Francesco Cesarone

19 papers C 1Journal 17Unranked 1
YearRankTypeTitle / Venue / Authors
2026 J jnl
A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach.
Eur. J. Oper. Res.
Francesco Cesarone, Massimiliano Corradini, Lorenzo Lampariello, Jessica Riccioni
2025 J jnl
A return-diversification approach to portfolio selection.
Comput. Manag. Sci.
Francesco Cesarone, Rosella Giacometti, Manuel Luis Martino, Fabio Tardella
2025 J jnl
Flexible enhanced indexation models through stochastic dominance and ordered weighted average optimization.
Eur. J. Oper. Res.
Francesco Cesarone, Justo Puerto
2025 J jnl
Outlier detection of multivariate data via the maximization of the cumulant generating function.
J. Comput. Appl. Math.
Francesco Cesarone, Rosella Giacometti, Jacopo M. Ricci
2024 J jnl
MAD risk parity portfolios.
Ann. Oper. Res.
Çagin Ararat, Francesco Cesarone, Mustafa Çelebi Pinar, Jacopo M. Ricci
2024 J jnl
Managing ESG ratings disagreement in sustainable portfolio selection.
Comput. Oper. Res.
Francesco Cesarone, Manuel Luis Martino, Federica Ricca, Andrea Scozzari
2023 J jnl
A bilevel approach to ESG multi-portfolio selection.
Comput. Manag. Sci.
Francesco Cesarone, Lorenzo Lampariello, Davide Merolla, Jacopo M. Ricci, Simone Sagratella, Valerio Giuseppe Sasso
2023 J jnl
Mean-Variance-VaR portfolios: MIQP formulation and performance analysis.
OR Spectr.
Francesco Cesarone, Manuel Luis Martino, Fabio Tardella
2021 J jnl
Risk parity with expectiles.
Eur. J. Oper. Res.
Fabio Bellini, Francesco Cesarone, Christian Colombo, Fabio Tardella
2021 J jnl
Sample-and-hold solution of a consensus problem with nonlinear dynamics and input/output disturbances.
Eur. J. Control
Francesco Cesarone, Pierdomenico Pepe
2020 J jnl
An optimization-diversification approach to portfolio selection.
J. Glob. Optim.
Francesco Cesarone, Andrea Scozzari, Fabio Tardella
2019 — conf
Robustification of sample-and-hold controllers for the consensus problem.
ECC
Francesco Cesarone, Pierdomenico Pepe
2018 J jnl
Minimum risk versus capital and risk diversification strategies for portfolio construction.
J. Oper. Res. Soc.
Francesco Cesarone, Stefano Colucci
2018 C conf
Solution by sampled-data control of a consensus problem: an approach by stabilization in the sample-and-hold sense.
ACC
Francesco Cesarone, Pierdomenico Pepe, Nicola Guglielmi
2017 J jnl
Equal Risk Bounding is better than Risk Parity for portfolio selection.
J. Glob. Optim.
Francesco Cesarone, Fabio Tardella
2017 J jnl
On exact and approximate stochastic dominance strategies for portfolio selection.
Eur. J. Oper. Res.
Renato Bruni, Francesco Cesarone, Andrea Scozzari, Fabio Tardella
2015 J jnl
A linear risk-return model for enhanced indexation in portfolio optimization.
OR Spectr.
Renato Bruni, Francesco Cesarone, Andrea Scozzari, Fabio Tardella
2015 J jnl
Linear vs. quadratic portfolio selection models with hard real-world constraints.
Comput. Manag. Sci.
Francesco Cesarone, Andrea Scozzari, Fabio Tardella
2013 J jnl
A new method for mean-variance portfolio optimization with cardinality constraints.
Ann. Oper. Res.
Francesco Cesarone, Andrea Scozzari, Fabio Tardella