| Credit contagion in a network of firms with spatial interaction D Barro, A Basso European Journal of Operational Research 205 (2), 459-468, 2010 | 73 | 2010 |
| Tracking error: a multistage portfolio model D Barro, E Canestrelli Annals of Operations Research 165, 47-66, 2009 | 64 | 2009 |
| Dynamic portfolio optimization: Time decomposition using the maximum principle with a scenario approach D Barro, E Canestrelli European Journal of Operational Research 163 (1), 217-229, 2005 | 50 | 2005 |
| Volatility versus downside risk: performance protection in dynamic portfolio strategies D Barro, E Canestrelli, G Consigli Computational Management Science 16, 433-479, 2019 | 19 | 2019 |
| Downside risk in multiperiod tracking error models D Barro, E Canestrelli Central European Journal of Operations Research 22, 263-283, 2014 | 14 | 2014 |
| Counterparty risk: a credit contagion model for a bank loan portfolio D Barro, A Basso Available at SSRN 724887, 2005 | 14 | 2005 |
| A stochastic programming model for dynamic portfolio management with financial derivatives D Barro, G Consigli, V Varun Journal of Banking & Finance 140, 106445, 2022 | 12 | 2022 |
| A decomposition approach in multistage stochastic programming D Barro, E Canestrelli Rendiconti per gli Studi Economici Quantitativi. Numero speciale in onore di …, 2005 | 9 | 2005 |
| Un'introduzione ai modelli di rischio di credito per portafogli finanziari D Barro Dipartimento di Matematica Applicata Università Ca’Foscari di Venezia. 124, 1-33, 2004 | 9 | 2004 |
| Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization D Barro, E Canestrelli Math Methods Econ Finance 1, 1-20, 2006 | 8 | 2006 |
| Tracking error with minimum guarantee constraints D Barro, E Canestrelli Mathematical and statistical methods for actuarial sciences and finance, 13-21, 2010 | 5 | 2010 |
| Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems D Barro, E Canestrelli OR spectrum 38, 711-742, 2016 | 4 | 2016 |
| Behavioral aspects in portfolio selection D Barro, M Corazza, M Nardon Mathematical and Statistical Methods for Actuarial Sciences and Finance …, 2021 | 3 | 2021 |
| Cumulative prospect theory portfolio selection D Barro, M Corazza, M Nardon University Ca'Foscari of Venice, Dept. of Economics Research Paper Series No 26, 2020 | 3 | 2020 |
| Combining stochastic programming and optimal control to solve multistage stochastic optimization problems D Barro, E Canestrelli University Ca'Foscari of Venice, Dept. of Economics Research Paper Series, 2011 | 3 | 2011 |
| A credit contagion model for loan portfolios in a network of firms with spatial interaction D Barro, A Basso Available at SSRN 944541, 2006 | 2 | 2006 |
| Programmazione dinamica stocastica in modelli a scenari D Barro, E Canestrelli Seminario Mario Volpato, 89-107, 2002 | 2 | 2002 |
| Programmazione stocastica e gestione dinamica di portafoglio con modelli a scenari D Barro, E Canestrelli Atti della Scuola Estiva in Finanza Computazionale, 139-158, 2000 | 2 | 2000 |
| A Bilbliometric Analysis of Art in Financial Markets D Barro, A Basso, S Funari, GA Visentin Department of Management, Università Ca'Foscari Venezia Working Paper, 2023 | 1 | 2023 |
| A network of business relations to model counterparty risk D Barro, A Basso International Journal of Pure and Applied Mathematics 49 (4), 559-567, 2008 | 1 | 2008 |
Elio CanestrelliDepartment of Economics, Ca' Foscari University of Venice, ItalyVerified email at unive.it
