Concepedia
Statistics
Publications
7
Citations
136
H-Index
Active since
2018
Affiliations
Parthenope University of Naples(Current)
University of Campania "Luigi Vanvitelli"
Sapienza University of Rome
Zelda Marino is an author at Parthenope University of Naples specializing in financial economics, finance, and business.
Publications per year
2018–2022
6
Fused Lasso approach in portfolio selection
Stefania Corsaro, Valentina De Simone, Zelda Marino · Annals of Operations Research · 2019 · 30 citations
Business, Business Economics, Finance +13
A general framework for pricing Asian options under stochastic volatility on parallel architectures
Stefania Corsaro, Ioannis Kyriakou, Daniele Marazzina et al. · European Journal of Operational Research · 2018 · 27 citations · Full text
Computing, Computer Engineering, Computer Science +17
Split Bregman iteration for multi-period mean variance portfolio optimization
Stefania Corsaro, Valentina De Simone, Zelda Marino · Applied Mathematics and Computation · 2020 · 22 citations · Full text
Business, Finance, Mathematics +14
$$l_1$$ l 1 -Regularization for multi-period portfolio selection
Stefania Corsaro, Valentina De Simone, Zelda Marino et al. · RePEc: Research Papers in Economics · 17 citations
Business, Finance, Financial Management +12
An Investigation of Machine Learning Approaches in the Solvency II Valuation Framework
Gilberto Castellani, Ugo Fiore, Zelda Marino et al. · SSRN Electronic Journal · 2018 · 15 citations · Full text
Business, Finance, Insurance +17
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