Sfoglia per Autore
Approximating exact expected utility via portfolio efficient frontiers
2017-01-01 Carleo, Alessandra; Cesarone, Francesco; Gheno, Andrea; Ricci, Jacopo Maria
On the stability of portfolio selection models
2018-01-01 Cesarone, Francesco; Mottura, Carlo Domenico; Ricci, Jacopo Maria; Fabio, Tardella
On the stability of portfolio selection models
2018-01-01 Cesarone, Francesco; Tardella, Fabio; Mottura, Carlo Domenico; Ricci, Jacopo Maria
Equal Risk Contribution Portfolios using MAD
2019-01-01 Cesarone, Francesco; Pinar, Mustafa Celebi; Ricci, Jacopo Maria
Equal Risk Contribution Portfolios using MAD
2020-01-01 Cesarone, Francesco; Pinar, Mustafa Celebi; Ricci, Jacopo Maria
On the stability of portfolio selection models
2020-01-01 Cesarone, F; Mango, F; Mottura, Cd; Ricci, Jm; Tardella, F
An explicit Tikhonov algorithm for nested variational inequalities
2020-01-01 Lampariello, L.; Neumann, C.; Ricci, J. M.; Sagratella, S.; Stein, O.
Non-parametric cumulants approach for outlier detection of multivariate financial data
2022-01-01 Cesarone, Francesco; Giacometti, Rosella; Ricci, Jacopo Maria
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution
2022-01-01 Cesarone, Francesco; Cesetti, Raffaello; Orlando, Giuseppe; Martino, Manuel Luis; Ricci, Jacopo Maria
A bilevel approach to ESG multi-portfolio selection
2023-01-01 Cesarone, Francesco; Lampariello, Lorenzo; Merolla, Davide; Ricci, Jacopo Maria; Sagratella, Simone; Giuseppe Sasso, Valerio
Non‐parametric cumulants approach for outlier detection of multivariate financial data
2023-01-01 Cesarone, Francesco; Giacometti, Rosella; Ricci, Jacopo Maria
A bilevel approach to ESG multi‑portfolio selection
2023-01-01 Cesarone, Francesco; Lampariello, Lorenzo; Merolla, Davide; Ricci, Jacopo Maria; Sagratella, Simone; Giuseppe Sasso, Valerio
MAD risk parity portfolios
2024-01-01 Ararat, Çagın; Cesarone, Francesco; Çelebi Pınar, Mustafa; Ricci, Jacopo Maria
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Approximating exact expected utility via portfolio efficient frontiers | 1-gen-2017 | Carleo, Alessandra; Cesarone, Francesco; Gheno, Andrea; Ricci, Jacopo Maria | |
| On the stability of portfolio selection models | 1-gen-2018 | Cesarone, Francesco; Mottura, Carlo Domenico; Ricci, Jacopo Maria; Fabio, Tardella | |
| On the stability of portfolio selection models | 1-gen-2018 | Cesarone, Francesco; Tardella, Fabio; Mottura, Carlo Domenico; Ricci, Jacopo Maria | |
| Equal Risk Contribution Portfolios using MAD | 1-gen-2019 | Cesarone, Francesco; Pinar, Mustafa Celebi; Ricci, Jacopo Maria | |
| Equal Risk Contribution Portfolios using MAD | 1-gen-2020 | Cesarone, Francesco; Pinar, Mustafa Celebi; Ricci, Jacopo Maria | |
| On the stability of portfolio selection models | 1-gen-2020 | Cesarone, F; Mango, F; Mottura, Cd; Ricci, Jm; Tardella, F | |
| An explicit Tikhonov algorithm for nested variational inequalities | 1-gen-2020 | Lampariello, L.; Neumann, C.; Ricci, J. M.; Sagratella, S.; Stein, O. | |
| Non-parametric cumulants approach for outlier detection of multivariate financial data | 1-gen-2022 | Cesarone, Francesco; Giacometti, Rosella; Ricci, Jacopo Maria | |
| Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution | 1-gen-2022 | Cesarone, Francesco; Cesetti, Raffaello; Orlando, Giuseppe; Martino, Manuel Luis; Ricci, Jacopo Maria | |
| A bilevel approach to ESG multi-portfolio selection | 1-gen-2023 | Cesarone, Francesco; Lampariello, Lorenzo; Merolla, Davide; Ricci, Jacopo Maria; Sagratella, Simone; Giuseppe Sasso, Valerio | |
| Non‐parametric cumulants approach for outlier detection of multivariate financial data | 1-gen-2023 | Cesarone, Francesco; Giacometti, Rosella; Ricci, Jacopo Maria | |
| A bilevel approach to ESG multi‑portfolio selection | 1-gen-2023 | Cesarone, Francesco; Lampariello, Lorenzo; Merolla, Davide; Ricci, Jacopo Maria; Sagratella, Simone; Giuseppe Sasso, Valerio | |
| MAD risk parity portfolios | 1-gen-2024 | Ararat, Çagın; Cesarone, Francesco; Çelebi Pınar, Mustafa; Ricci, Jacopo Maria |
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