Targino, Rodrigo S.

1. Risk Budgeting Allocation for Dynamic Risk Measures
   2023/05/18 by Pesenti, Silvana M., Jaimungal, Sebastian, Saporito, Yuri F. +1 · 4 citations
   #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Portfolio Management (q-fin.PM) #Risk Management (q-fin.RM)
2. Risk Budgeting Portfolios from Simulations
   2023/02/02 by Bernardo Freitas Paulo da Costa, Silvana M. Pesenti, da Costa, Bernardo Freitas Paulo +3 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Engineering · #FOS: Economics and business #Financial Markets and Investment Strategies #Portfolio Management (q-fin.PM) #Reservoir Engineering and Simulation Methods #Risk Management (q-fin.RM) #Risk and Portfolio Optimization
3. Conformal prediction for frequency-severity modeling
   2023/07/24 by Graziadei, Helton, F., Paulo C. Marques, de Melo, Eduardo F. L. +1 · 1 citation
   #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Methodology (stat.ME)