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Francesco Cesarone
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2020 – today
- 2024
- [j13]Çagin Ararat
, Francesco Cesarone
MAD risk parity portfolios. Ann. Oper. Res. 336(1-2): 899-924 (2024) - [j12]Francesco Cesarone
Managing ESG ratings disagreement in sustainable portfolio selection. Comput. Oper. Res. 170: 106766 (2024) - 2023
- [j11]Francesco Cesarone, Lorenzo Lampariello
A bilevel approach to ESG multi-portfolio selection. Comput. Manag. Sci. 20(1): 24 (2023) - [j10]Francesco Cesarone
Mean-Variance-VaR portfolios: MIQP formulation and performance analysis. OR Spectr. 45(3): 1043-1069 (2023) - 2021
- [j9]Francesco Cesarone, Pierdomenico Pepe:
Sample-and-hold solution of a consensus problem with nonlinear dynamics and input/output disturbances. Eur. J. Control 59: 227-237 (2021) - [j8]Fabio Bellini
Risk parity with expectiles. Eur. J. Oper. Res. 291(3): 1149-1163 (2021) - 2020
- [j7]Francesco Cesarone
An optimization-diversification approach to portfolio selection. J. Glob. Optim. 76(2): 245-265 (2020)
2010 – 2019
- 2019
- [c2]Francesco Cesarone, Pierdomenico Pepe:
Robustification of sample-and-hold controllers for the consensus problem. ECC 2019: 471-476 - 2018
- [j6]Francesco Cesarone
Minimum risk versus capital and risk diversification strategies for portfolio construction. J. Oper. Res. Soc. 69(2): 183-200 (2018) - [c1]Francesco Cesarone, Pierdomenico Pepe, Nicola Guglielmi:
Solution by sampled-data control of a consensus problem: an approach by stabilization in the sample-and-hold sense. ACC 2018: 6493-6498 - 2017
- [j5]Renato Bruni, Francesco Cesarone
On exact and approximate stochastic dominance strategies for portfolio selection. Eur. J. Oper. Res. 259(1): 322-329 (2017) - [j4]Francesco Cesarone
Equal Risk Bounding is better than Risk Parity for portfolio selection. J. Glob. Optim. 68(2): 439-461 (2017) - 2015
- [j3]Francesco Cesarone
Linear vs. quadratic portfolio selection models with hard real-world constraints. Comput. Manag. Sci. 12(3): 345-370 (2015) - [j2]Renato Bruni, Francesco Cesarone
A linear risk-return model for enhanced indexation in portfolio optimization. OR Spectr. 37(3): 735-759 (2015) - 2013
- [j1]Francesco Cesarone
A new method for mean-variance portfolio optimization with cardinality constraints. Ann. Oper. Res. 205(1): 213-234 (2013)
Coauthor Index
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