Elio Canestrelli : Citation Profile


Are you Elio Canestrelli?

Università Ca' Foscari Venezia

3

H index

1

i10 index

22

Citations

RESEARCH PRODUCTION:

5

Articles

8

Papers

RESEARCH ACTIVITY:

   12 years (2005 - 2017). See details.
   Cites by year: 1
   Journals where Elio Canestrelli has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 10 (31.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca511
   Updated: 2019-11-16    RAS profile: 2019-02-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Elio Canestrelli.

Is cited by:

Paterlini, Sandra (2)

Alexeev, Alexander (2)

Sokolov, Mikhail (2)

Yin, Libo (1)

Beasley, John (1)

Bianchi, Daniele (1)

Bianchi, Daniele (1)

Guidolin, Massimo (1)

Cites to:

Barro, Diana (12)

Alexander, Gordon (4)

Birge, John (4)

Baptista, Alexandre (4)

Ogryczak, Wlodzimierz (4)

Consiglio, Andrea (2)

Ang, Andrew (2)

Wallace, Stein (2)

Zenios, Stavros (2)

Brennan, Michael (2)

Schenk-Hoppé, Klaus (2)

Main data


Where Elio Canestrelli has published?


Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, University of Venice "Ca' Foscari"4
Working Papers / Department of Applied Mathematics, Universit Ca' Foscari Venezia2
GE, Growth, Math methods / University Library of Munich, Germany2

Recent works citing Elio Canestrelli (2018 and 2017)


YearTitle of citing document
2017Index tracking and enhanced indexing using cointegration and correlation with endogenous portfolio selection. (2017). Santanna, Leonardo R ; Caldeira, Joo F ; Filomena, Tiago P. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:146-157.

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2018Applying Time Series Decomposition to Construct Index-Tracking Portfolio. (2018). Nakayama, Jun ; Yokouchi, Daisuke . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:4:d:10.1007_s10690-018-9252-7.

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2019Investigating Lock Delay on the Upper Mississippi River: a Spatial Panel Analysis. (2019). English, Burton C ; Sharma, Bijay P ; Yu, Edward T. In: Networks and Spatial Economics. RePEc:kap:netspa:v:19:y:2019:i:1:d:10.1007_s11067-018-9395-0.

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2019The Impact of International Crises on Maritime Transportation Based Global Value Chains. (2019). Ukkusuri, Satish V ; Narayanan, Badri ; Mesa-Arango, Rodrigo . In: Networks and Spatial Economics. RePEc:kap:netspa:v:19:y:2019:i:2:d:10.1007_s11067-017-9377-7.

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2019A Dynamic and Flexible Berth Allocation Model with Stochastic Vessel Arrival Times. (2019). Lin, Han-Chun ; Hsieh, Jun-Hsiao ; Lu, Chung-Cheng ; Yan, Shangyao. In: Networks and Spatial Economics. RePEc:kap:netspa:v:19:y:2019:i:3:d:10.1007_s11067-018-9434-x.

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2017Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming. (2017). Santanna, Leonardo Riegel ; Borenstein, Denis ; Guedes, Pablo Cristini ; Filomena, Tiago Pascoal . In: Annals of Operations Research. RePEc:spr:annopr:v:258:y:2017:i:2:d:10.1007_s10479-016-2111-x.

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2018Should business rely on business cycle forecasting?. (2018). Rotheli, Tobias F. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:26:y:2018:i:1:d:10.1007_s10100-017-0477-8.

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2019Volatility versus downside risk: performance protection in dynamic portfolio strategies. (2019). Consigli, Giorgio ; Canestrelli, Elio ; Barro, Diana . In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:3:d:10.1007_s10287-018-0310-4.

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Works by Elio Canestrelli:


YearTitleTypeCited
2005Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach In: European Journal of Operational Research.
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article3
2017Managing the Ship Movements in the Port of Venice In: Networks and Spatial Economics.
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article3
2009Tracking error: a multistage portfolio model In: Annals of Operations Research.
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article12
2005Tracking Error: a multistage portfolio model.(2005) In: GE, Growth, Math methods.
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This paper has another version. Agregated cites: 12
paper
2014Downside risk in multiperiod tracking error models In: Central European Journal of Operations Research.
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article3
2012Downside risk in multiperiod tracking error models.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2016Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems In: OR Spectrum: Quantitative Approaches in Management.
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2011Combining stochastic programming and optimal control to solve multistage stochastic optimization problems In: Working Papers.
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2012Dynamic tracking error with shortfall control using stochastic programming In: Working Papers.
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2014Volatility vs. downside risk: optimally protecting against drawdowns and maintaining portfolio performance In: Working Papers.
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2008Tracking error with minimum guarantee constraints In: Working Papers.
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paper1
2009Portfolio management with minimum guarantees: some modeling and optimization issues In: Working Papers.
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paper0
2005Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization In: GE, Growth, Math methods.
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paper0

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