De Franco, Carmine
- Portfolio Insurance under a risk-measure constraint
2011/02/22 by Carmine De Franco, De Franco, Carmine, Peter Tankov +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #91G10 #Advanced Bandit Algorithms Research #FOS: Economics and business #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Stochastic processes and financial applications #msc:91G10 #q-fin.RM
- Bayesian learning for the Markowitz portfolio selection problem
2018/11/16 by De Franco, Carmine, Nicolle, Johann, Pham, Huyên · 1 citation
#Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM)