Benvenuti nell'Anagrafe della Ricerca d'Ateneo

CESARONE, FRANCESCO
 Distribuzione geografica
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Continente #
NA - Nord America 8.418
EU - Europa 7.026
AS - Asia 4.769
SA - Sud America 615
Continente sconosciuto - Info sul continente non disponibili 451
AF - Africa 165
OC - Oceania 16
AN - Antartide 1
Totale 21.461
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Nazione #
US - Stati Uniti d'America 8.207
CN - Cina 2.148
IT - Italia 1.703
RU - Federazione Russa 1.433
SG - Singapore 1.355
DK - Danimarca 1.338
GB - Regno Unito 934
BR - Brasile 443
VN - Vietnam 406
DE - Germania 377
SE - Svezia 318
HK - Hong Kong 231
UA - Ucraina 218
BD - Bangladesh 142
FI - Finlandia 138
CA - Canada 128
FR - Francia 120
IN - India 100
IE - Irlanda 91
TR - Turchia 85
AL - Albania 70
NL - Olanda 70
AR - Argentina 68
ES - Italia 41
ID - Indonesia 41
KR - Corea 41
JP - Giappone 39
PL - Polonia 39
ZA - Sudafrica 36
IQ - Iraq 33
MX - Messico 33
SN - Senegal 33
CO - Colombia 32
CI - Costa d'Avorio 27
AT - Austria 22
PH - Filippine 21
PK - Pakistan 20
EC - Ecuador 19
BE - Belgio 18
MA - Marocco 18
VE - Venezuela 17
CH - Svizzera 16
AU - Australia 14
CL - Cile 14
MY - Malesia 13
SA - Arabia Saudita 13
UZ - Uzbekistan 12
RO - Romania 11
CZ - Repubblica Ceca 10
PE - Perù 10
EG - Egitto 9
JM - Giamaica 9
LT - Lituania 9
CR - Costa Rica 8
DZ - Algeria 8
KE - Kenya 8
PT - Portogallo 8
TN - Tunisia 8
TW - Taiwan 8
NP - Nepal 7
AE - Emirati Arabi Uniti 6
GR - Grecia 6
IR - Iran 6
NI - Nicaragua 6
BG - Bulgaria 5
BO - Bolivia 5
SV - El Salvador 5
A2 - ???statistics.table.value.countryCode.A2??? 4
AZ - Azerbaigian 4
DO - Repubblica Dominicana 4
IL - Israele 4
KZ - Kazakistan 4
LK - Sri Lanka 4
MU - Mauritius 4
PS - Palestinian Territory 4
RS - Serbia 4
UY - Uruguay 4
EE - Estonia 3
ET - Etiopia 3
GE - Georgia 3
GH - Ghana 3
HR - Croazia 3
HU - Ungheria 3
JO - Giordania 3
KG - Kirghizistan 3
LV - Lettonia 3
MD - Moldavia 3
NG - Nigeria 3
SY - Repubblica araba siriana 3
TT - Trinidad e Tobago 3
AD - Andorra 2
BY - Bielorussia 2
GP - Guadalupe 2
GT - Guatemala 2
KN - Saint Kitts e Nevis 2
NO - Norvegia 2
NZ - Nuova Zelanda 2
PY - Paraguay 2
SI - Slovenia 2
TH - Thailandia 2
Totale 20.986
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Città #
Ashburn 922
Southend 759
Woodbridge 681
Singapore 674
Rome 616
San Jose 607
Dallas 562
Fairfield 364
Chandler 338
Beijing 286
Ann Arbor 276
Wilmington 275
Houston 272
Nanjing 241
Boardman 228
Hong Kong 217
Jacksonville 193
Dearborn 189
Seattle 187
Hefei 182
Los Angeles 182
Milan 161
Cambridge 131
Council Bluffs 129
Princeton 123
Ho Chi Minh City 120
New York 120
The Dalles 108
Shenyang 103
Shanghai 96
Jinan 93
Dublin 88
Dong Ket 82
Plano 82
Santa Clara 77
Nanchang 76
Redwood City 71
Hebei 69
Tianjin 65
Hanoi 63
São Paulo 60
Changsha 59
Izmir 54
Helsinki 47
Guangzhou 46
Hangzhou 46
Munich 46
Columbus 43
Jiaxing 42
Zhengzhou 41
Moscow 37
Chicago 36
Naples 36
Phoenix 36
Orem 35
Dakar 33
Seoul 33
San Diego 31
Charlottesville 30
Kunming 30
Montreal 30
Tokyo 30
Atlanta 28
Denver 27
Ningbo 27
Toronto 27
Haikou 26
Frankfurt am Main 25
Taizhou 25
Turku 25
Buffalo 23
London 23
Warsaw 23
Newark 22
Paris 22
San Francisco 21
Basingstoke 20
Amsterdam 19
Brooklyn 19
Chennai 19
Bologna 18
Johannesburg 18
Taiyuan 18
Haiphong 17
Lanzhou 17
North Bergen 17
Bari 15
Manchester 15
San Mateo 15
Stockholm 15
Brussels 14
Da Nang 14
Palermo 14
Washington 14
Baghdad 13
Florence 13
Fuzhou 13
Mumbai 13
Yubileyny 13
Anzio 12
Totale 11.708
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Nome #
Efficient Algorithms For Mean-Variance Portfolio Optimization With Hard Real-World Constraints 397
Approximating exact expected utility via portfolio efficient frontiers 388
Matematica generale 382
A return-diversification approach to portfolio selection 348
Joining Diversification and Optimization for Asset Allocation 320
Diversification+Optimization=Portfolio Selection 306
Minimum risk versus capital and risk diversification strategies for portfolio construction 295
A Clique Algorithm for Cardinality Constrained Portfolio Optimization 292
A risk-gain dominance maximization approach to enhanced index tracking 289
A Quick Tool to forecast VaR using Implied and Realized Volatilities 288
Equal Risk Bounding is better than Risk Parity for portfolio selection 283
A dominance maximization approach to portfolio selection 280
A Quick Tool to forecast VaR 275
Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models 275
Equal Risk Contribution portfolios for CVaR and CVaR-deviation risk measures 275
A Linear Risk-Return Model for Enhanced Indexation 272
A Quick Tool to Forecast VaR Using Implied and Realized Volatilities 272
A Linear Programming Model for Enhanced Indexation based on Strong Stochastic Dominance 269
Equal Risk Bounding is better then Risk Parity for portfolio selection 265
A new portfolio selection approach: Models and Algorithms 264
A Linear Risk-Return Model for Enhanced Indexation in Portfolio Optimization 259
A new method for mean-variance portfolio optimization with cardinality constraints 257
Heat waves in the Mediterranean: a local feature or a larger-scale effect? 255
On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection 249
On the stability of portfolio selection models 237
Improving the Risk Parity Approach to Portfolio Selection 236
Memory formalism in the passive diffusion across highly heterogeneous systems 232
A new stochastic dominance approach to enhanced index tracking problems 231
A New LP Model for Enhanced Indexation 230
Exact and Approximate Stochastic Dominance for Portfolio Selection 228
Role of the Monsoons Variability on the Summer Drought events in the Mediterranean Basin 227
Does ESG Impact Really Enhance Portfolio Profitability? 227
Linear vs. quadratic portfolio selection models with hard real-world constraints 225
A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach 224
Efficient Algorithms For Mean-Variance Portfolio Optimization With Hard Real-World Constraints 224
Joining risk diversification and utility maximization for portfolio selection 222
PseudoBoolean models for portfolio selection 222
Does Greater Diversification Really Improve Performance in Portfolio Selection? 221
On the stability of portfolio selection models 218
Geopotential oscillations and Rainfall Cycle in the Mediterranean Region 216
On the stability of portfolio selection models 214
An alternative approach for the operational risk assessment of a new product 214
Minimum Risk vs. Capital and Risk Diversification strategies for portfolio construction 210
A Practically Realizable Strong Stochastic Dominance Model for Enhanced Indexation 209
African Monsoon and the climate of the Mediterranean 208
Operational risk assessment of a new product using AHP 208
A Risk-Return Approach to Enhanced Indexation 207
LE GARANZIE STATALI COME STRUMENTO DI INTERVENTO PUBBLICO A SOSTEGNO DELL’ECONOMIA: ELEMENTI DI VALUTAZIONE FINANZIARIA 207
Climate extreme and variability related to forestry land-cover and agriculture land-use changes 202
MINLP models for portfolio selection 201
Optimally chosen small portfolios are better than large ones 201
On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection 200
August 2003 Heat-wave in Western Europe: an analysis and perspective 199
Learning and holding periods for portfolio selection models: a sensitivity analysis 199
Rainfall variability over the Mediterranean Region and its linkage with large scale features 198
Heat-wave events in the Mediterranean: a recurrent feature or a global warming effect? 194
Risk disparity is better than risk parity for portfolio selection 193
Managing ESG Ratings Disagreement in Sustainable Portfolio Selection 192
Managing ESG ratings disagreement in sustainable portfolio selection 190
Computational Finance. MATLAB oriented modeling 190
Mediterranean winter and fall climate: trends and mechanisms 188
Risk Bounding is better then Risk Parity for portfolio selection 188
Mediterranean Jetstream and Mediterranean Winter Anomalies 188
Z-score vs minimum variance preselection methods for constructing small portfolios 188
Heat waves in the Mediterranean Region: Analysis and model results 184
Why small portfolios are preferable and how to choose them 183
Diversified Optimal Portfolios: a new approach to portfolio selection 181
A bilevel approach to ESG multi‑portfolio selection 171
Links of the seasonal precipitation in Europe and Northern Africa to the global sea surface temperatures in gridded observational datasets and in model integrations 171
A new family of modified Gaussian copulas for market consistent valuation of government guarantees 167
No arbitrage and a linear portfolio selection model 167
AN EMPIRICAL ANALYSIS OF THE MAXIMUM ACCEPTABLE CORRELATION FOR A DEFAULTABLE GUARANTEE 167
Mitigation and Recover of Semi-arid and Arid Provinces in China 163
Portfolio selection problems in practice: a comparison between linear and quadratic optimization models 162
Z-score vs Markowitz preselection for constructing small portfolios 162
Minimum Risk vs. Capital and Risk Diversification Strategies for Portfolio Construction 161
Mediterranean Jetstream and Mediterranean Summer Anomalies 161
The impact of cryptocurrencies in an equity investment universe for portfolio selection 158
Mean‑Variance‑VaR portfolios: MIQP formulation and performance analysis 155
Portfolio selection problems in practice: a comparison between linear and quadratic optimization models 152
Equal Risk Contribution Portfolios using MAD 149
Risk Parity with Expectiles 148
A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach 145
Risk Parity with Expectiles 144
Non-parametric cumulants approach for outlier detection of multivariate financial data 140
Semivariance, semicovariance matrix and lower partial moments for portfolio selection: Analytical and numerical results 139
Does ESG Impact Really Enhance Portfolio Profitability? 139
Does Greater Diversification Really Improve Performance in Portfolio Selection? 139
A new behavioral model for portfolio selection using the Half‐Full/Half‐Empty approach 134
A bilevel approach to ESG multi-portfolio selection 133
An optimization-diversification approach to portfolio selection 130
Risk Parity with Expectiles 124
MAD risk parity portfolios 122
Equal Risk Contribution Portfolios using MAD 117
A benchmark-asset principal component factorization for index tracking on skewed markets 116
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution 115
Esercitazioni di matematica generale 110
A benchmark-asset principal component factorization for index tracking on large investment universes 108
Mean‐Variance‐VaR portfolios: MIQP formulation and performance analysis 104
Non‐parametric cumulants approach for outlier detection of multivariate financial data 102
Totale 20.686
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Categoria #
all - tutte 61.485
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 61.485
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022670 0 0 0 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
2025/20265.727 316 801 414 807 615 322 563 168 632 557 318 214
2026/20271.920 159 191 748 822 0 0 0 0 0 0 0 0
Totale 21.461