Marco Cassader

Benchmark Tracking Portfolio Problems with Stochastic Ordering Constraints

Marco Cassader, 2015 .

Portfolio selection strategy for fixed income markets with immunization on average

Marco Cassader, T. Tichý, S. Ortobelli, 2016, Annals of Operations Research.

Portfolio selection strategy for fixed income markets with immunization on average

Sergio Ortobelli Lozza, Sebastiano Vitali, Tomás Tichý, 2018, Ann. Oper. Res..

Supplement BENCHMARK TRACKING PORTFOLIO PROBLEMS WITH STOCHASTIC ORDERING CONSTRAINTS Field of study

Marco Cassader, S. O. Lozza, 2015 .