Giovanni Bonaccolto

According to our database, Giovanni Bonaccolto authored at least 4 papers between 2018 and 2022.

Collaborative distances:

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

2022

Dynamic large financial networks <i>via</i> conditional expected shortfalls.

Giovanni Bonaccolto, Massimiliano Caporin, Bertrand B. Maillet

Eur. J. Oper. Res., 2022

2021

Quantile- based portfolios: post- model- selection estimation with alternative specifications.

Giovanni Bonaccolto

Comput. Manag. Sci., 2021

2020

Developing new portfolio strategies by aggregation.

Giovanni Bonaccolto, Sandra Paterlini

Ann. Oper. Res., 2020

2018

Asset allocation strategies based on penalized quantile regression.

Giovanni Bonaccolto, Massimiliano Caporin, Sandra Paterlini

Comput. Manag. Sci., 2018