Un-diversifying during crises : is it a good idea?

von Giuzio, Margherita
Veröffentlicht in Giuzio, Margherita Essays in portfolio selection (2017)

Genetic algorithm versus classical methods in sparse index tracking

von Giuzio, Margherita
Veröffentlicht in Decisions in economics and finance (2017)

Tracking hedge funds returns using sparse clones

von Giuzio, Margherita
Veröffentlicht in Giuzio, Margherita Essays in portfolio selection (2017)

Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization

von Giuzio, Margherita
Veröffentlicht in Giuzio, Margherita Essays in portfolio selection (2017)

Optimization heuristics in portfolio selection

von Giuzio, Margherita
Veröffentlicht in Giuzio, Margherita Essays in portfolio selection (2017)

Un-diversifying during crises : is it a good idea?

von Giuzio, Margherita
Veröffentlicht in Computational Management Science (2019)

The components of private debt performance

von Giuzio, Margherita
Veröffentlicht in The journal of alternative investments (2018)

Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization

von Giuzio, Margherita
Veröffentlicht in European journal of operational research (2016)

Essays in portfolio selection

von Giuzio, Margherita
Veröffentlicht 2017

Tracking hedge funds returns using sparse clones

von Giuzio, Margherita
Veröffentlicht in Financial Engineering and Banking Society (International Conference : 6. : 2016 : Malaga) Analytical models for financial modeling and risk management (2018)