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Mean-variance portfolio selection in presence of infrequently traded stocks
Castellano, Rosella; Cerqueti, Roy - In: European journal of operational research : EJOR 234 (2014) 2, pp. 442-449
Persistent link: https://www.econbiz.de/10010356733
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Sustainable management of fossil fuels : a dynamic stochastic optimization approach with jump-diffusion
Castellano, Rosella; Cerqueti, Roy; Spinesi, Luca - In: European journal of operational research : EJOR 255 (2016) 1, pp. 288-297
Persistent link: https://www.econbiz.de/10011530870
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An optimization model for minimizing systemic risk
Castellano, Rosella; Cerqueti, Roy; Clemente, Gian Paolo; … - In: Mathematics and financial economics 15 (2021) 1, pp. 103-129
Persistent link: https://www.econbiz.de/10012433633