Simone Farinelli

Publication Activity (10 Years)

Years Active: 2006-2022
Publications (10 Years): 2

Top Topics

Geometric Shapes

Financial Markets

Portfolio Management

Top Venues

Publications

Simone Farinelli, Hideyuki Takada
Geometry and Spectral Theory Applied to Credit Bubbles in Arbitrage Markets: The Geometric Arbitrage Approach to Credit Risk. Symmetry 14 (7) (2022)
Simone Farinelli, Hideyuki Takada
Can You Hear the Shape of a Market? Geometric Arbitrage and Spectral Theory. Axioms 10 (4) (2021)
Simone Farinelli, Luisa Tibiletti
Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets. OR (2015)
Simone Farinelli, Manuel Ferreira, Damiano Rossello, Markus Thoeny, Luisa Tibiletti
Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio. Eur. J. Oper. Res. 192 (1) (2009)
Simone Farinelli, Luisa Tibiletti
Sharpe thinking in asset ranking with one-sided measures. Eur. J. Oper. Res. 185 (3) (2008)
Simone Farinelli, Damiano Rossello, Luisa Tibiletti
Computational Asset Allocation Using One-Sided and Two-Sided Variability Measures. International Conference on Computational Science (4) (2006)