Marco Bonomelli

According to our database, Marco Bonomelli authored at least 2 papers between 2020 and 2026.

Collaborative distances:

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

2026

Mean-CVaR portfolio optimization under ESG disagreement.

Davide Lauria, Marco Bonomelli, Gabriele Torri, Rosella Giacometti

Comput. Manag. Sci., June, 2026

2020

Joint tails impact in stochastic volatility portfolio selection models.

Marco Bonomelli, Rosella Giacometti, Sergio Ortobelli Lozza

Ann. Oper. Res., 2020