Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach. - Diana Barro; Elio Canestrelli (Eur. J. Oper. Res., 2005)

Portfolio management with minimum guarantees: some modeling and optimization issues. - Diana Barro; Elio Canestrelli (WIRN, 2009)

Tracking error: a multistage portfolio model. - Diana Barro; Elio Canestrelli (Ann. Oper. Res., 2009)

Credit contagion in a network of firms with spatial interaction. - Diana Barro; Antonella Basso (Eur. J. Oper. Res., 2010)

Downside risk in multiperiod tracking error models. - Diana Barro; Elio Canestrelli (Central Eur. J. Oper. Res., 2014)

Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems. - Diana Barro; Elio Canestrelli (OR Spectr., 2016)

Volatility versus downside risk: performance protection in dynamic portfolio strategies. - Diana Barro; Elio Canestrelli; Giorgio Consigli (Comput. Manag. Sci., 2019)

Alternative Probability Weighting Functions in Behavioral Portfolio Selection. - Diana Barro; Marco Corazza; Martina Nardon (SIS, 2021)