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 | 2009 | |
|---|---|---|
| 3 |      | Simone Farinelli, Manuel Ferreira, Damiano Rossello, Markus Thoeny, Luisa Tibiletti: Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio. European Journal of Operational Research 192(1): 209-215 (2009) |
| 2008 | ||
| 2 | | Damiano Rossello: MaxVaR with non-Gaussian distributed returns. European Journal of Operational Research 189(1): 159-171 (2008) |
| 2006 | ||
| 1 | | Simone Farinelli, Damiano Rossello, Luisa Tibiletti: Computational Asset Allocation Using One-Sided and Two-Sided Variability Measures. International Conference on Computational Science (4) 2006: 324-331 |
| 1 | Simone Farinelli | [1] [3] |
| 2 | Manuel Ferreira | [3] |
| 3 | Markus Thoeny | [3] |
| 4 | Luisa Tibiletti | [1] [3] |