Access Statistics for Elio Canestrelli
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Combining stochastic programming and optimal control to solve multistage stochastic optimization problems | 0 | 0 | 0 | 61 | 0 | 3 | 6 | 154 |
| Downside risk in multiperiod tracking error models | 0 | 0 | 0 | 20 | 0 | 2 | 5 | 128 |
| Dynamic tracking error with shortfall control using stochastic programming | 0 | 0 | 0 | 29 | 0 | 1 | 2 | 149 |
| Portfolio management with minimum guarantees: some modeling and optimization issues | 0 | 0 | 0 | 60 | 1 | 4 | 6 | 170 |
| Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization | 0 | 0 | 0 | 91 | 0 | 3 | 5 | 410 |
| Tracking Error: a multistage portfolio model | 0 | 0 | 1 | 500 | 0 | 3 | 5 | 1,547 |
| Tracking error with minimum guarantee constraints | 0 | 0 | 0 | 76 | 1 | 7 | 11 | 282 |
| Volatility vs. downside risk: optimally protecting against drawdowns and maintaining portfolio performance | 0 | 0 | 1 | 93 | 1 | 16 | 29 | 364 |
| Total Working Papers | 0 | 0 | 2 | 930 | 3 | 39 | 69 | 3,204 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems | 0 | 0 | 0 | 7 | 1 | 2 | 4 | 43 |
| Downside risk in multiperiod tracking error models | 0 | 0 | 0 | 3 | 0 | 2 | 6 | 40 |
| Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach | 0 | 0 | 0 | 56 | 0 | 3 | 5 | 151 |
| Managing the Ship Movements in the Port of Venice | 0 | 0 | 0 | 12 | 1 | 4 | 6 | 44 |
| Tracking error: a multistage portfolio model | 0 | 1 | 1 | 5 | 1 | 6 | 6 | 36 |
| Volatility versus downside risk: performance protection in dynamic portfolio strategies | 0 | 0 | 0 | 25 | 0 | 4 | 8 | 86 |
| Total Journal Articles | 0 | 1 | 1 | 108 | 3 | 21 | 35 | 400 |
| Chapter | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Dynamic Tracking Error with Shortfall Control Using Stochastic Programming | 0 | 0 | 0 | 0 | 1 | 6 | 6 | 6 |
| Spatial Aggregation in Scenario Tree Reduction | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 4 |
| Tracking error with minimum guarantee constraints | 0 | 0 | 0 | 0 | 0 | 2 | 2 | 2 |
| Total Chapters | 0 | 0 | 0 | 0 | 1 | 9 | 9 | 12 |
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