Giacomo di Tollo

Ca Foscari University of Venice - Dipartimento di Economia

Cannaregio 873

Venice, 30121

Italy

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 23,204

SSRN RANKINGS

Top 23,204

in Total Papers Downloads

2,000

CITATIONS

3

Scholarly Papers (3)

1.

Constructing Long/Short Portfolios with the Omega Ratio

Swiss Finance Institute Research Paper No. 08-34
Number of pages: 21 Posted: 27 Oct 2008
Manfred Gilli, Enrico Schumann, Giacomo di Tollo and Gerda Cabej
University of Geneva - Research Center for Statistics, Independent, Ca Foscari University of Venice - Dipartimento di Economia and University of Geneva
Downloads 1,415 (12,518)
Citation 2

Abstract:

Loading...

Optimisation heuristics, Threshold Accepting, Portfolio Optimisation

2.

Constructing 130/30-Portfolios with the Omega Ratio

Journal of Asset Management, Vol 12, No 2, pp. 94-108, 2011
Number of pages: 17 Posted: 01 Sep 2009 Last Revised: 23 Jul 2011
Manfred Gilli, Enrico Schumann, Giacomo di Tollo and Gerda Cabej
University of Geneva - Research Center for Statistics, Independent, Ca Foscari University of Venice - Dipartimento di Economia and University of Geneva
Downloads 585 (44,771)
Citation 8

Abstract:

Loading...

Portfolio optimisation, 130/30-portfolios, Optimisation heuristics

3.

A Novel Initialization of PSO for Costly Portfolio Selection Problems

Department of Management, Università Ca' Foscari Venezia Working Paper No. 2015 / 04
Posted: 23 Aug 2015
Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Department of Management and Ca Foscari University of Venice - Department of Management

Abstract:

Loading...

Deterministic PSO, Global Optimization, Portfolio Selection Problems, Exact Penalty functions