Andrea Rigamonti

Orcid: 0000-0003-3327-019X

According to our database¹, Andrea Rigamonti authored at least 3 papers between 2020 and 2026.

Collaborative distances:

Timeline

Book In proceedings Article PhD thesis Dataset Other

2026

Smoothed semicovariance estimation for portfolio selection.

[DOI]

Ann. Oper. Res., February, 2026

2024

Mean-semivariance portfolio optimization using minimum average partial.

[DOI]

Ann. Oper. Res., March, 2024

2020

Asset allocation under predictability and parameter uncertainty using LASSO.

[DOI]

Comput. Manag. Sci., 2020