Details about Fabio Stella

Access statistics for papers by Fabio Stella.

Last updated 2015-07-09. Update your information in the RePEc Author Service.

Short-id: pst355

Working Papers

2010

1. Defensive online portfolio selection
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Defensive online portfolio selection, International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd (2011) (2011)

2000

2. Nonstationary Optimization Approach for Finding Universal Portfolios
   MPRA Paper, University Library of Munich, Germany View citations (12)

Journal Articles

2014

1. A continuous time Bayesian network classifier for intraday FX prediction
   Quantitative Finance, 2014, 14, (12), 2079-2092 View citations (2)

2011

2. Defensive online portfolio selection
   International Journal of Financial Markets and Derivatives, 2011, 2, (1/2), 88-105
   See also Working Paper Defensive online portfolio selection, MPRA Paper (2010) (2010)

2007

3. Constant rebalanced portfolios and side-information
   Quantitative Finance, 2007, 7, (2), 161-173 View citations (3)

2003

4. On-line portfolio selection using stochastic programming
   Journal of Economic Dynamics and Control, 2003, 27, (6), 1013-1043 View citations (12)

1997

5. Stochastic optimization on Bayesian nets
   European Journal of Operational Research, 1997, 101, (2), 360-373