Elio Canestrelli

According to our database, Elio Canestrelli authored at least 8 papers between 1996 and 2019.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2019

Volatility versus downside risk: performance protection in dynamic portfolio strategies.

Diana Barro, Elio Canestrelli, Giorgio Consigli

Comput. Manag. Sci., 2019

2016

Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems.

Diana Barro, Elio Canestrelli

OR Spectr., 2016

2014

Downside risk in multiperiod tracking error models.

Diana Barro, Elio Canestrelli

Central Eur. J. Oper. Res., 2014

2009

Tracking error: a multistage portfolio model.

Diana Barro, Elio Canestrelli

Ann. Oper. Res., 2009

Portfolio management with minimum guarantees: some modeling and optimization issues.

Diana Barro, Elio Canestrelli

Proceedings of the Neural Nets WIRN09, 2009

2007

Local Learning of Tide Level Time Series using a Fuzzy Approach.

Elio Canestrelli, P. Canestrelli, Marco Corazza, Maurizio Filippone, Silvio Giove, Francesco Masulli

Proceedings of the International Joint Conference on Neural Networks, 2007

2005

Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach.

Diana Barro, Elio Canestrelli

Eur. J. Oper. Res., 2005

1996

Stability in possibilistic quadratic programming.

Elio Canestrelli, Silvio Giove, Robert Fullér

Fuzzy Sets Syst., 1996