Giovanni M Zambruno

Personal Details

First Name:	Giovanni
Middle Name:	M
Last Name:	Zambruno
Suffix:
RePEc Short-ID:	pza204
	[This author has chosen not to make the email address public]
	+390264483100

Affiliation

Dipartimento di Metodi Quantitativi per le Scienze Economiche e Aziendali
Scuola di Economia e Statistica
Università degli Studi di Milano-Bicocca

Milano, Italy
http://www.dimequant.unimib.it/
RePEc:edi:dqmibit (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

Sorry, no citations of working papers recorded.

Articles

1. Hitaj, Asmerilda & Zambruno, Giovanni, 2016. "Are Smart Beta strategies suitable for hedge fund portfolios?," Review of Financial Economics, Elsevier, vol. 29(C), pages 37-51.
   • Asmerilda Hitaj & Giovanni Zambruno, 2016. "Are Smart Beta strategies suitable for hedge fund portfolios?," Review of Financial Economics, John Wiley & Sons, vol. 29(1), pages 37-51, April.

   Cited by:

   1. Zeynep Cipiloglu Yildiz & Selim Baha Yildiz, 2022. "A portfolio construction framework using LSTM‐based stock markets forecasting," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2356-2366, April.
   2. Asmerilda Hitaj & Lorenzo Mercuri & Edit Rroji, 2019. "Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization," Computational Management Science, Springer, vol. 16(1), pages 71-95, February.
   3. Massimiliano Kaucic & Filippo Piccotto & Gabriele Sbaiz, 2024. "A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures," Computational Management Science, Springer, vol. 21(1), pages 1-29, June.
   4. Gian Paolo Clemente & Rosanna Grassi & Asmerilda Hitaj, 2022. "Smart network based portfolios," Annals of Operations Research, Springer, vol. 316(2), pages 1519-1541, September.
   5. Fabio Vanni & Asmerilda Hitaj & Elisa Mastrogiacomo, 2024. "Enhancing Portfolio Allocation: A Random Matrix Theory Perspective," Mathematics, MDPI, vol. 12(9), pages 1-16, May.
   6. Gian Paolo Clemente & Rosanna Grassi & Asmerilda Hitaj, 2018. "Asset allocation: new evidence through network approaches," Papers 1810.09825, arXiv.org.
   7. Gian Paolo Clemente & Rosanna Grassi & Asmerilda Hitaj, 2019. "Smart network based portfolios," Papers 1907.01274, arXiv.org.
   8. Giorgio Consigli & Asmerilda Hitaj & Elisa Mastrogiacomo, 2019. "Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study," Computational Management Science, Springer, vol. 16(1), pages 129-154, February.
   9. Gian Paolo Clemente & Rosanna Grassi & Asmerilda Hitaj, 2021. "Asset allocation: new evidence through network approaches," Annals of Operations Research, Springer, vol. 299(1), pages 61-80, April.

2. Fausto Bonacina & Marco D’Errico & Enrico Moretto & Silvana Stefani & Anna Torriero & Giovanni Zambruno, 2015. "A multiple network approach to corporate governance," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(4), pages 1585-1595, July.
   • Fausto Bonacina & Marco D'Errico & Enrico Moretto & Silvana Stefani & Anna Torriero, 2014. "A Multiple Network Approach to Corporate Governance," Papers 1401.4387, arXiv.org, revised May 2014.

   Cited by:

   1. Aldasoro, Iñaki & Alves, Iván, 2016. "Multiplex interbank networks and systemic importance – An application to European data," ESRB Working Paper Series 20, European Systemic Risk Board.
      • Aldasoro, Iñaki & Alves, Iván, 2018. "Multiplex interbank networks and systemic importance: An application to European data," Journal of Financial Stability, Elsevier, vol. 35(C), pages 17-37.
      • Iñaki Aldasoro & Ivan Alves, 2017. "Multiplex interbank networks and systemic importance - An application to European data," BIS Working Papers 603, Bank for International Settlements.
      • Aldasoro, Iñaki & Alves, Iván, 2015. "Multiplex interbank networks and systemic importance: An application to European data," SAFE Working Paper Series 102, Leibniz Institute for Financial Research SAFE.
      • Aldasoro, Iñaki & Alves, Iván, 2015. "Multiplex interbank networks and systemic importance: An application to European data," SAFE Working Paper Series 102 [rev.], Leibniz Institute for Financial Research SAFE, revised 2015.
      • Aldasoro, Iñaki & Alves, Iván, 2016. "Multiplex interbank networks and systemic importance: an application to European data," Working Paper Series 1962, European Central Bank.
   2. An Zeng & Stefano Battiston, 2016. "The Multiplex Network of EU Lobby Organizations," PLOS ONE, Public Library of Science, vol. 11(10), pages 1-15, October.

3. Angiola Pollastri & Giovanni Zambruno, 2010. "Distribution of the ratio of two independent Dagum random variables," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 20(3-4), pages 95-102.

   Cited by:

   1. Stanislaw Maciej Kot, 2023. "Equivalence scales for continuous distributions of expenditure," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 18(1), pages 185-218, March.

4. Zambruno, G.M., 2008. "Some refinements on fixed income performance attribution," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1574-1577, March.

   Cited by:

   1. Blomvall, Jörgen & Hagenbjörk, Johan, 2019. "A generic framework for monetary performance attribution," Journal of Banking & Finance, Elsevier, vol. 105(C), pages 121-133.

Chapters

1. Asmerilda Hitaj & Giovanni Zambruno, 2018. "Portfolio Optimization Using Modified Herfindahl Constraint," International Series in Operations Research & Management Science, in: Giorgio Consigli & Silvana Stefani & Giovanni Zambruno (ed.), Handbook of Recent Advances in Commodity and Financial Modeling, chapter 0, pages 211-239, Springer.

   Cited by:

   1. Gian Paolo Clemente & Rosanna Grassi & Asmerilda Hitaj, 2022. "Smart network based portfolios," Annals of Operations Research, Springer, vol. 316(2), pages 1519-1541, September.
   2. Gian Paolo Clemente & Rosanna Grassi & Asmerilda Hitaj, 2019. "Smart network based portfolios," Papers 1907.01274, arXiv.org.
   3. Giorgio Consigli & Asmerilda Hitaj & Elisa Mastrogiacomo, 2019. "Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study," Computational Management Science, Springer, vol. 16(1), pages 129-154, February.

Books

1. Giorgio Consigli & Silvana Stefani & Giovanni Zambruno (ed.), 2018. "Handbook of Recent Advances in Commodity and Financial Modeling," International Series in Operations Research and Management Science, Springer, number 978-3-319-61320-8, March.

   Cited by:

   1. Gian Paolo Clemente & Rosanna Grassi & Asmerilda Hitaj, 2022. "Smart network based portfolios," Annals of Operations Research, Springer, vol. 316(2), pages 1519-1541, September.
   2. Gian Paolo Clemente & Rosanna Grassi & Asmerilda Hitaj, 2019. "Smart network based portfolios," Papers 1907.01274, arXiv.org.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-CDM: Collective Decision-Making (1) 2014-08-09
2. NEP-MIC: Microeconomics (1) 2014-08-09

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