Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization. - Margherita Giuzio; Davide Ferrari; Sandra Paterlini (Eur. J. Oper. Res., 2016)

Tracking hedge funds returns using sparse clones. - Margherita Giuzio; Kay Eichhorn-Schott; Sandra Paterlini; Vincent Weber (Ann. Oper. Res., 2018)

Un-diversifying during crises: Is it a good idea? - Margherita Giuzio; Sandra Paterlini (Comput. Manag. Sci., 2019)