UBERTI, PIERPAOLO
UBERTI, PIERPAOLO
DIPARTIMENTO DI STATISTICA E METODI QUANTITATIVI
A singular value decomposition based approach to handle ill-conditioning in optimization problems with applications to portfolio theory
2022 Fassino, C; Torrente, M; Uberti, P
A rescaling technique to improve numerical stability of portfolio optimization problems
2022 Torrente, M; Uberti, P
A new approach in model selection for ordinal target variables
2022 Ballante, E; Figini, S; Uberti, P
Numerical stability of optimal mean variance portfolios
2021 Fassino, C; Torrente, M; Uberti, P
Risk seeking or risk averse? Phenomenology and perception
2021 Lucarelli, C; Maggi, M; Uberti, P
Unleveraged Portfolios and Pure Allocation Return
2021 Alemanni, B; Maggi, M; Uberti, P
Connectedness versus diversification: two sides of the same coin
2021 Torrente, M; Uberti, P
Polarized Classification Tree Models: Theory and Computational Aspects
2021 Ballante, E; Galvani, M; Uberti, P; Figini, S
Google search volumes for portfolio management: performances and asset concentration
2021 Maggi, M; Uberti, P
Portfolio Leverage in Asset Allocation Problems
2020 Maggi, M; Uberti, P
Proper measures of connectedness
2020 Maggi, M; Torrente, M; Uberti, P
The market rank indicator to detect financial distress
2020 Figini, S; Maggi, M; Uberti, P
Advances in Optimization and Decision Science for Society, Services and Enterprises
2019 Paolucci, M; Sciomachen, A; Uberti, P
MODEL OF MODELS: A NEW PERSPECTIVE TO DEAL WITH MODEL UNCERTAINTY
2019 Figini, S; Uberti, P; Laura Torrente, M
A Note on Statistical Arbitrage and Long Term Market Efficiency
2019 Maggi, M; Uberti, P
UNCERTAINTY INTERVAL TO ASSESS PERFORMANCES OF CREDIT RISK MODELS
2019 Figini, S; Uberti, P
What are investors afraid of? Finding the big bad wolf
2019 Alemanni, B; Uberti, P
Google searches for portfolio management: A risk and return analysis
2018 Maggi, M; Uberti, P
New indicators in sistemic risks analytics: Theory and applications
2017 Uberti, P; Maggi, M; Figini, S
Risk Seeking or Risk aversion? Phenomenology and Perception
2016 Lucarelli, C; Maggi, M; Uberti, P