Tardella Fabio

Fabio Tardella

Information about the author Fabio Tardella will soon be added to the site.
Found 5 papers in total
Equal Risk Bounding is better than Risk Parity for portfolio selection
Equal Risk Bounding is better than Risk Parity for portfolio selection
2017
Risk Parity (RP), also called equally weighted risk contribution, is a recent approach...
Linear vs. quadratic portfolio selection models with hard real-world constraints
Linear vs. quadratic portfolio selection models with hard real-world constraints
2015
Several risk–return portfolio models take into account practical limitations on...
A new method for mean‐variance portfolio optimization with cardinality constraints
A new method for mean‐variance portfolio optimization with cardinality constraints
2013
Several portfolio selection models take into account practical limitations on the...
Exact and heuristic approaches for the index tracking problem with UCITS constraints
Exact and heuristic approaches for the index tracking problem with UCITS constraints
2013
Index tracking aims at determining an optimal portfolio that replicates the...
Convexity in nonlinear integer programming
Convexity in nonlinear integer programming
1990
The authors introduce a notion of convexity, called integer convexity, for a function...
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