CESARONE, FRANCESCO
CESARONE, FRANCESCO
Dipartimento di Economia Aziendale
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
A Clique Algorithm for Cardinality Constrained Portfolio Optimization
2008-01-01 Cesarone, Francesco; A., Scozzari; F., Tardella
A dominance maximization approach to portfolio selection
2018-01-01 Cesarone, Francesco; Sagratella, Simone; Lampariello, Lorenzo
A Linear Programming Model for Enhanced Indexation based on Strong Stochastic Dominance
2012-01-01 R., Bruni; Cesarone, Francesco; A., Scozzari; F., Tardella
A Linear Risk-Return Model for Enhanced Indexation
2012-01-01 Bruni, R; Cesarone, Francesco; Scozzari, A; Tardella, F.
A Linear Risk-Return Model for Enhanced Indexation in Portfolio Optimization
2015-01-01 Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; Tardella, Fabio
A new family of modified Gaussian copulas for market consistent valuation of government guarantees
2022-01-01 Cerqueti, Roy; Cesarone, Francesco; Heusch, Maria C.; Mottura, Carlo D.
A New LP Model for Enhanced Indexation
2012-01-01 R., Bruni; Cesarone, Francesco; A., Scozzari; F., Tardella
A new method for mean-variance portfolio optimization with cardinality constraints
2013-01-01 Cesarone, Francesco; A., Scozzari; F., Tardella
A new portfolio selection approach: Models and Algorithms
2010-01-01 Cesarone, Francesco; A., Scozzari; F., Tardella
A new stochastic dominance approach to enhanced index tracking problems
2012-01-01 R., Bruni; Cesarone, Francesco; A., Scozzari; F., Tardella
A Practically Realizable Strong Stochastic Dominance Model for Enhanced Indexation
2013-01-01 R., Bruni; Cesarone, Francesco; A., Scozzari; F., Tardella
A Quick Tool to forecast VaR
2016-01-01 Cesarone, Francesco; Colucci, Stefano
A Quick Tool to forecast VaR using Implied and Realized Volatilities
2016-01-01 Colucci, Stefano; Cesarone, Francesco
A Quick Tool to Forecast VaR Using Implied and Realized Volatilities
2016-01-01 Cesarone, Francesco; Colucci, Stefano
A risk-gain dominance maximization approach to enhanced index tracking
2019-01-01 Cesarone, Francesco; Lampariello, Lorenzo; Sagratella, Simone
A Risk-Return Approach to Enhanced Indexation
2012-01-01 R., Bruni; Cesarone, Francesco; A., Scozzari; F., Tardella
African Monsoon and the climate of the Mediterranean
2004-01-01 Baldi, M; G. A., Dalu; Cesarone, Francesco; M., Gaetani
An alternative approach for the operational risk assessment of a new product
2019-01-01 Giacchero, Andrea; Moretti, Jacopo; Cesarone, Francesco; Tardella, Fabio
AN EMPIRICAL ANALYSIS OF THE MAXIMUM ACCEPTABLE CORRELATION FOR A DEFAULTABLE GUARANTEE
2018-01-01 Cesarone, Francesco; Congedo, Maria Alessandra; Heusch, MARIA CRISTINA; Mottura, Carlo Domenico
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| 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 | |
| A Clique Algorithm for Cardinality Constrained Portfolio Optimization | 1-gen-2008 | Cesarone, Francesco; A., Scozzari; F., Tardella | |
| A dominance maximization approach to portfolio selection | 1-gen-2018 | Cesarone, Francesco; Sagratella, Simone; Lampariello, Lorenzo | |
| A Linear Programming Model for Enhanced Indexation based on Strong Stochastic Dominance | 1-gen-2012 | R., Bruni; Cesarone, Francesco; A., Scozzari; F., Tardella | |
| A Linear Risk-Return Model for Enhanced Indexation | 1-gen-2012 | Bruni, R; Cesarone, Francesco; Scozzari, A; Tardella, F. | |
| A Linear Risk-Return Model for Enhanced Indexation in Portfolio Optimization | 1-gen-2015 | Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; Tardella, Fabio | |
| A new family of modified Gaussian copulas for market consistent valuation of government guarantees | 1-gen-2022 | Cerqueti, Roy; Cesarone, Francesco; Heusch, Maria C.; Mottura, Carlo D. | |
| A New LP Model for Enhanced Indexation | 1-gen-2012 | R., Bruni; Cesarone, Francesco; A., Scozzari; F., Tardella | |
| A new method for mean-variance portfolio optimization with cardinality constraints | 1-gen-2013 | Cesarone, Francesco; A., Scozzari; F., Tardella | |
| A new portfolio selection approach: Models and Algorithms | 1-gen-2010 | Cesarone, Francesco; A., Scozzari; F., Tardella | |
| A new stochastic dominance approach to enhanced index tracking problems | 1-gen-2012 | R., Bruni; Cesarone, Francesco; A., Scozzari; F., Tardella | |
| A Practically Realizable Strong Stochastic Dominance Model for Enhanced Indexation | 1-gen-2013 | R., Bruni; Cesarone, Francesco; A., Scozzari; F., Tardella | |
| A Quick Tool to forecast VaR | 1-gen-2016 | Cesarone, Francesco; Colucci, Stefano | |
| A Quick Tool to forecast VaR using Implied and Realized Volatilities | 1-gen-2016 | Colucci, Stefano; Cesarone, Francesco | |
| A Quick Tool to Forecast VaR Using Implied and Realized Volatilities | 1-gen-2016 | Cesarone, Francesco; Colucci, Stefano | |
| A risk-gain dominance maximization approach to enhanced index tracking | 1-gen-2019 | Cesarone, Francesco; Lampariello, Lorenzo; Sagratella, Simone | |
| A Risk-Return Approach to Enhanced Indexation | 1-gen-2012 | R., Bruni; Cesarone, Francesco; A., Scozzari; F., Tardella | |
| African Monsoon and the climate of the Mediterranean | 1-gen-2004 | Baldi, M; G. A., Dalu; Cesarone, Francesco; M., Gaetani | |
| An alternative approach for the operational risk assessment of a new product | 1-gen-2019 | Giacchero, Andrea; Moretti, Jacopo; Cesarone, Francesco; Tardella, Fabio | |
| AN EMPIRICAL ANALYSIS OF THE MAXIMUM ACCEPTABLE CORRELATION FOR A DEFAULTABLE GUARANTEE | 1-gen-2018 | Cesarone, Francesco; Congedo, Maria Alessandra; Heusch, MARIA CRISTINA; Mottura, Carlo Domenico |