Robust and sparse banking network estimation. - Gabriele Torri; Rosella Giacometti; Sandra Paterlini (Eur. J. Oper. Res., 2018)

Calibration of one-factor and two-factor Hull-White models using swaptions. - Vincenzo Russo; Gabriele Torri (Comput. Manag. Sci., 2019)

Sparse precision matrices for minimum variance portfolios. - Gabriele Torri; Rosella Giacometti; Sandra Paterlini (Comput. Manag. Sci., 2019)

Risk attribution and interconnectedness in the EU via CDS data. - Rosella Giacometti; Gabriele Torri; Giulia Farina; Maria Elena De Giuli (Comput. Manag. Sci., 2020)

Financial contagion in banking networks with community structure. - Gabriele Torri; Rosella Giacometti (Commun. Nonlinear Sci. Numer. Simul., 2023)

Penalized enhanced portfolio replication with asymmetric deviation measures. - Gabriele Torri; Rosella Giacometti; Sandra Paterlini (Ann. Oper. Res., 2024)