Fabrizio Laurini

According to our database, Fabrizio Laurini authored at least 6 papers between 2006 and 2023.

Collaborative distances:

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

2023

Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints.

Maria Cristina Arcuri, Gino Gandolfi, Fabrizio Laurini

Central Eur. J. Oper. Res., June, 2023

2022

Limit theory and robust evaluation methods for the extremal properties of GARCH(p, q) processes.

Fabrizio Laurini, Paul Fearnhead, Jonathan A. Tawn

Stat. Comput., 2022

2011

Robust estimation of efficient mean-variance frontiers.

Luigi Grossi, Fabrizio Laurini

Adv. Data Anal. Classif., 2011

2009

Smoothing sample extremes: The mixed model approach.

Fabrizio Laurini, Francesco Pauli

Comput. Stat. Data Anal., 2009

A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity.

Luigi Grossi, Fabrizio Laurini

Comput. Stat. Data Anal., 2009

2006

Automatic Classification of Functional Data with Extremal Information.

Fabrizio Laurini, Andrea Cerioli

Proceedings of the Advances in Data Analysis, 2006