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Minimum tracking error volatility
Riccetti, Luca - 2010
Persistent link: https://www.econbiz.de/10011718263
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A copula-GARCH model for macro asset allocation of a portfolio with commodities : an out-of-sample analysis
Riccetti, Luca - 2011
Persistent link: https://www.econbiz.de/10011719805
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From moments, co-moments and mean-variance weights to copula portfolio allocation
Riccetti, Luca - 2010
Persistent link: https://www.econbiz.de/10011720044
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Portfolio frontiers with restrictions to tracking error volatility and value at risk
Palomba, Giulio; Riccetti, Luca - 2011
Persistent link: https://www.econbiz.de/10011719800
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Asset management with TEV and VaR constraints : the constrained efficient frontiers
Palomba, Giulio; Riccetti, Luca - 2013
Persistent link: https://www.econbiz.de/10011771303
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Reconciling TEV and VaR in active portfolio management : a new frontier
Lucchetti, Riccardo; Nicolau, Mihaela; Palomba, Giulio; … - 2022
Persistent link: https://www.econbiz.de/10013330699