2009 | ||
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3 | EE | Simone Farinelli, Manuel Ferreira, Damiano Rossello, Markus Thoeny, Luisa Tibiletti: Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio. European Journal of Operational Research 192(1): 209-215 (2009) |
2008 | ||
2 | EE | Simone Farinelli, Luisa Tibiletti: Sharpe thinking in asset ranking with one-sided measures. European Journal of Operational Research 185(3): 1542-1547 (2008) |
2006 | ||
1 | EE | Simone Farinelli, Damiano Rossello, Luisa Tibiletti: Computational Asset Allocation Using One-Sided and Two-Sided Variability Measures. International Conference on Computational Science (4) 2006: 324-331 |
1 | Manuel Ferreira | [3] |
2 | Damiano Rossello | [1] [3] |
3 | Markus Thoeny | [3] |
4 | Luisa Tibiletti | [1] [2] [3] |