Maria-Laura Torrente
Università degli Studi di Genova
H-index: 8
Europe-Italy
Top articles of Maria-Laura Torrente
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Risk-adjusted geometric diversified portfolios | Quality & Quantity | Maria-Laura Torrente Pierpaolo Uberti | 2024/2 |
Optimal vaccination in a SIRS epidemic model | Economic Theory | Salvatore Federico Giorgio Ferrari Maria-Laura Torrente | 2022/12/21 |
PER. SEO: analisi dell’efficacia di un percorso in autoformazione per l’assolvimento degli Obblighi Formativi Aggiuntivi | Quaderni del GLIA | Giulia Lombardi Ruggero Pagnan Maria Laura Torrente Rita Cersosimo | 2023/9/8 |
Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business | Decisions in Economics and Finance | Maria-Laura Torrente | 2023/12 |
Irreversible Reinsurance: Minimization of Capital Injections in Presence of a Fixed Cost | arXiv preprint arXiv:2309.16303 | Salvatore Federico Giorgio Ferrari Maria-Laura Torrente | 2023/9/28 |
A rescaling technique to improve numerical stability of portfolio optimization problems | Soft Computing | Maria-Laura Torrente Pierpaolo Uberti | 2023/9 |
A singular value decomposition based approach to handle ill-conditioning in optimization problems with applications to portfolio theory | Chaos, Solitons & Fractals | Claudia Fassino Maria-Laura Torrente Pierpaolo Uberti | 2022/12/1 |
Quartic monoid surfaces with maximum number of lines | Journal of Symbolic Computation | Mauro Carlo Beltrametti Alessandro Logar Maria Laura Torrente | 2022/3/1 |
Connectedness versus diversification: two sides of the same coin | Mathematics and Financial Economics | Maria-Laura Torrente Pierpaolo Uberti | 2021/6 |
Geometric Diversification in Portfolio Theory | Maria-Laura Torrente Pierpaolo Uberti | 2021/5/19 | |
Numerical Stability of Optimal Mean Variance Portfolios | Claudia Fassino Maria-Laura Torrente Pierpaolo Uberti | 2021/12/14 | |
Geometry of the Hough transforms with applications to synthetic data | Mathematics in Computer Science | Mauro Carlo Beltrametti Cristina Campi Anna Maria Massone M Torrente | 2021/12 |
Proper measures of connectedness | Annals of Finance | Mario Maggi Maria-Laura Torrente Pierpaolo Uberti | 2020/12 |
Moore–Penrose approach in the Hough transform framework | Applied Mathematics and Computation | Mauro Carlo Beltrametti J Rafael Sendra Juana Sendra M Torrente | 2020/6/15 |
