Giovanni Bonaccolto

Publication Activity (10 Years)

Years Active: 2018-2022
Publications (10 Years): 4

Top Topics

Expected Values

Automatic Model Selection

Cross Validated

Hyperparameters

Top Venues

Comput. Manag. Sci.

Ann. Oper. Res.

Eur. J. Oper. Res.

Publications

Giovanni Bonaccolto, Massimiliano Caporin, Bertrand B. Maillet
conditional expected shortfalls. Eur. J. Oper. Res. 298 (1) (2022)
Giovanni Bonaccolto
Quantile- based portfolios: post- model- selection estimation with alternative specifications. Comput. Manag. Sci. 18 (3) (2021)
Giovanni Bonaccolto, Sandra Paterlini
Developing new portfolio strategies by aggregation. Ann. Oper. Res. 292 (2) (2020)
Giovanni Bonaccolto, Massimiliano Caporin, Sandra Paterlini
Asset allocation strategies based on penalized quantile regression. Comput. Manag. Sci. 15 (1) (2018)