Risk-aware trading portfolio optimization

Annals of Operations Research 2026 Open access

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Authors: Marco Bianchetti, Gabriele D’Acunto, Gianmarco De Francisci Morales, Yuko Kuroki, Marco Scaringi, Fabio Vitale
DOI: 10.1007/s10479-026-07323-6
Cited by: 0
References: 50

Fields of Study & Subjects

Stochastic processes and financial applications Financial Markets and Investment Strategies

Publication details

Journal / source
Annals of Operations Research
Publisher
Springer Science and Business Media LLC
Publication date
25 July 2026
Language
EN