XVII Workshop on Quantitative Finance -- Session on PORTFOLIO SELECTION (Sala Stemmi)
Parallel Sessions
28 January 2016 - 28 January 2016Current List of Participants (See Documents)
Flavio Angelini
Communication: PORTFOLIO SELECTION: Optimal Asset Allocation In Money Management Under Mean-Reverting Returns
Leonardo Becchetti
Communication: PORTFOLIO SELECTION: Fishing the Corporate Social Responsibility Risk Factors
Renato Bruni
Communication: PORTFOLIO SELECTION: On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection
Francesco Cesarone
Communication: PORTFOLIO SELECTION: On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection
Rocco Ciciretti
Communication: PORTFOLIO SELECTION: Fishing the Corporate Social Responsibility Risk Factors
Ambrogio Dalò
Communication: PORTFOLIO SELECTION: Fishing the Corporate Social Responsibility Risk Factors
Romain Deguest
Communication: PORTFOLIO SELECTION: Risk budgeting and diversifi cation based on optimized uncorrelated factors
Stefano Herzel
Communication: PORTFOLIO SELECTION: Optimal Asset Allocation In Money Management Under Mean-Reverting Returns
Attilio Meucci
Communication: PORTFOLIO SELECTION: Risk budgeting and diversifi cation based on optimized uncorrelated factors
Marco Nicolosi
Communication: PORTFOLIO SELECTION: Optimal Asset Allocation In Money Management Under Mean-Reverting Returns