4 papers
A Real-Options-Aware Multi-Criteria Framework for Ex-Ante Real Estate Redevelopment Use Selection
Roberto Garrone
A growing share of the existing real estate stock exhibits persistent underperformance that can no longer be explained by cyclical market phases or inadequate maintenance alone. In…
Feasibility-First Satellite Integration in Robust Portfolio Architectures
Roberto Garrone
The integration of thematic satellite allocations into core-satellite portfolio architectures is commonly approached using factor exposures, discretionary convictions, or backteste…
Geopolitical and Institutional Constraints on Adaptive Market Efficiency -- A Feasibility Diagnostic for Robust Portfolio Construction
Roberto Garrone
This paper develops a structural framework for characterizing the informational feasibility of financial markets under heterogeneous institutional and geopolitical conditions. Depa…
Dynamic Inclusion and Bounded Multi-Factor Tilts for Robust Portfolio Construction
Roberto Garrone
This paper proposes a portfolio construction framework designed to remain robust under estimation error, non-stationarity, and realistic trading constraints. The methodology combin…