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Manuel L. Martino
ORCID
Publication Activity (10 Years)
Years Active: 2023-2023
Publications (10 Years): 1
Top Topics
Quadratic Programming
Robust Optimization
Decision Theory
Risk Measures
Top Venues
OR Spectr.
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Publications
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Francesco Cesarone
,
Manuel L. Martino
,
Fabio Tardella
Mean-Variance-VaR portfolios: MIQP formulation and performance analysis.
OR Spectr.
45 (3) (2023)