Publications
- Output analysis and stress testing for mean-variance efficient portfolios2012 | Faculty of Mathematics and Physics
- Melt Control: Charge Optimization via Stochastic Programming +12005 | Faculty of Mathematics and Physics
- From data to model and back to data: a bond portfolio management problem2001 | Faculty of Mathematics and Physics
- From data to model and back to data: Portfolio management for Italian bond market. Technical Report 25Publication without faculty affiliation
- SDDP for multistage stochastic programs: preprocessing via scenario reduction2017 | Faculty of Mathematics and Physics
- Structure of risk-averse multistage stochastic programs2015 | Faculty of Mathematics and Physics
- STRESS TESTING FOR RISK-AVERSE STOCHASTIC PROGRAMS2015 | Faculty of Mathematics and Physics
- A note on effect of errors in input parameters on mean-variance efficient portfolios2015 | Faculty of Mathematics and Physics
- Output analysis and stress testing for risk constrained portfolios2015 | Faculty of Mathematics and Physics
- Robustness of optimal portfolios under risk and stochastic dominance constraints2014 | Faculty of Mathematics and Physics
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