Valerio Giuseppe Sasso

Publication Activity (10 Years)

Years Active: 2023-2023
Publications (10 Years): 2

Top Topics

Variational Inequalities

Multistage Stochastic

Portfolio Selection

Top Venues

Comput. Manag. Sci.

Publications

Francesco Cesarone, Lorenzo Lampariello, Davide Merolla, Jacopo M. Ricci, Simone Sagratella, Valerio Giuseppe Sasso
A bilevel approach to ESG multi-portfolio selection. Comput. Manag. Sci. 20 (1) (2023)
Giancarlo Bigi, Lorenzo Lampariello, Simone Sagratella, Valerio Giuseppe Sasso
Approximate variational inequalities and equilibria. Comput. Manag. Sci. 20 (1) (2023)