3
H index
1
i10 index
22
Citations
Università degli Studi di Milano-Bicocca | 3 H index 1 i10 index 22 Citations RESEARCH PRODUCTION: 5 Articles 1 Papers 3 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Giovanni M Zambruno. | Is cited by: | Cites to: |
| Year | Title of citing document |
|---|---|
| 2026 | Robust bi-objective mean-CVaR portfolio selection: Applications to energy sector. (2026). Hitaj, Asmerilda ; Mastrogiacomo, Elisa ; Molho, Elena. In: Omega. RePEc:eee:jomega:v:138:y:2026:i:c:s0305048325001306. Full description at Econpapers || Download paper |
| 2024 | Enhancing Portfolio Allocation: A Random Matrix Theory Perspective. (2024). Vanni, Fabio ; Mastrogiacomo, Elisa ; Hitaj, Asmerilda. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:9:p:1389-:d:1387490. Full description at Econpapers || Download paper |
| 2024 | A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures. (2024). Kaucic, Massimiliano ; Sbaiz, Gabriele ; Piccotto, Filippo. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:1:d:10.1007_s10287-023-00483-x. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
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| Year | Title | Type | Cited |
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| 2014 | Opinion Dynamics and Price Formation: a Nonlinear Network Model In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Some refinements on fixed income performance attribution In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
| 2016 | Are Smart Beta strategies suitable for hedge fund portfolios? In: Review of Financial Economics. [Full Text][Citation analysis] | article | 10 |
| 2016 | Are Smart Beta strategies suitable for hedge fund portfolios?.(2016) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2023 | Life and Deeds In: International Series in Operations Research & Management Science. [Citation analysis] | chapter | 0 |
| 2023 | His Scientific Contribution In: International Series in Operations Research & Management Science. [Citation analysis] | chapter | 0 |
| 2018 | Portfolio Optimization Using Modified Herfindahl Constraint In: International Series in Operations Research & Management Science. [Citation analysis] | chapter | 4 |
| 2015 | A multiple network approach to corporate governance In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 4 |
| 2010 | Distribution of the ratio of two independent Dagum random variables In: Operations Research and Decisions. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team