1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.PM2026
Temperature Anomalies and Climate Physical Risk in Portfolio Construction
Michele Azzone, Carlo Bechi, Gabriele Sbaiz
Driven by the increasing frequency and intensity of natural disasters and chronic climate threats, we investigate the impact of physical climate risk on global equity portfolios. B…
math.OC2022★ 1 cited
A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems
Massimiliano Kaucic, Filippo Piccotto, Gabriele Sbaiz +1
In this work, we propose a hybrid variant of the level-based learning swarm optimizer (LLSO) for solving large-scale portfolio optimization problems. Our goal is to maximize a modi…