Prohlížení dle autora "Paterlini, Sandra"
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Penalized enhanced portfolio replication with asymmetric deviation measures
Torri, Gabriele; Giacometti, Rosella; Paterlini, Sandra (Annals of Operations Research. 2023.) -
Robust and sparse banking network estimation
Torri, Gabriele; Giacometti, Rosella; Paterlini, Sandra (European Journal of Operational Research. 2018, vol. 270, issue 1, p. 51-65.) -
Sparse precision matrices for minimum variance portfolios
Torri, Gabriele; Giacometti, Rosella; Paterlini, Sandra (Computational Management Science. 2019, vol. 16, issue 3, p. 375-400.)