Fabio Tardella

32 papers B 2C 3Journal 27
YearRankTypeTitle / Venue / Authors
2025 J jnl
A return-diversification approach to portfolio selection.
Comput. Manag. Sci.
Francesco Cesarone, Rosella Giacometti, Manuel Luis Martino, Fabio Tardella
2025 J jnl
In memoriam Franco Giannessi (1935-2025).
Oper. Res. Forum
Giandomenico Mastroeni, Massimo Pappalardo, Letizia Pellegrini, Fabio Tardella
2023 J jnl
Mean-Variance-VaR portfolios: MIQP formulation and performance analysis.
OR Spectr.
Francesco Cesarone, Manuel Luis Martino, Fabio Tardella
2022 J jnl
Discrete 2-convex functions.
Math. Program.
Satoru Fujishige, Fabio Tardella
2021 J jnl
Risk parity with expectiles.
Eur. J. Oper. Res.
Fabio Bellini, Francesco Cesarone, Christian Colombo, Fabio Tardella
2020 J jnl
An optimization-diversification approach to portfolio selection.
J. Glob. Optim.
Francesco Cesarone, Andrea Scozzari, Fabio Tardella
2020 J jnl
Discrete Midpoint Convexity.
Math. Oper. Res.
Satoko Moriguchi, Kazuo Murota, Akihisa Tamura, Fabio Tardella
2019 J jnl
Scaling, proximity, and optimization of integrally convex functions.
Math. Program.
Satoko Moriguchi, Kazuo Murota, Akihisa Tamura, Fabio Tardella
2018 C conf
Alternating Current Optimal Power Flow with Generator Selection.
ISCO
Esteban Salgado, Andrea Scozzari, Fabio Tardella, Leo Liberti
2018 J jnl
Complexity of some graph-based bounds on the probability of a union of events.
Discret. Appl. Math.
Andrea Scozzari, Fabio Tardella
2018 J jnl
Largest Minimal Inversion-Complete and Pair-Complete Sets of Permutations.
Comb.
Éric Balandraud, Fabio Tardella, Maurice Queyranne
2017 J jnl
Carathéodory, Helly, and Radon Numbers for Sublattice and Related Convexities.
Math. Oper. Res.
Maurice Queyranne, Fabio Tardella
2017 J jnl
Equal Risk Bounding is better than Risk Parity for portfolio selection.
J. Glob. Optim.
Francesco Cesarone, Fabio Tardella
2017 J jnl
On exact and approximate stochastic dominance strategies for portfolio selection.
Eur. J. Oper. Res.
Renato Bruni, Francesco Cesarone, Andrea Scozzari, Fabio Tardella
2016 B conf
Scaling and Proximity Properties of Integrally Convex Functions.
ISAAC
Satoko Moriguchi, Kazuo Murota, Akihisa Tamura, Fabio Tardella
2015 J jnl
A linear risk-return model for enhanced indexation in portfolio optimization.
OR Spectr.
Renato Bruni, Francesco Cesarone, Andrea Scozzari, Fabio Tardella
2015 J jnl
Linear vs. quadratic portfolio selection models with hard real-world constraints.
Comput. Manag. Sci.
Francesco Cesarone, Andrea Scozzari, Fabio Tardella
2014 J jnl
Polynomially Computable Bounds for the Probability of the Union of Events.
Math. Oper. Res.
Endre Boros, Andrea Scozzari, Fabio Tardella, Pierangela Veneziani
2013 J jnl
A new method for mean-variance portfolio optimization with cardinality constraints.
Ann. Oper. Res.
Francesco Cesarone, Andrea Scozzari, Fabio Tardella
2013 J jnl
Exact and heuristic approaches for the index tracking problem with UCITS constraints.
Ann. Oper. Res.
Andrea Scozzari, Fabio Tardella, Sandra Paterlini, Thiemo Krink
2012 J jnl
Structural and algorithmic properties for parametric minimum cuts.
Math. Program.
Frieda Granot, S. Thomas McCormick, Maurice Queyranne, Fabio Tardella
2009 C conf
On the Complexity of Graph-Based Bounds for the Probability Bounding Problem.
CTW
Andrea Scozzari, Fabio Tardella
2009 J jnl
On the complexity of some subgraph problems.
Discret. Appl. Math.
Andrea Scozzari, Fabio Tardella
2008 J jnl
A clique algorithm for standard quadratic programming.
Discret. Appl. Math.
Andrea Scozzari, Fabio Tardella
2008 J jnl
Existence and sum decomposition of vertex polyhedral convex envelopes.
Optim. Lett.
Fabio Tardella
2008 J jnl
New and old bounds for standard quadratic optimization: dominance, equivalence and incomparability.
Math. Program.
Immanuel M. Bomze, Marco Locatelli, Fabio Tardella
2008 J jnl
Sublattices of product spaces: Hulls, representations and counting.
Discret. Math.
Maurice Queyranne, Fabio Tardella
2004 C conf
Connections between Continuous and Combinatorial Optimization Problems through an Extension of the Fundamental Theorem of Linear Programming.
CTW
Fabio Tardella
2004 J jnl
Connections between continuous and combinatorial optimization problems through an extension of the fundamental theorem of Linear Programming.
Electron. Notes Discret. Math.
Fabio Tardella
1998 J jnl
A General Class of Greedily Solvable Linear Programs.
Math. Oper. Res.
Maurice Queyranne, Frits C. R. Spieksma, Fabio Tardella
1993 B conf
A general class of greedily solvable linear programs.
IPCO
Maurice Queyranne, Frits C. R. Spieksma, Fabio Tardella
1989 J jnl
On a class of functions attaining their maximum at the vertices of a polyhedron.
Discret. Appl. Math.
Fabio Tardella