Antonio D’Ambrosio

Author's titles

A combined clustering and multi-criteria approach for portfolio selection digital

by Carmela Iorio, Giuseppe Pandolfo, Gianluca Frasso, Antonio D’Ambrosio

Year: 2019

One of the key role of a portfolio manager is to identify a suitable asset allocation strategy. The portfolio composition task has to take into account the return and the risk of each asset along with several other factors such as investor’s aims, market expectations and risk tolerance...

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Combined Clustering and Multi-Criteria Approach for Portfolio Selection digital

by Antonio D’Ambrosio, Gianluca Frasso, Carmela Iorio, Giuseppe Pandolfo

Year: 2020

One of the key role of a portfolio manager is to identify a suitable asset allocation strategy. The portfolio composition task has to take into account the return and the risk of each asset along with several other factors such as investor’s aims, market expectations and risk tolerance...

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