default search action

combined dblp search
author search
venue search
publication search

ask others

Gabriele Torri

> Home > Persons

Person information

Refine list

refinements active!

zoomed in on ?? of ?? records

view refined list in

export refined list as

showing all ?? records

Journal Articles

see FAQ

What is the meaning of the colors in the publication lists?

2024
[j6]
- view
  - electronic edition via DOI (open access)
  - details & citations
  authority control:
- export record
  dblp key:
  - journals/anor/TorriGP24
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/anor/TorriGP24
Gabriele Torri, Rosella Giacometti, Sandra Paterlini:
Penalized enhanced portfolio replication with asymmetric deviation measures. Ann. Oper. Res. 332(1): 481-531 (2024)
2023
[j5]
- view
  authority control:
- export record
  dblp key:
  - journals/cnsns/TorriG23
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cnsns/TorriG23
Gabriele Torri, Rosella Giacometti:
Financial contagion in banking networks with community structure. Commun. Nonlinear Sci. Numer. Simul. 117: 106924 (2023)
2020
[j4]
- view
  - electronic edition via DOI (open access)
  - details & citations
  authority control:
- export record
  dblp key:
  - journals/cms/GiacomettiTFG20
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cms/GiacomettiTFG20
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)
2019
[j3]
- view
  authority control:
- export record
  dblp key:
  - journals/cms/RussoT19
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cms/RussoT19
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]
- view
  authority control:
- export record
  dblp key:
  - journals/cms/TorriGP19
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cms/TorriGP19
Gabriele Torri, Rosella Giacometti, Sandra Paterlini:
Sparse precision matrices for minimum variance portfolios. Comput. Manag. Sci. 16(3): 375-400 (2019)
2018
[j1]
- view
  authority control:
- export record
  dblp key:
  - journals/eor/TorriGP18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eor/TorriGP18
Gabriele Torri, Rosella Giacometti, Sandra Paterlini:
Robust and sparse banking network estimation. Eur. J. Oper. Res. 270(1): 51-65 (2018)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.