Andrea Rigamonti

Publication Activity (10 Years)

Years Active: 2020-2024
Publications (10 Years): 2

Top Topics

Asset Allocation

Portfolio Optimization

Independent Component Analysis

Top Venues

Ann. Oper. Res.

Comput. Manag. Sci.

Publications

Andrea Rigamonti, Katarína Lucivjanská
Mean-semivariance portfolio optimization using minimum average partial. Ann. Oper. Res. 334 (1) (2024)
Andrea Rigamonti, Alex Weissensteiner
Asset allocation under predictability and parameter uncertainty using LASSO. Comput. Manag. Sci. 17 (2) (2020)