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Gabriele Torri

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2024
[j6]
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  - journals/anor/TorriGP24
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Gabriele Torri, Rosella Giacometti, Sandra Paterlini:
Penalized enhanced portfolio replication with asymmetric deviation measures. Ann. Oper. Res. 332(1): 481-531 (2024)
2023
[j5]
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Gabriele Torri, Rosella Giacometti:
Financial contagion in banking networks with community structure. Commun. Nonlinear Sci. Numer. Simul. 117: 106924 (2023)
2020
[j4]
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Rosella Giacometti, Gabriele Torri, Giulia Farina, Maria Elena De Giuli:
Risk attribution and interconnectedness in the EU via CDS data. Comput. Manag. Sci. 17(4): 549-567 (2020)
2019
[j3]
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Vincenzo Russo, Gabriele Torri:
Calibration of one-factor and two-factor Hull-White models using swaptions. Comput. Manag. Sci. 16(1-2): 275-295 (2019)
[j2]
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Gabriele Torri, Rosella Giacometti, Sandra Paterlini:
Sparse precision matrices for minimum variance portfolios. Comput. Manag. Sci. 16(3): 375-400 (2019)
2018
[j1]
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Gabriele Torri, Rosella Giacometti, Sandra Paterlini:
Robust and sparse banking network estimation. Eur. J. Oper. Res. 270(1): 51-65 (2018)

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