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Details about Elio Canestrelli

Workplace:Dipartimento di Matematica Applicata (Department of Applied Mathematics), Facoltà di Economia (Faculty of Economics), Università degli Studi di Venezia "Ca' Foscari", (more information at EDIRC)
Facoltà di Economia (Faculty of Economics), Università degli Studi di Venezia "Ca' Foscari", (more information at EDIRC)

Access statistics for papers by Elio Canestrelli.

Last updated 2009-03-09. Update your information in the RePEc Author Service.

Short-id: pca511

Jump to Journal Articles

Working Papers

2008

  1. Tracking error with minimum guarantee constraints
    Working Papers, Department of Applied Mathematics, University of Venice Downloads

2005

  1. Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization
    GE, Growth, Math methods, EconWPA Downloads
  2. Tracking Error: a multistage portfolio model
    GE, Growth, Math methods, EconWPA Downloads View citations

Journal Articles

2005

  1. Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach
    European Journal of Operational Research, 2005, 163, (1), 217-229 Downloads View citations
 

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