Margherita Giuzio

According to our database, Margherita Giuzio authored at least 3 papers between 2016 and 2019.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2019

Un-diversifying during crises: Is it a good idea?

Margherita Giuzio, Sandra Paterlini

Comput. Manag. Sci., 2019

2018

Tracking hedge funds returns using sparse clones.

Margherita Giuzio, Kay Eichhorn-Schott, Sandra Paterlini, Vincent Weber

Ann. Oper. Res., 2018

2016

Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization.

Margherita Giuzio, Davide Ferrari, Sandra Paterlini

Eur. J. Oper. Res., 2016