Login / Signup
Marco Bonomelli
Publication Activity (10 Years)
Years Active: 2020-2020
Publications (10 Years): 1
Top Topics
Portfolio Selection
Monte Carlo
Top Venues
Ann. Oper. Res.
</>
Publications
</>
Marco Bonomelli
,
Rosella Giacometti
,
Sergio Ortobelli Lozza
Joint tails impact in stochastic volatility portfolio selection models.
Ann. Oper. Res.
292 (2) (2020)