Gabriel Dondi is an author at ETH Zurich specializing in portfolio selection, model predictive control, and portfolio optimization.
Top concepts
FinanceManagementAsset PricingPortfolio SelectionPortfolio OptimizationModel Predictive ControlBusinessEngineeringAsset AllocationStochastic Models
Publications per year
2006–2007
3
3
Model predictive control for portfolio selection
Florian Herzog, Simon Keel, Gabriel Dondi et al. · 2006 · 41 citations
Portfolio Optimization, Asset Pricing, Portfolio Selection +10
Solving ALM problems via sequential stochastic programming
Florian Herzog, Gabriel Dondi, Simon Keel et al. · Quantitative Finance · 2007 · 14 citations
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