4
H index
1
i10 index
35
Citations
Elio Canestrelli : Citation Profile
Università Ca' Foscari Venezia | RESEARCH PRODUCTION: 6 Articles 8 Papers 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2005 - 2019). 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:
| Cites to:
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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, Università Ca' Foscari Venezia | 2 |
| GE, Growth, Math methods / University Library of Munich, Germany | 2 |
Recent works citing Elio Canestrelli (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Partial index tracking enhanced mean–variance portfolio. (2025). Cui, Zhenyu ; Simaan, Majeed ; Cai, Zhaokun. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1206-1224. Full description at Econpapers || Download paper |
Works by Elio Canestrelli:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 16 |
| 2005 | Tracking Error: a multistage portfolio model.(2005) In: GE, Growth, Math methods. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | 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 |
| 2014 | Dynamic Tracking Error with Shortfall Control Using Stochastic Programming In: Springer Books. [Citation analysis] | chapter | 0 |
| 2012 | Dynamic tracking error with shortfall control using stochastic programming.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2008 | Spatial Aggregation in Scenario Tree Reduction In: Springer Books. [Citation analysis] | chapter | 0 |
| 2010 | Tracking error with minimum guarantee constraints In: Springer Books. [Citation analysis] | chapter | 1 |
| 2008 | Tracking error with minimum guarantee constraints.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2011 | Combining stochastic programming and optimal control to solve multistage stochastic optimization problems 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 |
| 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 December, 22 2025. Contact: CitEc Team