Giacomo di Tollo

Ca Foscari University of Venice - Dipartimento di Economia

Cannaregio 873

Venice, 30121

Italy

  • Ca Foscari University of Venice - Dipartimento di Economia

SCHOLARLY PAPERS

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Scholarly Papers (3)

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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 1,553 (20,930)
Citation 6

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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 638 (72,902)
Citation 1

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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
Marco Corazza, Giacomo di Tollo, Giovanni Fasano and Raffaele Pesenti
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

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