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Publications by Gianfranco Guastaroba

Enhanced Index Tracking With CVaR-based Ratio Measures

Annals of Operations Research

Management Science

Decision Sciences

Operations Research

English

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Portfolio Optimization in Enhanced Index Tracking With Goal Programming Approach

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An Analysis of a Mean-Variance Enhanced Index Tracking Problem With Weights Constraints

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Moment-Based CVaR Estimation: Quasi-Closed Formulas

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Improved Ratio Estimators of Variance Based on Robust Measures

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Multiportfolio Optimization With CVaR Risk Measure

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Recovering People Tracking Errors Using Enhanced Covariance-Based Signatures

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Enhanced Huffman Coded OFDM With \\Index Modulation

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STT-MRAM Memory Cells With Enhanced on/Off Ratio

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CVaR-based Stochastic Wind-Thermal Generation Coordination for Turkish Electricity Market

Journal of Modern Power Systems and Clean Energy

Renewable Energy

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the Environment

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