Computational Asset Allocation Using One-Sided and Two-Sided Variability Measures. - Simone Farinelli; Damiano Rossello; Luisa Tibiletti (International Conference on Computational Science (4), 2006)

Sharpe thinking in asset ranking with one-sided measures. - Simone Farinelli; Luisa Tibiletti (Eur. J. Oper. Res., 2008)

Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio. - Simone Farinelli; Manuel Ferreira; Damiano Rossello; Markus Thoeny; Luisa Tibiletti (Eur. J. Oper. Res., 2009)

Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets. - Simone Farinelli; Luisa Tibiletti (OR, 2015)

Can You Hear the Shape of a Market? Geometric Arbitrage and Spectral Theory. - Simone Farinelli; Hideyuki Takada (Axioms, 2021)

Geometry and Spectral Theory Applied to Credit Bubbles in Arbitrage Markets: The Geometric Arbitrage Approach to Credit Risk. - Simone Farinelli; Hideyuki Takada (Symmetry, 2022)