Giorgio Costa

According to our database¹, Giorgio Costa authored at least 4 papers between 2020 and 2023.

Collaborative distances:

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2023

Risk-allocation-based index tracking.

[BibT_eX]

[DOI]

Comput. Oper. Res., June, 2023

2022

Data-driven distributionally robust risk parity portfolio optimization.

[BibT_eX]

[DOI]

Optim. Methods Softw., 2022

Distributionally Robust End-to-End Portfolio Construction.

[BibT_eX]

[DOI]

CoRR, 2022

2020

Generalized risk parity portfolio optimization: an ADMM approach.

[BibT_eX]

[DOI]

J. Glob. Optim., 2020