The following pages link to Sandra Paterlini (Q322442):
Displaying 28 items.
- Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization (Q322443) (← links)
- The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance (Q398802) (← links)
- Developing new portfolio strategies by aggregation (Q827154) (← links)
- Technological modelling for graphical models: an approach based on genetic algorithms (Q957013) (← links)
- Clustering financial time series: an application to mutual funds style analysis (Q957018) (← links)
- Differential evolution and particle swarm optimisation in partitional clustering (Q959223) (← links)
- Using differential evolution to improve the accuracy of bank rating systems (Q1020789) (← links)
- Risk minimization in multi-factor portfolios: what is the best strategy? (Q1621911) (← links)
- Tracking hedge funds returns using sparse clones (Q1621921) (← links)
- Robust and sparse banking network estimation (Q1754723) (← links)
- Asset allocation strategies based on penalized quantile regression (Q1789637) (← links)
- Constructing banking networks under decreasing costs of link formation (Q2127361) (← links)
- Differential evolution and combinatorial search for constrained index-tracking (Q2267300) (← links)
- Sparse precision matrices for minimum variance portfolios (Q2320464) (← links)
- Un-diversifying during crises: is it a good idea? (Q2320465) (← links)
- Constructing optimal sparse portfolios using regularization methods (Q2355718) (← links)
- Exact and heuristic approaches for the index tracking problem with UCITS constraints (Q2393352) (← links)
- Optimization heuristics for determining internal rating grading scales (Q2445721) (← links)
- Adaptive Minimax Estimation over Sparse $\ell_q$-Hulls (Q2934056) (← links)
- (Q3295337) (← links)
- (Q3295342) (← links)
- Evolutionary Computation for Modelling and Optimization in Finance (Q3298472) (← links)
- Modeling Operational Risk: Estimation and Effects of Dependencies (Q3298512) (← links)
- Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models (Q4991070) (← links)
- Sparse index clones via the sorted ℓ<sub>1</sub>-Norm (Q5068095) (← links)
- Market making with inventory control and order book information (Q5072917) (← links)
- Cardinality versus<i>q</i>-norm constraints for index tracking (Q5247282) (← links)
- Penalized enhanced portfolio replication with asymmetric deviation measures (Q6596967) (← links)
