Dr. Andrea Rigamonti

Rigamonti, A. (2020). Mean-Variance Optimization Is a Good Choice, but for Other Reasons Than You Might Think. Risks, 8(1), 1-29. (ABDC_2016: B; ABDC_2019: B)

Rigamonti, A., & Weissensteiner, A. (2020). Asset allocation under predictability and parameter uncertainty using LASSO. Computational Management Science, 17, 179-201. (ABDC_2016: B; ABDC_2019: B; ABS_2018: 1; ABS_2021: 1)

Rigamonti, A., & Lucivjanska, K. (2022). Mean-Semivariance Portfolio Optimization Using Minimum Average Partial. University of Liechtenstein.

Rigamonti, A., Ferrari, D., Weissensteiner, A., & Paterlini, S. (2021). Smoothed Semicovariance Estimation. University of Liechtenstein.