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~subject:"Portfolio selection"
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Set-portfolio selection with the use of market stochastic bounds
Lozza, Sergio Ortobelli
;
Angelelli, Enrico
;
Toninelli, …
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
),
pp. 5-24
Persistent link: https://www.econbiz.de/10009533022
Saved in:
2
Timing portfolio strategies with exponential Lévy processes
Lozza, Sergio Ortobelli
;
Angelelli, Enrico
;
Ndoci, Alda
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 97-127
Persistent link: https://www.econbiz.de/10011993426
Saved in:
3
American and European portfolio selection strategies : the Markovian approach
Angelelli, Enrico
;
Ortobelli, Sergio
- In:
Financial hedging
,
(pp. 119-152)
.
2009
Persistent link: https://www.econbiz.de/10008799130
Saved in:
4
Bridging k-sum and CVaR optimization in MILP
Filippi, Carlo
;
Ogryczak, Włodzimierz
;
Speranza, Maria …
- In:
Computers & operations research : and their …
105
(
2019
),
pp. 156-166
Persistent link: https://www.econbiz.de/10011997088
Saved in:
5
A comparison of MAD and CVaR models with real features
Angelelli, Enrico
;
Mansini, Renata
;
Speranza, Maria Grazia
- In:
Journal of banking & finance
32
(
2008
)
7
,
pp. 1188-1197
Persistent link: https://www.econbiz.de/10003749162
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