Publications
- Sensitivity analysis of a bond portfolio model for the Italian market2000 | Faculty of Mathematics and Physics
- 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
- Robustness Analysis of Stochastic Programs with Joint Probabilistic Constraints2013 | Faculty of Mathematics and Physics
- Ways and means with scenarios2013 | Faculty of Mathematics and Physics
- Approximation and contamination bounds for probabilistic programs +12012 | Faculty of Mathematics and Physics
Loading network view...