Luca De Gennaro Aquino

Grenoble Ecole de Management

12 Rue Pierre Semard

Grenoble, Cedex 01 38000

France

Southern University of Science and Technology

No 1088, xueyuan Rd.

Xili, Nanshan District

Shenzhen, Guangdong 518055

China

SCHOLARLY PAPERS

3

DOWNLOADS

415

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Portfolio Selection With Exploration of New Investment Opportunities

Swiss Finance Institute Research Paper No. 20-57
Number of pages: 58 Posted: 06 Aug 2020 Last Revised: 07 Oct 2021
Luca De Gennaro Aquino, Luca De Gennaro Aquino, Didier Sornette and Moris Simon Strub
Grenoble Ecole de ManagementSouthern University of Science and Technology, ETH Z├╝rich - Department of Management, Technology, and Economics (D-MTEC) and Southern University of Science and Technology - School of Business
Downloads 277 (155,058)

Abstract:

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portfolio selection, mean-variance optimization, exploration vs exploitation, investment universe, alternative investments

2.

Optimal Multivariate Financial Decision Making

Number of pages: 30 Posted: 19 Nov 2021 Last Revised: 27 Jun 2022
Carole Bernard, Luca De Gennaro Aquino, Luca De Gennaro Aquino and Steven Vanduffel
Grenoble Ecole de Management, Grenoble Ecole de ManagementSouthern University of Science and Technology and Vrije Universiteit Brussel (VUB)
Downloads 73 (438,196)

Abstract:

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Cost-efficiency, multivariate utility, multivariate preferences, diversification, systemic risk

3.

Optimal Annuity Demand for General Expected Utility Agents

Insurance: Mathematics and Economics, Forthcoming
Number of pages: 28 Posted: 12 May 2020 Last Revised: 07 Nov 2020
Carole Bernard, Luca De Gennaro Aquino, Luca De Gennaro Aquino and Lucia Levante
Grenoble Ecole de Management, Grenoble Ecole de ManagementSouthern University of Science and Technology and University of Rome I
Downloads 65 (465,489)

Abstract:

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Expected utility theory, annuity equivalent wealth, longevity risk pooling, life-cycle model, annuity puzzle