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Fabio Stella


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Personal Details

First Name: Fabio
Middle Name:
Last Name: Stella

RePEc Short-ID: pst355

Postal Address:


Università di Milano-Bicocca - Dipartimento di Informatica, Sistemistica e Comunicazione
Location: Milano


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Working papers

  1. Stella, Fabio & Ventura, Alfonso, 2010. "Defensive online portfolio selection," MPRA Paper 33279, University Library of Munich, Germany.
  2. Gaivoronski, A & Stella, F, 2000. "Nonstationary Optimization Approach for Finding Universal Portfolios," MPRA Paper 21913, University Library of Munich, Germany.


  1. Fabio Stella & Alfonso Ventura, 2011. "Defensive online portfolio selection," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, Inderscience Enterprises Ltd, vol. 2(1/2), pages 88-105.
  2. E. Fagiuoli & F. Stella & A. Ventura, 2007. "Constant rebalanced portfolios and side-information," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 7(2), pages 161-173.
  3. Gaivoronski, Alexei A. & Stella, Fabio, 2003. "On-line portfolio selection using stochastic programming," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 27(6), pages 1013-1043, April.
  4. Archetti, F. & Gaivoronski, A. & Stella, F., 1997. "Stochastic optimization on Bayesian nets," European Journal of Operational Research, Elsevier, Elsevier, vol. 101(2), pages 360-373, September.


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