search heuristic procedure in Markov chain bootstrapping
Cerqueti, Roy
;
Falbo, Paolo
;
Guastaroba, Gianfranco
; …
- In:
European journal of operational research : EJOR
227
(
2013
)
2
,
pp. 367-384
Persistent link: https://www.econbiz.de/10010074020
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2
Stable classes of technical trading rules
Falbo, Paolo
;
Pelizzari, Cristian
- In:
Applied economics
43
(
2011
)
14
,
pp. 1769-1786
Persistent link: https://www.econbiz.de/10009029209
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3
Models and Simulations for Portfolio Rebalancing
Guastaroba, Gianfranco
;
Mansini, Renata
;
Speranza, M.Grazia
- In:
Computational economics
33
(
2009
)
3
,
pp. 237-262
Persistent link: https://www.econbiz.de/10008180139
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4
On the effectiveness of scenario generation techniques in single-period portfolio optimization
Guastaroba, Gianfranco
;
Mansini, Renata
;
Speranza, M.Grazia
- In:
European journal of operational research : EJOR
192
(
2009
)
2
,
pp. 500-511
Persistent link: https://www.econbiz.de/10008161352
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5
Investigating the effectiveness of robust portfolio optimization techniques
Guastaroba, Gianfranco
;
Mitra, Gautam
;
Speranza, M. Grazia
- In:
The journal of asset management
12
(
2011
)
4
,
pp. 260-280
Persistent link: https://www.econbiz.de/10009871110
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6
Equilibrium Prices on a Financial Graph
Falbo, Paolo
;
Grassi, Rosanna
- In:
Computational economics
24
(
2004
)
2
,
pp. 117-158
Persistent link: https://www.econbiz.de/10007025786
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7
Free EUAs and fuel switching
Falbo, Paolo
;
Felletti, Daniele
;
Stefani, Silvana
- In:
Energy economics
35
(
2013
),
pp. 14-21
Persistent link: https://www.econbiz.de/10010059682
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8
Economic interactions and social tolerance: A dynamic perspective
Cerqueti, Roy
;
Correani, Luca
;
Garofalo, Giuseppe
- In:
Economics letters
120
(
2013
)
3
,
pp. 458-463
Persistent link: https://www.econbiz.de/10010155739
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9
Tax revenues, fiscal corruption and “shame” costs
Cerqueti, Roy
;
Coppier, Raffaella
- In:
Economic modelling
26
(
2009
)
6
,
pp. 1239-1244
Persistent link: https://www.econbiz.de/10008312155
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10
Financing policies via stochastic control: a dynamic programming approach
Cerqueti, Roy
- In:
Journal of global optimization : an international …
53
(
2012
)
3
,
pp. 539-562
Persistent link: https://www.econbiz.de/10009982010
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