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Francesco Rotondi
ORCID
Publication Activity (10 Years)
Years Active: 2022-2024
Publications (10 Years): 2
Top Topics
Optimal Allocation
Investment Strategies
Quadratic Programming
Transaction Costs
Top Venues
Ann. Oper. Res.
Comput. Manag. Sci.
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Publications
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Simone Cerreia-Vioglio
,
Fulvio Ortu
,
Francesco Rotondi
,
Federico Severino
On horizon-consistent mean-variance portfolio allocation.
Ann. Oper. Res.
336 (1-2) (2024)
Anna Battauz
,
Francesco Rotondi
American options and stochastic interest rates.
Comput. Manag. Sci.
19 (4) (2022)