Zobrazeno 1 - 10
of 173
pro vyhledávání: '"Costa, Giorgio A."'
Autor:
Costa, Giorgio, Iyengar, Garud N.
We propose an end-to-end distributionally robust system for portfolio construction that integrates the asset return prediction model with a distributionally robust portfolio optimization model. We also show how to learn the risk-tolerance parameter a
Externí odkaz:
http://arxiv.org/abs/2206.05134
Autor:
Costa, Giorgio, Kwon, Roy H.
We propose a distributionally robust formulation of the traditional risk parity portfolio optimization problem. Distributional robustness is introduced by targeting the discrete probabilities attached to each observation used during parameter estimat
Externí odkaz:
http://arxiv.org/abs/2110.06464
Autor:
Costa, Giorgio1 (AUTHOR) gcosta@mie.utoronto.ca, Iyengar, Garud N.2 (AUTHOR)
Publikováno v:
Quantitative Finance. Oct2023, Vol. 23 Issue 10, p1465-1482. 18p.
Autor:
Giuffrida, Marisa, Scandura, Mariabenedetta, Costa, Giorgio, Zuccarello, Francesco, Sciotto, Mariangela, Cannata, Andrea, Viccaro, Marco
Publikováno v:
In Journal of Volcanology and Geothermal Research October 2021 418
Autor:
Costa, Giorgio1 (AUTHOR), Kwon, Roy H.1 (AUTHOR) rkwon@mie.utoronto.ca
Publikováno v:
Optimization Methods & Software. Oct2022, Vol. 37 Issue 5, p1876-1911. 36p.
Autor:
Zoppellaro, Giacomo, Zanella, Luca, Denas, Gentian, Gennaro, Nicola, Ferroni, Eliana, Fedeli, Ugo, Padayattil Jose, Seena, Costa, Giorgio, Corti, Maria Chiara, Andretta, Margherita, Pengo, Vittorio
Publikováno v:
In International Journal of Cardiology 15 August 2018 265:103-107
Publikováno v:
In Solid State Ionics July 2018 320:152-158
Autor:
Denas, Gentian, Gennaro, Nicola, Ferroni, Eliana, Fedeli, Ugo, Saugo, Mario, Zoppellaro, Giacomo, Padayattil Jose, Seena, Costa, Giorgio, Corti, Maria Chiara, Andretta, Margherita, Pengo, Vittorio
Publikováno v:
In International Journal of Cardiology 15 December 2017 249:198-203
Akademický článek
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Autor:
Artini, Cristina, Carnasciali, Maria Maddalena, Plaisier, Jasper Rikkert, Costa, Giorgio Andrea, Pani, Marcella
Publikováno v:
In Solid State Ionics 15 November 2017 311:90-97