Z-score vs minimum variance preselection methods for constructing small portfolios

by Francesco Cesarone, Fabiomassimo Mango, Gabriele Sabato
Published 2020-02-01

Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models

by Renato Bruni, Francesco Cesarone, Andrea Scozzari, Fabio Tardella
Published 2016-09-01