4
H index
1
i10 index
33
Citations
Università Ca' Foscari Venezia | 4 H index 1 i10 index 33 Citations RESEARCH PRODUCTION: 6 Articles 8 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Department of Economics, University of Venice "Ca' Foscari" | 4 |
Working Papers / Department of Applied Mathematics, Universit� Ca' Foscari Venezia | 2 |
GE, Growth, Math methods / University Library of Munich, Germany | 2 |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2005 | Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 5 |
2017 | Managing the Ship Movements in the Port of Venice In: Networks and Spatial Economics. [Full Text][Citation analysis] | article | 4 |
2009 | Tracking error: a multistage portfolio model In: Annals of Operations Research. [Full Text][Citation analysis] | article | 14 |
2005 | Tracking Error: a multistage portfolio model.(2005) In: GE, Growth, Math methods. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2014 | Downside risk in multiperiod tracking error models In: Central European Journal of Operations Research. [Full Text][Citation analysis] | article | 5 |
2012 | Downside risk in multiperiod tracking error models.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2019 | Volatility versus downside risk: performance protection in dynamic portfolio strategies In: Computational Management Science. [Full Text][Citation analysis] | article | 4 |
2016 | Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems In: OR Spectrum: Quantitative Approaches in Management. [Full Text][Citation analysis] | article | 0 |
2008 | Spatial Aggregation in Scenario Tree Reduction In: Springer Books. [Citation analysis] | chapter | 0 |
2011 | Combining stochastic programming and optimal control to solve multistage stochastic optimization problems In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Dynamic tracking error with shortfall control using stochastic programming In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Volatility vs. downside risk: optimally protecting against drawdowns and maintaining portfolio performance In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Tracking error with minimum guarantee constraints In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2009 | Portfolio management with minimum guarantees: some modeling and optimization issues In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization In: GE, Growth, Math methods. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team