Simone Farinelli

According to our database1, Simone Farinelli authored at least 6 papers between 2006 and 2022.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2022
Geometry and Spectral Theory Applied to Credit Bubbles in Arbitrage Markets: The Geometric Arbitrage Approach to Credit Risk.
Symmetry, 2022

2021
Can You Hear the Shape of a Market? Geometric Arbitrage and Spectral Theory.
Axioms, 2021

2015
Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets.
Proceedings of the Operations Research Proceedings 2015, 2015

2009
Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio.
Eur. J. Oper. Res., 2009

2008
Sharpe thinking in asset ranking with one-sided measures.
Eur. J. Oper. Res., 2008

2006
Computational Asset Allocation Using One-Sided and Two-Sided Variability Measures.
Proceedings of the Computational Science, 2006


  Loading...