Damiano Rossello

Publication Activity (10 Years)

Years Active: 2006-2023
Publications (10 Years): 3

Top Topics

High Robustness

Portfolio Optimization

Trading Strategies

Top Venues

Eur. J. Oper. Res.

Publications

Christos E. Kountzakis, Damiano Rossello
Pareto efficiency without topology. Optim. Lett. 17 (7) (2023)
Sally Giuseppe Arcidiacono, Damiano Rossello
A hybrid approach to the discrepancy in financial performance's robustness. Oper. Res. 22 (5) (2022)
Alessio Emanuele Biondo, Laura Mazzarino, Damiano Rossello
Portfolio Optimization and Trading Strategies: a Simulation Approach. AMPM@JURIX (2021)
Damiano Rossello
Ranking of investment funds: Acceptability versus robustness. Eur. J. Oper. Res. 245 (3) (2015)
Simone Farinelli, Manuel Ferreira, Damiano Rossello, Markus Thoeny, Luisa Tibiletti
Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio. Eur. J. Oper. Res. 192 (1) (2009)
Damiano Rossello
MaxVaR with non-Gaussian distributed returns. Eur. J. Oper. Res. 189 (1) (2008)
Simone Farinelli, Damiano Rossello, Luisa Tibiletti
Computational Asset Allocation Using One-Sided and Two-Sided Variability Measures. International Conference on Computational Science (4) (2006)