Carmine De Franco

Identifiers

• name variant Carmine De Franco 0.60 · backfill

Papers (3)

1. Bayesian learning for the Markowitz portfolio selection problem q-fin.PM · 2018 · author #1
2. Numerical methods for the quadratic hedging problem in Markov models with jumps q-fin.RM · 2012 · author #1
3. Portfolio Insurance under a risk-measure constraint q-fin.RM · 2011 · author #1

Mentions

• 1206.5393 #1 · backfill · confidence 0.70 Carmine De Franco
• 1102.4489 #1 · backfill · confidence 0.70 Carmine De Franco

Frequent Coauthors

• Peter Tankov 2 shared papers
• CREST) 1 shared papers
• Huy\^en Pham (LPSM UMR 8001 1 shared papers
• Johann Nicolle (LPSM UMR 8001) 1 shared papers
• Xavier Warin 1 shared papers