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 | 1 | 1 | 62 | 0 | 1 | 10 | 158 |
| Downside risk in multiperiod tracking error models | 1 | 1 | 1 | 21 | 2 | 4 | 10 | 135 |
| Dynamic tracking error with shortfall control using stochastic programming | 0 | 0 | 0 | 29 | 0 | 1 | 6 | 153 |
| Portfolio management with minimum guarantees: some modeling and optimization issues | 0 | 1 | 1 | 61 | 0 | 3 | 9 | 174 |
| Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization | 0 | 0 | 0 | 91 | 0 | 0 | 12 | 418 |
| Tracking Error: a multistage portfolio model | 0 | 0 | 4 | 503 | 0 | 1 | 11 | 1,554 |
| Tracking error with minimum guarantee constraints | 0 | 0 | 0 | 76 | 0 | 0 | 12 | 284 |
| Volatility vs. downside risk: optimally protecting against drawdowns and maintaining portfolio performance | 0 | 0 | 0 | 93 | 0 | 0 | 29 | 371 |
| Total Working Papers | 1 | 3 | 7 | 936 | 2 | 10 | 99 | 3,247 |
| 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 | 0 | 2 | 8 | 49 |
| Downside risk in multiperiod tracking error models | 0 | 0 | 0 | 3 | 0 | 0 | 11 | 46 |
| Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach | 0 | 0 | 1 | 57 | 0 | 1 | 8 | 154 |
| Managing the Ship Movements in the Port of Venice | 0 | 0 | 0 | 12 | 0 | 0 | 10 | 49 |
| Tracking error: a multistage portfolio model | 0 | 0 | 2 | 6 | 1 | 1 | 11 | 41 |
| Volatility versus downside risk: performance protection in dynamic portfolio strategies | 0 | 0 | 1 | 26 | 0 | 0 | 11 | 92 |
| Total Journal Articles | 0 | 0 | 4 | 111 | 1 | 4 | 59 | 431 |
| 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 | 0 | 0 | 8 | 8 |
| Spatial Aggregation in Scenario Tree Reduction | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| Tracking error with minimum guarantee constraints | 0 | 0 | 0 | 0 | 0 | 0 | 3 | 3 |
| Total Chapters | 0 | 0 | 0 | 0 | 0 | 0 | 12 | 15 |
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