Benvenuti nell'Anagrafe della Ricerca d'Ateneo

CESARONE, FRANCESCO
 Distribuzione geografica
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Continente #
EU - Europa 6.644
NA - Nord America 6.583
AS - Asia 4.612
SA - Sud America 565
AF - Africa 164
OC - Oceania 11
Continente sconosciuto - Info sul continente non disponibili 7
AN - Antartide 1
Totale 18.587
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Nazione #
US - Stati Uniti d'America 6.471
CN - Cina 2.136
RU - Federazione Russa 1.432
IT - Italia 1.390
DK - Danimarca 1.338
SG - Singapore 1.337
GB - Regno Unito 915
BR - Brasile 416
VN - Vietnam 402
DE - Germania 368
SE - Svezia 318
HK - Hong Kong 227
UA - Ucraina 215
FI - Finlandia 135
FR - Francia 110
IN - India 99
IE - Irlanda 88
TR - Turchia 84
AL - Albania 70
NL - Olanda 67
AR - Argentina 64
CA - Canada 59
BD - Bangladesh 47
ID - Indonesia 39
KR - Corea 39
ES - Italia 38
ZA - Sudafrica 36
JP - Giappone 34
PL - Polonia 34
IQ - Iraq 33
SN - Senegal 33
MX - Messico 31
CI - Costa d'Avorio 27
AT - Austria 22
CO - Colombia 22
PH - Filippine 19
PK - Pakistan 19
BE - Belgio 18
MA - Marocco 18
VE - Venezuela 17
CH - Svizzera 14
EC - Ecuador 14
SA - Arabia Saudita 12
UZ - Uzbekistan 12
AU - Australia 11
CL - Cile 11
CZ - Repubblica Ceca 10
MY - Malesia 10
PE - Perù 10
RO - Romania 9
DZ - Algeria 8
EG - Egitto 8
KE - Kenya 8
LT - Lituania 8
PT - Portogallo 8
TN - Tunisia 8
TW - Taiwan 8
IR - Iran 6
NP - Nepal 6
BG - Bulgaria 5
BO - Bolivia 5
GR - Grecia 5
A2 - ???statistics.table.value.countryCode.A2??? 4
AE - Emirati Arabi Uniti 4
AZ - Azerbaigian 4
DO - Repubblica Dominicana 4
KZ - Kazakistan 4
LK - Sri Lanka 4
MU - Mauritius 4
PS - Palestinian Territory 4
RS - Serbia 4
SV - El Salvador 4
UY - Uruguay 4
CR - Costa Rica 3
ET - Etiopia 3
GH - Ghana 3
HR - Croazia 3
HU - Ungheria 3
IL - Israele 3
JM - Giamaica 3
JO - Giordania 3
KG - Kirghizistan 3
MD - Moldavia 3
NG - Nigeria 3
SY - Repubblica araba siriana 3
AD - Andorra 2
BY - Bielorussia 2
GE - Georgia 2
LV - Lettonia 2
NI - Nicaragua 2
NO - Norvegia 2
SI - Slovenia 2
TH - Thailandia 2
XK - ???statistics.table.value.countryCode.XK??? 2
AM - Armenia 1
AO - Angola 1
AQ - Antartide 1
BH - Bahrain 1
CG - Congo 1
CY - Cipro 1
Totale 18.567
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Città #
Southend 759
Woodbridge 681
Singapore 668
Rome 513
Dallas 511
Ashburn 471
San Jose 384
Fairfield 364
Chandler 338
Beijing 282
Ann Arbor 276
Wilmington 273
Houston 268
Nanjing 241
Boardman 226
Hong Kong 214
Jacksonville 193
Dearborn 189
Hefei 182
Seattle 169
Milan 142
Cambridge 129
Ho Chi Minh City 119
Princeton 118
Shenyang 103
The Dalles 103
Los Angeles 101
Shanghai 95
Jinan 93
Dublin 87
Dong Ket 82
Plano 81
Nanchang 76
Redwood City 71
Hebei 69
Tianjin 65
Hanoi 63
Changsha 59
New York 55
Izmir 54
São Paulo 47
Guangzhou 46
Hangzhou 46
Munich 46
Helsinki 44
Jiaxing 42
Santa Clara 41
Zhengzhou 41
Moscow 37
Columbus 36
Orem 34
Dakar 33
Seoul 31
Kunming 30
San Diego 28
Ningbo 27
Tokyo 27
Haikou 26
Council Bluffs 25
Taizhou 25
Turku 25
Frankfurt am Main 24
Atlanta 23
London 23
Naples 22
Montreal 21
Warsaw 21
Basingstoke 20
Amsterdam 19
Chennai 19
Johannesburg 18
Taiyuan 18
Brooklyn 17
Lanzhou 17
Haiphong 16
Paris 16
Denver 15
Manchester 15
San Mateo 15
Stockholm 15
Brussels 14
Da Nang 14
Baghdad 13
Fuzhou 13
San Francisco 13
Yubileyny 13
Anzio 12
Falls Church 12
Mumbai 12
Toronto 12
Washington 12
Bari 11
Boston 11
Buffalo 11
City of London 11
Fremont 11
Lawrence 11
Mexico City 11
Tashkent 11
Alameda 10
Totale 10.296
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Nome #
Approximating exact expected utility via portfolio efficient frontiers 370
Efficient Algorithms For Mean-Variance Portfolio Optimization With Hard Real-World Constraints 345
A return-diversification approach to portfolio selection 316
Joining Diversification and Optimization for Asset Allocation 290
A risk-gain dominance maximization approach to enhanced index tracking 277
A Quick Tool to forecast VaR using Implied and Realized Volatilities 270
Minimum risk versus capital and risk diversification strategies for portfolio construction 269
A Linear Risk-Return Model for Enhanced Indexation 262
Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models 262
A Clique Algorithm for Cardinality Constrained Portfolio Optimization 257
A Quick Tool to forecast VaR 257
A Linear Programming Model for Enhanced Indexation based on Strong Stochastic Dominance 255
A Quick Tool to Forecast VaR Using Implied and Realized Volatilities 253
Equal Risk Bounding is better then Risk Parity for portfolio selection 250
Diversification+Optimization=Portfolio Selection 249
A dominance maximization approach to portfolio selection 249
Equal Risk Contribution portfolios for CVaR and CVaR-deviation risk measures 249
Equal Risk Bounding is better than Risk Parity for portfolio selection 248
A Linear Risk-Return Model for Enhanced Indexation in Portfolio Optimization 247
Matematica generale 244
A new method for mean-variance portfolio optimization with cardinality constraints 243
Heat waves in the Mediterranean: a local feature or a larger-scale effect? 234
A new portfolio selection approach: Models and Algorithms 231
On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection 224
On the stability of portfolio selection models 223
Memory formalism in the passive diffusion across highly heterogeneous systems 221
Improving the Risk Parity Approach to Portfolio Selection 219
A new stochastic dominance approach to enhanced index tracking problems 218
A New LP Model for Enhanced Indexation 215
Linear vs. quadratic portfolio selection models with hard real-world constraints 213
Efficient Algorithms For Mean-Variance Portfolio Optimization With Hard Real-World Constraints 210
Does Greater Diversification Really Improve Performance in Portfolio Selection? 209
Role of the Monsoons Variability on the Summer Drought events in the Mediterranean Basin 208
On the stability of portfolio selection models 206
Joining risk diversification and utility maximization for portfolio selection 205
Exact and Approximate Stochastic Dominance for Portfolio Selection 202
PseudoBoolean models for portfolio selection 201
Does ESG Impact Really Enhance Portfolio Profitability? 201
A Practically Realizable Strong Stochastic Dominance Model for Enhanced Indexation 200
On the stability of portfolio selection models 198
A Risk-Return Approach to Enhanced Indexation 196
An alternative approach for the operational risk assessment of a new product 196
Minimum Risk vs. Capital and Risk Diversification strategies for portfolio construction 195
LE GARANZIE STATALI COME STRUMENTO DI INTERVENTO PUBBLICO A SOSTEGNO DELL’ECONOMIA: ELEMENTI DI VALUTAZIONE FINANZIARIA 193
Geopotential oscillations and Rainfall Cycle in the Mediterranean Region 189
Learning and holding periods for portfolio selection models: a sensitivity analysis 189
MINLP models for portfolio selection 186
On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection 186
Risk disparity is better than risk parity for portfolio selection 186
African Monsoon and the climate of the Mediterranean 183
Operational risk assessment of a new product using AHP 181
Optimally chosen small portfolios are better than large ones 180
Rainfall variability over the Mediterranean Region and its linkage with large scale features 176
Climate extreme and variability related to forestry land-cover and agriculture land-use changes 176
Z-score vs minimum variance preselection methods for constructing small portfolios 176
August 2003 Heat-wave in Western Europe: an analysis and perspective 174
A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach 170
Heat waves in the Mediterranean Region: Analysis and model results 169
Mediterranean Jetstream and Mediterranean Winter Anomalies 169
Diversified Optimal Portfolios: a new approach to portfolio selection 165
Risk Bounding is better then Risk Parity for portfolio selection 163
Heat-wave events in the Mediterranean: a recurrent feature or a global warming effect? 163
Why small portfolios are preferable and how to choose them 157
Computational Finance. MATLAB oriented modeling 155
A bilevel approach to ESG multi‑portfolio selection 154
Mediterranean winter and fall climate: trends and mechanisms 154
No arbitrage and a linear portfolio selection model 154
Mediterranean Jetstream and Mediterranean Summer Anomalies 153
A new family of modified Gaussian copulas for market consistent valuation of government guarantees 152
Links of the seasonal precipitation in Europe and Northern Africa to the global sea surface temperatures in gridded observational datasets and in model integrations 150
Minimum Risk vs. Capital and Risk Diversification Strategies for Portfolio Construction 150
AN EMPIRICAL ANALYSIS OF THE MAXIMUM ACCEPTABLE CORRELATION FOR A DEFAULTABLE GUARANTEE 149
Portfolio selection problems in practice: a comparison between linear and quadratic optimization models 148
Mitigation and Recover of Semi-arid and Arid Provinces in China 144
Z-score vs Markowitz preselection for constructing small portfolios 141
Managing ESG ratings disagreement in sustainable portfolio selection 138
Managing ESG Ratings Disagreement in Sustainable Portfolio Selection 138
Portfolio selection problems in practice: a comparison between linear and quadratic optimization models 138
Equal Risk Contribution Portfolios using MAD 136
Does Greater Diversification Really Improve Performance in Portfolio Selection? 133
A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach 131
Mean‑Variance‑VaR portfolios: MIQP formulation and performance analysis 130
Risk Parity with Expectiles 126
A new behavioral model for portfolio selection using the Half‐Full/Half‐Empty approach 124
Non-parametric cumulants approach for outlier detection of multivariate financial data 122
The impact of cryptocurrencies in an equity investment universe for portfolio selection 120
Risk Parity with Expectiles 118
A bilevel approach to ESG multi-portfolio selection 117
An optimization-diversification approach to portfolio selection 115
Risk Parity with Expectiles 113
Does ESG Impact Really Enhance Portfolio Profitability? 108
A benchmark-asset principal component factorization for index tracking on skewed markets 105
MAD risk parity portfolios 104
Esercitazioni di matematica generale 97
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution 96
Non‐parametric cumulants approach for outlier detection of multivariate financial data 91
Mean‐Variance‐VaR portfolios: MIQP formulation and performance analysis 88
Equal Risk Contribution Portfolios using MAD 86
A benchmark-asset principal component factorization for index tracking on large investment universes 82
Outlier detection of multivariate data via the maximization of the cumulant generating function 80
Totale 18.458
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Categoria #
all - tutte 52.490
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 52.490
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021155 0 0 0 0 0 0 0 0 0 0 40 115
2021/2022809 38 66 35 15 160 34 97 40 109 29 38 148
2022/20231.257 212 207 96 91 112 229 13 97 115 15 45 25
2023/2024935 44 59 61 69 97 178 99 93 7 56 64 108
2024/20253.306 48 100 276 63 137 135 1.098 553 308 166 218 204
2025/20265.211 316 801 414 807 615 322 563 168 632 557 16 0
Totale 19.025