Benvenuti nell'Anagrafe della Ricerca d'Ateneo

CESARONE, FRANCESCO
 Distribuzione geografica
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Continente #
NA - Nord America 7.251
EU - Europa 6.821
AS - Asia 4.741
SA - Sud America 589
Continente sconosciuto - Info sul continente non disponibili 448
AF - Africa 164
OC - Oceania 11
AN - Antartide 1
Totale 20.026
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Nazione #
US - Stati Uniti d'America 7.104
CN - Cina 2.147
IT - Italia 1.535
RU - Federazione Russa 1.432
SG - Singapore 1.352
DK - Danimarca 1.338
GB - Regno Unito 921
BR - Brasile 426
VN - Vietnam 404
DE - Germania 371
SE - Svezia 318
HK - Hong Kong 230
UA - Ucraina 216
BD - Bangladesh 140
FI - Finlandia 135
FR - Francia 118
IN - India 99
IE - Irlanda 88
TR - Turchia 84
CA - Canada 78
AL - Albania 70
NL - Olanda 70
AR - Argentina 66
ES - Italia 41
ID - Indonesia 40
KR - Corea 39
PL - Polonia 37
ZA - Sudafrica 36
JP - Giappone 35
IQ - Iraq 33
SN - Senegal 33
MX - Messico 32
CO - Colombia 28
CI - Costa d'Avorio 27
AT - Austria 22
PH - Filippine 19
PK - Pakistan 19
BE - Belgio 18
MA - Marocco 18
VE - Venezuela 17
CH - Svizzera 16
EC - Ecuador 16
CL - Cile 14
MY - Malesia 12
SA - Arabia Saudita 12
UZ - Uzbekistan 12
AU - Australia 11
CZ - Repubblica Ceca 10
PE - Perù 10
RO - Romania 10
LT - Lituania 9
DZ - Algeria 8
EG - Egitto 8
KE - Kenya 8
PT - Portogallo 8
TN - Tunisia 8
TW - Taiwan 8
IR - Iran 6
JM - Giamaica 6
NP - Nepal 6
AE - Emirati Arabi Uniti 5
BG - Bulgaria 5
BO - Bolivia 5
CR - Costa Rica 5
GR - Grecia 5
SV - El Salvador 5
A2 - ???statistics.table.value.countryCode.A2??? 4
AZ - Azerbaigian 4
DO - Repubblica Dominicana 4
KZ - Kazakistan 4
LK - Sri Lanka 4
MU - Mauritius 4
NI - Nicaragua 4
PS - Palestinian Territory 4
RS - Serbia 4
UY - Uruguay 4
ET - Etiopia 3
GH - Ghana 3
HR - Croazia 3
HU - Ungheria 3
IL - Israele 3
JO - Giordania 3
KG - Kirghizistan 3
LV - Lettonia 3
MD - Moldavia 3
NG - Nigeria 3
SY - Repubblica araba siriana 3
AD - Andorra 2
BY - Bielorussia 2
GE - Georgia 2
GP - Guadalupe 2
KN - Saint Kitts e Nevis 2
NO - Norvegia 2
PY - Paraguay 2
SI - Slovenia 2
TH - Thailandia 2
TT - Trinidad e Tobago 2
XK - ???statistics.table.value.countryCode.XK??? 2
AI - Anguilla 1
AM - Armenia 1
Totale 19.561
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Città #
Southend 759
Woodbridge 681
Singapore 673
Ashburn 583
San Jose 565
Rome 536
Dallas 518
Fairfield 364
Chandler 338
Beijing 285
Ann Arbor 276
Wilmington 275
Houston 271
Nanjing 241
Boardman 228
Hong Kong 216
Jacksonville 193
Dearborn 189
Hefei 182
Seattle 173
Milan 153
Los Angeles 133
Cambridge 130
Ho Chi Minh City 119
Princeton 118
Shenyang 103
The Dalles 103
Shanghai 96
Jinan 93
Dublin 87
Dong Ket 82
Plano 82
Nanchang 76
New York 75
Redwood City 71
Hebei 69
Santa Clara 69
Tianjin 65
Hanoi 63
Changsha 59
Izmir 54
São Paulo 50
Guangzhou 46
Hangzhou 46
Munich 46
Helsinki 44
Jiaxing 42
Zhengzhou 41
Columbus 39
Moscow 37
Orem 35
Dakar 33
Naples 31
Seoul 31
Kunming 30
Phoenix 28
San Diego 28
Tokyo 28
Ningbo 27
Chicago 26
Haikou 26
Atlanta 25
Council Bluffs 25
Frankfurt am Main 25
Taizhou 25
Turku 25
Montreal 24
London 23
Warsaw 22
Paris 21
Basingstoke 20
San Francisco 20
Amsterdam 19
Chennai 19
Brooklyn 18
Buffalo 18
Johannesburg 18
Taiyuan 18
Haiphong 17
Lanzhou 17
Toronto 17
Denver 16
Manchester 15
San Mateo 15
Stockholm 15
Bari 14
Brussels 14
Da Nang 14
Baghdad 13
Bologna 13
Florence 13
Fuzhou 13
Palermo 13
Yubileyny 13
Anzio 12
Falls Church 12
Mumbai 12
Washington 12
Boston 11
City of London 11
Totale 10.827
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Nome #
Approximating exact expected utility via portfolio efficient frontiers 375
Efficient Algorithms For Mean-Variance Portfolio Optimization With Hard Real-World Constraints 373
A return-diversification approach to portfolio selection 337
Joining Diversification and Optimization for Asset Allocation 299
Diversification+Optimization=Portfolio Selection 290
Matematica generale 283
A risk-gain dominance maximization approach to enhanced index tracking 283
Minimum risk versus capital and risk diversification strategies for portfolio construction 280
A Quick Tool to forecast VaR using Implied and Realized Volatilities 278
Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models 267
Equal Risk Bounding is better than Risk Parity for portfolio selection 267
A Linear Risk-Return Model for Enhanced Indexation 266
A Clique Algorithm for Cardinality Constrained Portfolio Optimization 266
A Quick Tool to forecast VaR 265
A dominance maximization approach to portfolio selection 264
Equal Risk Contribution portfolios for CVaR and CVaR-deviation risk measures 263
A Quick Tool to Forecast VaR Using Implied and Realized Volatilities 260
A Linear Programming Model for Enhanced Indexation based on Strong Stochastic Dominance 258
Equal Risk Bounding is better then Risk Parity for portfolio selection 255
A Linear Risk-Return Model for Enhanced Indexation in Portfolio Optimization 253
A new method for mean-variance portfolio optimization with cardinality constraints 247
A new portfolio selection approach: Models and Algorithms 240
Heat waves in the Mediterranean: a local feature or a larger-scale effect? 237
On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection 230
On the stability of portfolio selection models 228
Memory formalism in the passive diffusion across highly heterogeneous systems 225
Improving the Risk Parity Approach to Portfolio Selection 224
A new stochastic dominance approach to enhanced index tracking problems 223
A New LP Model for Enhanced Indexation 219
Role of the Monsoons Variability on the Summer Drought events in the Mediterranean Basin 217
Linear vs. quadratic portfolio selection models with hard real-world constraints 217
Efficient Algorithms For Mean-Variance Portfolio Optimization With Hard Real-World Constraints 214
Exact and Approximate Stochastic Dominance for Portfolio Selection 212
On the stability of portfolio selection models 212
Does Greater Diversification Really Improve Performance in Portfolio Selection? 212
A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach 211
PseudoBoolean models for portfolio selection 209
Does ESG Impact Really Enhance Portfolio Profitability? 209
Joining risk diversification and utility maximization for portfolio selection 208
A Practically Realizable Strong Stochastic Dominance Model for Enhanced Indexation 204
A Risk-Return Approach to Enhanced Indexation 202
On the stability of portfolio selection models 202
An alternative approach for the operational risk assessment of a new product 202
LE GARANZIE STATALI COME STRUMENTO DI INTERVENTO PUBBLICO A SOSTEGNO DELL’ECONOMIA: ELEMENTI DI VALUTAZIONE FINANZIARIA 200
Minimum Risk vs. Capital and Risk Diversification strategies for portfolio construction 199
Geopotential oscillations and Rainfall Cycle in the Mediterranean Region 196
Operational risk assessment of a new product using AHP 194
Optimally chosen small portfolios are better than large ones 193
Learning and holding periods for portfolio selection models: a sensitivity analysis 192
On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection 192
MINLP models for portfolio selection 191
African Monsoon and the climate of the Mediterranean 189
Risk disparity is better than risk parity for portfolio selection 188
Climate extreme and variability related to forestry land-cover and agriculture land-use changes 181
Rainfall variability over the Mediterranean Region and its linkage with large scale features 180
August 2003 Heat-wave in Western Europe: an analysis and perspective 179
Z-score vs minimum variance preselection methods for constructing small portfolios 178
Managing ESG ratings disagreement in sustainable portfolio selection 175
Heat waves in the Mediterranean Region: Analysis and model results 175
Mediterranean Jetstream and Mediterranean Winter Anomalies 175
Computational Finance. MATLAB oriented modeling 173
Why small portfolios are preferable and how to choose them 170
Risk Bounding is better then Risk Parity for portfolio selection 168
Managing ESG Ratings Disagreement in Sustainable Portfolio Selection 167
Heat-wave events in the Mediterranean: a recurrent feature or a global warming effect? 167
Diversified Optimal Portfolios: a new approach to portfolio selection 167
A bilevel approach to ESG multi‑portfolio selection 164
Mediterranean winter and fall climate: trends and mechanisms 163
Links of the seasonal precipitation in Europe and Northern Africa to the global sea surface temperatures in gridded observational datasets and in model integrations 159
No arbitrage and a linear portfolio selection model 159
A new family of modified Gaussian copulas for market consistent valuation of government guarantees 157
Portfolio selection problems in practice: a comparison between linear and quadratic optimization models 156
Mediterranean Jetstream and Mediterranean Summer Anomalies 156
AN EMPIRICAL ANALYSIS OF THE MAXIMUM ACCEPTABLE CORRELATION FOR A DEFAULTABLE GUARANTEE 155
Minimum Risk vs. Capital and Risk Diversification Strategies for Portfolio Construction 152
Z-score vs Markowitz preselection for constructing small portfolios 149
The impact of cryptocurrencies in an equity investment universe for portfolio selection 148
Mitigation and Recover of Semi-arid and Arid Provinces in China 147
Equal Risk Contribution Portfolios using MAD 142
Portfolio selection problems in practice: a comparison between linear and quadratic optimization models 141
Mean‑Variance‑VaR portfolios: MIQP formulation and performance analysis 140
A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach 136
Does Greater Diversification Really Improve Performance in Portfolio Selection? 134
Risk Parity with Expectiles 132
Does ESG Impact Really Enhance Portfolio Profitability? 131
Non-parametric cumulants approach for outlier detection of multivariate financial data 130
A new behavioral model for portfolio selection using the Half‐Full/Half‐Empty approach 127
Risk Parity with Expectiles 122
An optimization-diversification approach to portfolio selection 121
A bilevel approach to ESG multi-portfolio selection 119
Risk Parity with Expectiles 118
MAD risk parity portfolios 113
A benchmark-asset principal component factorization for index tracking on skewed markets 112
Esercitazioni di matematica generale 104
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution 103
Semivariance, semicovariance matrix and lower partial moments for portfolio selection: Analytical and numerical results 99
A benchmark-asset principal component factorization for index tracking on large investment universes 97
Equal Risk Contribution Portfolios using MAD 96
Non‐parametric cumulants approach for outlier detection of multivariate financial data 95
Mean‐Variance‐VaR portfolios: MIQP formulation and performance analysis 91
Totale 19.343
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Categoria #
all - tutte 57.928
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 57.928
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022705 0 0 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
2025/20265.727 316 801 414 807 615 322 563 168 632 557 318 214
2026/2027485 159 191 135 0 0 0 0 0 0 0 0 0
Totale 20.026