uni.liPersonenverzeichnis

Dr. Andrea Rigamonti

Wissenschaftlicher Mitarbeiter / Postdoktorand
Lehrstuhl für Finance
Portrait
  • Rigamonti, A., & Lucivjanska, K. (2022). Mean-Semivariance Portfolio Optimization Using Minimum Average Partial. Annals of Operations Research.

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

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

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  • Rigamonti, A. (2022). Can Machine Learning make Technical Analysis Work?. Presented at the Forecasting Financial Markets, Milan.

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  • Rigamonti, A., Weissensteiner, A., Ferrari, D., & Paterlini, S. (2021). Smoothed Semicovariance Estimation for Portfolio Selection. Presented at the Joint Conference EWG, CFM & FI BA, Remote.

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

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