Computational Asset Allocation Using One-Sided and Two-Sided Variability Measures. - Simone Farinelli; Damiano Rossello; Luisa Tibiletti (International Conference on Computational Science (4), 2006)

MaxVaR with non-Gaussian distributed returns. - Damiano Rossello (Eur. J. Oper. Res., 2008)

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)

Ranking of investment funds: Acceptability versus robustness. - Damiano Rossello (Eur. J. Oper. Res., 2015)

Portfolio Optimization and Trading Strategies: a Simulation Approach. - Alessio Emanuele Biondo; Laura Mazzarino; Damiano Rossello (AMPM@JURIX, 2021)

A hybrid approach to the discrepancy in financial performance's robustness. - Sally Giuseppe Arcidiacono; Damiano Rossello (Oper. Res., 2022)

Pareto efficiency without topology. - Christos E. Kountzakis; Damiano Rossello (Optim. Lett., 2023)