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 | 3 | 3 | 9 | 157 |
| Downside risk in multiperiod tracking error models | 0 | 0 | 0 | 20 | 3 | 3 | 8 | 131 |
| Dynamic tracking error with shortfall control using stochastic programming | 0 | 0 | 0 | 29 | 2 | 2 | 4 | 151 |
| Portfolio management with minimum guarantees: some modeling and optimization issues | 0 | 0 | 0 | 60 | 1 | 2 | 7 | 171 |
| Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization | 0 | 0 | 0 | 91 | 6 | 7 | 11 | 417 |
| Tracking Error: a multistage portfolio model | 1 | 1 | 2 | 501 | 4 | 4 | 9 | 1,551 |
| Tracking error with minimum guarantee constraints | 0 | 0 | 0 | 76 | 2 | 3 | 13 | 284 |
| Volatility vs. downside risk: optimally protecting against drawdowns and maintaining portfolio performance | 0 | 0 | 0 | 93 | 4 | 8 | 32 | 371 |
| Total Working Papers | 1 | 1 | 2 | 931 | 25 | 32 | 93 | 3,233 |
| 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 | 3 | 5 | 8 | 47 |
| Downside risk in multiperiod tracking error models | 0 | 0 | 0 | 3 | 4 | 5 | 11 | 45 |
| Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach | 1 | 1 | 1 | 57 | 2 | 2 | 7 | 153 |
| Managing the Ship Movements in the Port of Venice | 0 | 0 | 0 | 12 | 4 | 6 | 10 | 49 |
| Tracking error: a multistage portfolio model | 0 | 0 | 1 | 5 | 3 | 4 | 9 | 39 |
| Volatility versus downside risk: performance protection in dynamic portfolio strategies | 1 | 1 | 1 | 26 | 6 | 6 | 13 | 92 |
| Total Journal Articles | 2 | 2 | 3 | 110 | 22 | 28 | 58 | 425 |
| 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 | 2 | 3 | 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 | 1 | 1 | 3 | 3 |
| Total Chapters | 0 | 0 | 0 | 0 | 3 | 4 | 12 | 15 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail
Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.