Gabriele Torri

University of Bergamo

PhD Candidate

Salvecchio 19

Bergamo, 24129

Italy

SCHOLARLY PAPERS

2

DOWNLOADS

215

CITATIONS

2

Scholarly Papers (2)

1.

Sparse Precision Matrices for Minimum Variance Portfolios

Number of pages: 36 Posted: 10 May 2017 Last Revised: 15 Jun 2018
Gabriele Torri, Rosella Giacometti and Sandra Paterlini
University of Bergamo, University of Bergamo and University of Trento - Department of Economics and Management
Downloads 148 (196,493)
Citation 2

Abstract:

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minimum variance, precision matrix, graphical lasso, tlasso

2.

Robust and Sparse Banking Network Estimation

Number of pages: 35 Posted: 24 Aug 2017
Gabriele Torri, Rosella Giacometti and Sandra Paterlini
University of Bergamo, University of Bergamo and University of Trento - Department of Economics and Management
Downloads 67 (335,310)

Abstract:

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Finance, Financial Networks, Tlasso, Graphical Models, Strength Centrality