E-LIB Suche - Ergebnisse für: Tardella, Fabio

1

ESG integration in portfolio selection: A robust preference..:

Garcia-Bernabeu, Ana ; Hilario-Caballero, Adolfo ; Tardella, Fabio.
Operations Research Perspectives. 12 (2024) - p. 100305 , 2024

Link: https://doi.org/10.1016/..

2

Optimization and Decision Science: Operations Research, Inc..

AIRO Springer Series, 9

Cappanera, Paola ; Lapucci, Matteo ; Schoen, Fabio... - 1st ed. 2023 . , 2023

Link: https://doi.org/10.1007/..

3

Mean-Variance-VaR portfolios: MIQP formulation and performa..:

Cesarone, Francesco ; Martino, Manuel L. ; Tardella, Fabio
OR Spectrum. 45 (2023) 3 - p. 1043-1069 , 2023

Link: https://doi.org/10.1007/..

4

Risk parity with expectiles:

Bellini, Fabio ; Cesarone, Francesco ; Colombo, Christian.
European Journal of Operational Research. 291 (2021) 3 - p. 1149-1163 , 2021

Link: https://doi.org/10.1016/..

5

Discrete 2-convex functions:

Fujishige, Satoru ; Tardella, Fabio
Mathematical Programming. 195 (2021) 1-2 - p. 831-854 , 2021

Link: https://doi.org/10.1007/..

6

On the stability of portfolio selection models:

Cesarone, Francesco ; Mango, Fabiomassimo ; Mottura, Carlo Domenico..
Journal of Empirical Finance. 59 (2020) - p. 210-234 , 2020

Link: https://doi.org/10.1016/..

7

An optimization–diversification approach to portfolio selec..:

Cesarone, Francesco ; Scozzari, Andrea ; Tardella, Fabio
Journal of Global Optimization. 76 (2019) 2 - p. 245-265 , 2019

Link: https://doi.org/10.1007/..

8

Scaling, proximity, and optimization of integrally convex f..:

Moriguchi, Satoko ; Murota, Kazuo ; Tamura, Akihisa.
Mathematical Programming. 175 (2018) 1-2 - p. 119-154 , 2018

Link: https://doi.org/10.1007/..

9

Complexity of some graph-based bounds on the probability of..:

Scozzari, Andrea ; Tardella, Fabio
Discrete Applied Mathematics. 244 (2018) - p. 186-197 , 2018

Link: https://doi.org/10.1016/..

10

Carathéodory, Helly, and Radon Numbers for Sublattice and R..:

Queyranne, Maurice ; Tardella, Fabio
Mathematics of Operations Research. 42 (2017) 2 - p. 495-516 , 2017

Link: http://www.jstor.org/sta..

11

Largest Minimal Inversion-Complete and Pair-Complete Sets o..:

Balandraud, Eric ; Tardella, Fabio ; Queyranne, Maurice
Combinatorica. 38 (2017) 1 - p. 29-41 , 2017

Link: https://doi.org/10.1007/..

12

On exact and approximate stochastic dominance strategies fo..:

Bruni, Renato ; Cesarone, Francesco ; Scozzari, Andrea.
European Journal of Operational Research. 259 (2017) 1 - p. 322-329 , 2017

Link: https://doi.org/10.1016/..

13

Real-world datasets for portfolio selection and solutions o..:

Bruni, Renato ; Cesarone, Francesco ; Scozzari, Andrea.
Data in Brief. 8 (2016) - p. 858-862 , 2016

Link: https://doi.org/10.1016/..

14

Equal Risk Bounding is better than Risk Parity for portfoli..:

Cesarone, Francesco ; Tardella, Fabio
Journal of Global Optimization. 68 (2016) 2 - p. 439-461 , 2016

Link: https://doi.org/10.1007/..

15

Linear vs. quadratic portfolio selection models with hard r..:

Cesarone, Francesco ; Scozzari, Andrea ; Tardella, Fabio
Computational Management Science. 12 (2014) 3 - p. 345-370 , 2014

Link: https://doi.org/10.1007/..