Fabio Tardella

Publication Activity (10 Years)

Years Active: 1989-2023
Publications (10 Years): 13

Top Topics

Portfolio Selection

Top Venues

Math. Oper. Res.

Ann. Oper. Res.

J. Glob. Optim.

Publications

Francesco Cesarone, Manuel L. Martino, Fabio Tardella
Mean-Variance-VaR portfolios: MIQP formulation and performance analysis. OR Spectr. 45 (3) (2023)
Satoru Fujishige, Fabio Tardella
Discrete 2-convex functions. Math. Program. 195 (1) (2022)
Fabio Bellini, Francesco Cesarone, Christian Colombo, Fabio Tardella
Risk parity with expectiles. Eur. J. Oper. Res. 291 (3) (2021)
Satoko Moriguchi, Kazuo Murota, Akihisa Tamura, Fabio Tardella
Discrete Midpoint Convexity. Math. Oper. Res. 45 (1) (2020)
Francesco Cesarone, Andrea Scozzari, Fabio Tardella
An optimization-diversification approach to portfolio selection. J. Glob. Optim. 76 (2) (2020)
Satoko Moriguchi, Kazuo Murota, Akihisa Tamura, Fabio Tardella
Scaling, proximity, and optimization of integrally convex functions. Math. Program. 175 (1-2) (2019)
Éric Balandraud, Fabio Tardella, Maurice Queyranne
Largest Minimal Inversion-Complete and Pair-Complete Sets of Permutations. Comb. 38 (1) (2018)
Esteban Salgado, Andrea Scozzari, Fabio Tardella, Leo Liberti
Alternating Current Optimal Power Flow with Generator Selection. ISCO (2018)
Andrea Scozzari, Fabio Tardella
Complexity of some graph-based bounds on the probability of a union of events. Discret. Appl. Math. 244 (2018)
Renato Bruni, Francesco Cesarone, Andrea Scozzari, Fabio Tardella
On exact and approximate stochastic dominance strategies for portfolio selection. Eur. J. Oper. Res. 259 (1) (2017)
Maurice Queyranne, Fabio Tardella
Carathéodory, Helly, and Radon Numbers for Sublattice and Related Convexities. Math. Oper. Res. 42 (2) (2017)
Francesco Cesarone, Fabio Tardella
Equal Risk Bounding is better than Risk Parity for portfolio selection. J. Glob. Optim. 68 (2) (2017)
Satoko Moriguchi, Kazuo Murota, Akihisa Tamura, Fabio Tardella
Scaling and Proximity Properties of Integrally Convex Functions. ISAAC (2016)
Renato Bruni, Francesco Cesarone, Andrea Scozzari, Fabio Tardella
A linear risk-return model for enhanced indexation in portfolio optimization. OR Spectr. 37 (3) (2015)
Francesco Cesarone, Andrea Scozzari, Fabio Tardella
Linear vs. quadratic portfolio selection models with hard real-world constraints. Comput. Manag. Sci. 12 (3) (2015)
Endre Boros, Andrea Scozzari, Fabio Tardella, Pierangela Veneziani
Polynomially Computable Bounds for the Probability of the Union of Events. Math. Oper. Res. 39 (4) (2014)
Francesco Cesarone, Andrea Scozzari, Fabio Tardella
A new method for mean-variance portfolio optimization with cardinality constraints. Ann. Oper. Res. 205 (1) (2013)
Andrea Scozzari, Fabio Tardella, Sandra Paterlini, Thiemo Krink
Exact and heuristic approaches for the index tracking problem with UCITS constraints. Ann. Oper. Res. 205 (1) (2013)
Frieda Granot, S. Thomas McCormick, Maurice Queyranne, Fabio Tardella
Structural and algorithmic properties for parametric minimum cuts. Math. Program. 135 (1-2) (2012)
Andrea Scozzari, Fabio Tardella
On the Complexity of Graph-Based Bounds for the Probability Bounding Problem. CTW (2009)
Andrea Scozzari, Fabio Tardella
On the complexity of some subgraph problems. Discret. Appl. Math. 157 (17) (2009)
Immanuel M. Bomze, Marco Locatelli, Fabio Tardella
New and old bounds for standard quadratic optimization: dominance, equivalence and incomparability. Math. Program. 115 (1) (2008)
Fabio Tardella
Existence and sum decomposition of vertex polyhedral convex envelopes. Optim. Lett. 2 (3) (2008)
Maurice Queyranne, Fabio Tardella
Sublattices of product spaces: Hulls, representations and counting. Discret. Math. 308 (9) (2008)
Andrea Scozzari, Fabio Tardella
A clique algorithm for standard quadratic programming. Discret. Appl. Math. 156 (13) (2008)
Fabio Tardella
Connections between Continuous and Combinatorial Optimization Problems through an Extension of the Fundamental Theorem of Linear Programming. CTW (2004)
Fabio Tardella
Connections between continuous and combinatorial optimization problems through an extension of the fundamental theorem of Linear Programming. Electron. Notes Discret. Math. 17 (2004)
Maurice Queyranne, Frits C. R. Spieksma, Fabio Tardella
A General Class of Greedily Solvable Linear Programs. Math. Oper. Res. 23 (4) (1998)
Maurice Queyranne, Frits C. R. Spieksma, Fabio Tardella
A general class of greedily solvable linear programs. IPCO (1993)
Fabio Tardella
On a class of functions attaining their maximum at the vertices of a polyhedron. Discret. Appl. Math. 22 (2) (1989)