1. Gianni POLA, PhD 2016
1
List of Publications
Macro diversification
1. G. Pola and S. Facchinato. Combining F-atoms with A-atoms to exploit investment opportunities around global economies,
ANIMA Working Paper Series, WPS-2016-01,June 2016, ANIMA SGR
2. G. Pola and S. Facchinato. Factor Investing through DAMS: from Asset Segmentation to Portfolio Management,
AMUNDI Cross AssetSpecial Focus,2015, available at AMUNDI Research Center
3. G. Pola and S. Facchinato. Managing uncertainty with DAMS: from Asset Segmentation to Portfolio Management,
AMUNDI discussion-paper,2014,availableat AMUNDI Research Center
4. G. Pola. Rethinking Strategic Asset Allocation in terms of Diversification Across Macroeconomic Scenarios, AMUNDI
Cross Asset Special Focus,2013, availableat AMUNDI Research Center
5. G. Pola. Managing uncertainty with dams. Assets’ segmentation in response to macroeconomic changes, AMUNDI
working-paper, 2013, available at AMUNDI Research Center and published at the AMUNDI Investment Strategy
Collected Research Papers 2014
Thematic
6. G. Pola and Eric Tazé-bernard. Asset allocation in a context of falling oil prices: the case of institutions in commodity-
exporting countries,AMUNDI Cross AssetSpecial Focus,2015, available at AMUNDI Research Center
Entropy & Risk diversification
7. G. Pola. On entropy and portfolio. Journal of Asset Management, vol.17, 4, 218-228
8. G. Pola. Diversification measures for portfolio selection, book chapter in "Stock Markets: Emergence, Macroeconomic
Factors and Recent Developments", Nova publisher,New York, pp 129-155,2013
9. G. Pola. Is your portfolio effectively diversified? Various perspectives on portfolio diversification, AMUNDI working
paper, 2014, available at AMUNDI Research Center and published at the AMUNDI Investment Strategy Collected
Research Papers 2015
10. G. Pola and A. Zerrad. Entropy, Diversification, and the Inefficient frontier, AMUNDI Cross Asset Special Focus, 2014,
available at AMUNDI Research Center
Optimal Dynamic Asset Allocation
11. G. Pola, G. Pola. A stochastic reachability approach to portfolio construction in finance industry, IEEE Transactions on
Control Systems Technology, 20(1):189-195,January 2012
12. G. Pola. Optimal Dynamic Asset Allocation in a Non-Gaussian World: A Stochastic Invariance Approach, Proceedings of
Mathematical and Statistical Methods for Actuarial Sciences and Finance, March 26-28, 2008, Venice, Italy. Springer,
2010
13. G. Pola, G. Pola. Optimal Dynamic Asset Allocation: a Stochastic Invariance Approach, Proceedings of the 45
th
IEEE
Conference on Decision and Control,December 13-15,2006,San Diego, CA, USA
Expected returns
14. G. Pola, S de Laguiche, Eric Tazé-bernard. Forecasting returns on assets in an environment of uncertainty, AMUNDI
Cross Asset Special Focus 2013, availableat AMUNDI Research Center
15. G. Pola, S de Laguiche. Unexpected Returns. Methodological considerations on Expected Returns in Uncertainty,
AMUNDI working-paper 2012, available at AMUNDI Research Center and published at the AMUNDI Investment
Strategy Collected Research Papers 2014
Computational Models for Time-series Analysis & Neural Coding
16. G. Pola, R. S. Petersen, A. Thiele, M.P. Young, S. Panzeri. Data robust tight lower bounds to the information carried by
spikes times of a neuronal population.Neural Computation 17, 1-44, 2005
17. S. Panzeri, G. Pola, R. S. Petersen. Coding of sensory signals by neuronal populations: the role of correlated activity.
The Neuroscientist,9 (3): 175-180,2003
18. H.D.R. Golledge, S. Panzeri, G. Pola, F. Zheng, J.W. Scannell, D.V. Giannikopoulos, R.J. Mason, M.J. Tovee, M.P. Young.
Correlations, feature-binding and population coding in primary visual cortex. NeuroReport 14, 1045-1050,2003

2. Gianni POLA, PhD 2016
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19. G. Pola, A. Thiele, K.-P. Hoffmann, S. Panzeri. An exact method to quantify the information transmitted by different
mechanisms of correlational coding. Network: Special issue on statistical analysis of spike trains and information
theory, 14, 35-60, 2003
20. S. Panzeri, H.D.R. Golledge, F. Zheng, G. Pola, T.J Blanche, M.J. Tovee, M.P. Young. The role of correlated firing and
synchrony in coding information about single and separate objects in cat V1. Neurocomputing, 44-46,579-584,2002
21. S. Panzeri, G. Pola, F. Petroni, M.P. Young, R.S. Petersen. A critical assessment of different measures of the information
carried by correlated neuronal firing. BioSystems, 67, 177-185,2002
22. G. Pola, S.R. Schultz, R.S. Petersen, S. Panzeri. A practical guide to information analysis of spike-trains. Book chapter in
A practical guide to neuroscience databases and associated tools, Kluwer, London, 2002
23. G. Pola, S. Panzeri, H.D.R. Golledge, M. Tovee, M.P. Young. Correlations in V1: do they convey any stimulus-related
information that is not conveyed by firing rates changes? Abstract presented at the 32th Annual Meeting of the
Society for Neuroscience, Orlando,2002,November 7
th
. Session 557.3
24. F. Petroni, G. Pola, M.P. Young, S. Panzeri. An evaluation of principal components analysis as a method for quantifying
spike timing information, Abstract presented at the 31th Annual Meeting of the Society for Neuroscience, San Diego,
2001,October 15
th
.Session 821.47