Diana Barro

Publication Activity (10 Years)

Years Active: 2005-2021
Publications (10 Years): 3

Top Topics

Portfolio Selection

Stochastic Optimization Problems

Weighting Functions

Multistage Stochastic

Top Venues

Central Eur. J. Oper. Res.

Comput. Manag. Sci.

Publications

Diana Barro, Marco Corazza, Martina Nardon
Alternative Probability Weighting Functions in Behavioral Portfolio Selection. SIS (2021)
Diana Barro, Elio Canestrelli, Giorgio Consigli
Volatility versus downside risk: performance protection in dynamic portfolio strategies. Comput. Manag. Sci. 16 (3) (2019)
Diana Barro, Elio Canestrelli
Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems. OR Spectr. 38 (3) (2016)
Diana Barro, Elio Canestrelli
Downside risk in multiperiod tracking error models. Central Eur. J. Oper. Res. 22 (2) (2014)
Diana Barro, Antonella Basso
Credit contagion in a network of firms with spatial interaction. Eur. J. Oper. Res. 205 (2) (2010)
Diana Barro, Elio Canestrelli
Portfolio management with minimum guarantees: some modeling and optimization issues. WIRN (2009)
Diana Barro, Elio Canestrelli
Tracking error: a multistage portfolio model. Ann. Oper. Res. 165 (1) (2009)
Diana Barro, Elio Canestrelli
Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach. Eur. J. Oper. Res. 163 (1) (2005)