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 | 1 | 2 | 148 |
| Downside risk in multiperiod tracking error models | 0 | 0 | 0 | 20 | 1 | 2 | 3 | 123 |
| Dynamic tracking error with shortfall control using stochastic programming | 0 | 0 | 0 | 29 | 0 | 0 | 0 | 147 |
| Portfolio management with minimum guarantees: some modeling and optimization issues | 0 | 0 | 1 | 60 | 0 | 1 | 4 | 164 |
| Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization | 0 | 0 | 0 | 91 | 0 | 0 | 0 | 405 |
| Tracking Error: a multistage portfolio model | 0 | 0 | 1 | 499 | 0 | 1 | 3 | 1,542 |
| Tracking error with minimum guarantee constraints | 0 | 0 | 0 | 76 | 0 | 0 | 8 | 271 |
| Volatility vs. downside risk: optimally protecting against drawdowns and maintaining portfolio performance | 0 | 0 | 1 | 92 | 1 | 1 | 2 | 335 |
| Total Working Papers | 0 | 0 | 3 | 928 | 2 | 6 | 22 | 3,135 |
| 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 | 1 | 1 | 7 | 1 | 2 | 4 | 39 |
| Downside risk in multiperiod tracking error models | 0 | 0 | 0 | 3 | 0 | 1 | 1 | 34 |
| Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach | 0 | 0 | 1 | 56 | 0 | 1 | 3 | 146 |
| Managing the Ship Movements in the Port of Venice | 0 | 1 | 1 | 12 | 0 | 1 | 3 | 38 |
| Tracking error: a multistage portfolio model | 0 | 0 | 1 | 4 | 0 | 0 | 3 | 30 |
| Volatility versus downside risk: performance protection in dynamic portfolio strategies | 1 | 2 | 2 | 25 | 1 | 2 | 4 | 78 |
| Total Journal Articles | 1 | 4 | 6 | 107 | 2 | 7 | 18 | 365 |
| Chapter | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Spatial Aggregation in Scenario Tree Reduction | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 3 |
| Total Chapters | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 3 |
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