Concepedia

Stefania Corsaro

SC

9

Publications

202

Citations

9

H-Index

2006

Active since

Affiliations

Parthenope University of Naples(Current)

University of Campania "Luigi Vanvitelli"

University of Naples Federico II

Stefania Corsaro is an author at Parthenope University of Naples specializing in engineering, portfolio optimization, and finance.

Top concepts

EngineeringFinancePortfolio OptimizationBusinessManagementAsset PricingPortfolio SelectionPortfolio ManagementStatisticsNumerical Analysis

Publications per year

2006–2022

8

Publications

9

Semi‐Implicit Covolume Method in 3D Image Segmentation

Stefania Corsaro, Karol Mikula, Alessandro Sarti et al. · SIAM Journal on Scientific Computing · 2006 · 46 citations

Numerical Analysis, Engineering, Volume Parameterization +16

Fused Lasso approach in portfolio selection

Stefania Corsaro, Valentina De Simone, Zelda Marino · Annals of Operations Research · 2019 · 29 citations

Mathematical Programming, Portfolio Optimization, Lasso Approach +7

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

Option Pricing, Multivariate Stochastic Volatility, Engineering +11

Adaptive $$l_1$$ l 1 -regularization for short-selling control in portfolio selection

Stefania Corsaro, Valentina De Simone · Computational Optimization and Applications · 2018 · 27 citations

Portfolio Optimization, Financial Economics, Asset Pricing +9

Split Bregman iteration for multi-period mean variance portfolio optimization

Stefania Corsaro, Valentina De Simone, Zelda Marino · Applied Mathematics and Computation · 2020 · 21 citations · Full text

Mathematical Programming, Numerical Analysis, Portfolio Optimization +4

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