BibTeX records: Giovanni Bonaccolto

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@article{DBLP:journals/eor/BonaccoltoCM22,
  author       = {Giovanni Bonaccolto and
                  Massimiliano Caporin and
                  Bertrand B. Maillet},
  title        = {Dynamic large financial networks \emph{via} conditional expected shortfalls},
  journal      = {Eur. J. Oper. Res.},
  volume       = {298},
  number       = {1},
  pages        = {322--336},
  year         = {2022},
  url          = {https://doi.org/10.1016/j.ejor.2021.06.037},
  doi          = {10.1016/J.EJOR.2021.06.037},
  timestamp    = {Sat, 09 Apr 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/eor/BonaccoltoCM22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/Bonaccolto21,
  author       = {Giovanni Bonaccolto},
  title        = {Quantile- based portfolios: post- model- selection estimation with
                  alternative specifications},
  journal      = {Comput. Manag. Sci.},
  volume       = {18},
  number       = {3},
  pages        = {355--383},
  year         = {2021},
  url          = {https://doi.org/10.1007/s10287-021-00396-7},
  doi          = {10.1007/S10287-021-00396-7},
  timestamp    = {Thu, 12 Aug 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/Bonaccolto21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/BonaccoltoP20,
  author       = {Giovanni Bonaccolto and
                  Sandra Paterlini},
  title        = {Developing new portfolio strategies by aggregation},
  journal      = {Ann. Oper. Res.},
  volume       = {292},
  number       = {2},
  pages        = {933--971},
  year         = {2020},
  url          = {https://doi.org/10.1007/s10479-019-03207-0},
  doi          = {10.1007/S10479-019-03207-0},
  timestamp    = {Mon, 26 Oct 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/anor/BonaccoltoP20.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/BonaccoltoCP18,
  author       = {Giovanni Bonaccolto and
                  Massimiliano Caporin and
                  Sandra Paterlini},
  title        = {Asset allocation strategies based on penalized quantile regression},
  journal      = {Comput. Manag. Sci.},
  volume       = {15},
  number       = {1},
  pages        = {1--32},
  year         = {2018},
  url          = {https://doi.org/10.1007/s10287-017-0288-3},
  doi          = {10.1007/S10287-017-0288-3},
  timestamp    = {Mon, 26 Oct 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/cms/BonaccoltoCP18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}