Damiano Rossello

According to our database, Damiano Rossello authored at least 7 papers between 2006 and 2023.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2023

Pareto efficiency without topology.

Christos E. Kountzakis, Damiano Rossello

Optim. Lett., September, 2023

2022

A hybrid approach to the discrepancy in financial performance's robustness.

Sally Giuseppe Arcidiacono, Damiano Rossello

Oper. Res., 2022

2021

Portfolio Optimization and Trading Strategies: a Simulation Approach.

Alessio Emanuele Biondo, Laura Mazzarino, Damiano Rossello

Proceedings of the 1st Workshop on Agent-based Modeling and Policy-Making (AMPM2021) co-located with 34th International Conference on Legal Knowledge and Information Systems (JURIX2021), 2021

2015

Ranking of investment funds: Acceptability versus robustness.

Damiano Rossello

Eur. J. Oper. Res., 2015

2009

Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio.

Simone Farinelli, Manuel Ferreira, Damiano Rossello, Markus Thoeny, Luisa Tibiletti

Eur. J. Oper. Res., 2009

2008

MaxVaR with non-Gaussian distributed returns.

Damiano Rossello

Eur. J. Oper. Res., 2008

2006

Computational Asset Allocation Using One-Sided and Two-Sided Variability Measures.

Simone Farinelli, Damiano Rossello, Luisa Tibiletti

Proceedings of the Computational Science, 2006