Federico Severino

Publication Activity (10 Years)

Years Active: 2018-2024
Publications (10 Years): 2

Top Topics

Portfolio Management

Profit Maximization

Quasi Invariant

Optimal Allocation

Top Venues

Finance Stochastics

Ann. Oper. Res.

Publications

Simone Cerreia-Vioglio, Fulvio Ortu, Francesco Rotondi, Federico Severino
On horizon-consistent mean-variance portfolio allocation. Ann. Oper. Res. 336 (1-2) (2024)
Massimo Marinacci, Federico Severino
Weak time-derivatives and no-arbitrage pricing. Finance Stochastics 22 (4) (2018)