ARICI, GIORGIO
ARICI, GIORGIO
Dipartimento di Ingegneria dell'Informazione
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A Communication Theoretic Interpretation of Modern Portfolio Theory Including Short Sales, Leverage and Transaction Costs
2018-01-01 Arici, Giorgio; Dalai, Marco; Leonardi, Riccardo; Spalvieri, Arnaldo
A Theory of the Risk for Empirical CVaR with Application to Portfolio Selection
2021-01-01 Arici, G.; Campi, M. C.; Care', A.; Dalai, M.; Ramponi, F. A.
From Log-Optimal Portfolio Theory to Risk Measures: Logarithmic Expected Shortfall
2019-01-01 Arici, Giorgio; Dalai, Marco; Leonardi, Riccardo
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A Communication Theoretic Interpretation of Modern Portfolio Theory Including Short Sales, Leverage and Transaction Costs | 1-gen-2018 | Arici, Giorgio; Dalai, Marco; Leonardi, Riccardo; Spalvieri, Arnaldo | |
| A Theory of the Risk for Empirical CVaR with Application to Portfolio Selection | 1-gen-2021 | Arici, G.; Campi, M. C.; Care', A.; Dalai, M.; Ramponi, F. A. | |
| From Log-Optimal Portfolio Theory to Risk Measures: Logarithmic Expected Shortfall | 1-gen-2019 | Arici, Giorgio; Dalai, Marco; Leonardi, Riccardo |