Margherita Giuzio

Publication Activity (10 Years)

Years Active: 2016-2019
Publications (10 Years): 3

Top Topics

Robust Optimization

Compressive Sensing

Deformable Objects

Top Venues

Ann. Oper. Res.

Comput. Manag. Sci.

Eur. J. Oper. Res.

Publications

Margherita Giuzio, Sandra Paterlini
Un-diversifying during crises: Is it a good idea? Comput. Manag. Sci. 16 (3) (2019)
Margherita Giuzio, Kay Eichhorn-Schott, Sandra Paterlini, Vincent Weber
Tracking hedge funds returns using sparse clones. Ann. Oper. Res. 266 (1-2) (2018)
Margherita Giuzio, Davide Ferrari, Sandra Paterlini
Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization. Eur. J. Oper. Res. 250 (1) (2016)