Gabriele Torri

According to our database, Gabriele Torri authored at least 7 papers between 2018 and 2026.

Collaborative distances:

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

2026

Mean-CVaR portfolio optimization under ESG disagreement.

Davide Lauria, Marco Bonomelli, Gabriele Torri, Rosella Giacometti

Comput. Manag. Sci., June, 2026

2024

Penalized enhanced portfolio replication with asymmetric deviation measures.

Gabriele Torri, Rosella Giacometti, Sandra Paterlini

Ann. Oper. Res., January, 2024

2023

Financial contagion in banking networks with community structure.

Gabriele Torri, Rosella Giacometti

Commun. Nonlinear Sci. Numer. Simul., 2023

2020

Risk attribution and interconnectedness in the EU via CDS data.

Rosella Giacometti, Gabriele Torri, Giulia Farina, Maria Elena De Giuli

Comput. Manag. Sci., 2020

2019

Sparse precision matrices for minimum variance portfolios.

Gabriele Torri, Rosella Giacometti, Sandra Paterlini

Comput. Manag. Sci., 2019

Calibration of one-factor and two-factor Hull-White models using swaptions.

Vincenzo Russo, Gabriele Torri

Comput. Manag. Sci., 2019

2018

Robust and sparse banking network estimation.

Gabriele Torri, Rosella Giacometti, Sandra Paterlini

Eur. J. Oper. Res., 2018