Elio Canestrelli
Names
| first: | Elio |
| last: | Canestrelli |
Identifer
| RePEc Short-ID: | pca511 |
Contact
Affiliations
-
Università Ca' Foscari Venezia
/ Dipartimento di Economia
- EDIRC entry
- location:
Research profile
author of:
- Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach (RePEc:eee:ejores:v:163:y:2005:i:1:p:217-229)
by Barro, Diana & Canestrelli, Elio - Managing the Ship Movements in the Port of Venice (RePEc:kap:netspa:v:17:y:2017:i:3:d:10.1007_s11067-017-9350-5)
by Elio Canestrelli & Marco Corazza & Giuseppe Nadai & Raffaele Pesenti - Tracking error: a multistage portfolio model (RePEc:spr:annopr:v:165:y:2009:i:1:p:47-66:10.1007/s10479-007-0308-8)
by Diana Barro & Elio Canestrelli - Downside risk in multiperiod tracking error models (RePEc:spr:cejnor:v:22:y:2014:i:2:p:263-283)
by Diana Barro & Elio Canestrelli - Volatility versus downside risk: performance protection in dynamic portfolio strategies (RePEc:spr:comgts:v:16:y:2019:i:3:d:10.1007_s10287-018-0310-4)
by Diana Barro & Elio Canestrelli & Giorgio Consigli - Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems (RePEc:spr:orspec:v:38:y:2016:i:3:d:10.1007_s00291-015-0427-6)
by Diana Barro & Elio Canestrelli - Spatial Aggregation in Scenario Tree Reduction (RePEc:spr:sprchp:978-88-470-0704-8_4)
by Diana Barro & Elio Canestrelli & Pierangelo Ciurlia - Combining stochastic programming and optimal control to solve multistage stochastic optimization problems (RePEc:ven:wpaper:2011_24)
by Diana Barro & Elio Canestrelli - Downside risk in multiperiod tracking error models (RePEc:ven:wpaper:2012_17)
by Diana Barro & Elio Canestrelli - Dynamic tracking error with shortfall control using stochastic programming (RePEc:ven:wpaper:2012_18)
by Diana Barro & Elio Canestrelli - Volatility vs. downside risk: optimally protecting against drawdowns and maintaining portfolio performance (RePEc:ven:wpaper:2014:18)
by Diana Barro & Elio Canestrelli & Fabio Lanza - Tracking error with minimum guarantee constraints (RePEc:vnm:wpaper:172)
by Diana Barro & Elio Canestrelli - Portfolio management with minimum guarantees: some modeling and optimization issues (RePEc:vnm:wpaper:193)
by Diana Barro & Elio Canestrelli - Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization (RePEc:wpa:wuwpge:0510011)
by Diana Barro & Elio Canestrelli - Tracking Error: a multistage portfolio model (RePEc:wpa:wuwpge:0510012)
by Diana Barro & Elio Canestrelli