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Gabriele Torri
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2020 – today
- 2024
- [j6]Gabriele Torri
, Rosella Giacometti
, Sandra Paterlini
:
Penalized enhanced portfolio replication with asymmetric deviation measures. Ann. Oper. Res. 332(1): 481-531 (2024) - 2023
- [j5]Gabriele Torri
, Rosella Giacometti:
Financial contagion in banking networks with community structure. Commun. Nonlinear Sci. Numer. Simul. 117: 106924 (2023) - 2020
- [j4]Rosella Giacometti
, Gabriele Torri
, Giulia Farina, Maria Elena De Giuli
:
Risk attribution and interconnectedness in the EU via CDS data. Comput. Manag. Sci. 17(4): 549-567 (2020)
2010 – 2019
- 2019
- [j3]Vincenzo Russo, Gabriele Torri
:
Calibration of one-factor and two-factor Hull-White models using swaptions. Comput. Manag. Sci. 16(1-2): 275-295 (2019) - [j2]Gabriele Torri
, Rosella Giacometti
, Sandra Paterlini
:
Sparse precision matrices for minimum variance portfolios. Comput. Manag. Sci. 16(3): 375-400 (2019) - 2018
- [j1]Gabriele Torri
, Rosella Giacometti
, Sandra Paterlini
:
Robust and sparse banking network estimation. Eur. J. Oper. Res. 270(1): 51-65 (2018)
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