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Giorgio Arici
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 1
Top Topics
Multistage Stochastic
Portfolio Selection
Theoretical Framework
Risk Averse
Top Venues
J. Syst. Sci. Complex.
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Publications
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Giorgio Arici
,
Marco C. Campi
,
Algo Carè
,
Marco Dalai
,
Federico A. Ramponi
A Theory of the Risk for Empirical CVaR with Application to Portfolio Selection.
J. Syst. Sci. Complex.
34 (5) (2021)