Benvenuti nell'Anagrafe della Ricerca d'Ateneo

CESARONE, FRANCESCO
 Distribuzione geografica
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Continente #
NA - Nord America 6.944
EU - Europa 6.739
AS - Asia 4.691
SA - Sud America 574
AF - Africa 164
OC - Oceania 11
Continente sconosciuto - Info sul continente non disponibili 8
AN - Antartide 1
Totale 19.132
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Nazione #
US - Stati Uniti d'America 6.813
CN - Cina 2.143
IT - Italia 1.467
RU - Federazione Russa 1.432
DK - Danimarca 1.338
SG - Singapore 1.338
GB - Regno Unito 920
BR - Brasile 419
VN - Vietnam 403
DE - Germania 370
SE - Svezia 318
HK - Hong Kong 228
UA - Ucraina 215
FI - Finlandia 135
BD - Bangladesh 114
FR - Francia 112
IN - India 99
IE - Irlanda 88
TR - Turchia 84
AL - Albania 70
CA - Canada 69
NL - Olanda 68
AR - Argentina 64
ES - Italia 39
ID - Indonesia 39
KR - Corea 39
PL - Polonia 36
ZA - Sudafrica 36
JP - Giappone 34
IQ - Iraq 33
SN - Senegal 33
MX - Messico 31
CI - Costa d'Avorio 27
CO - Colombia 25
AT - Austria 22
PH - Filippine 19
PK - Pakistan 19
BE - Belgio 18
MA - Marocco 18
VE - Venezuela 17
CH - Svizzera 16
CL - Cile 14
EC - Ecuador 14
SA - Arabia Saudita 12
UZ - Uzbekistan 12
AU - Australia 11
MY - Malesia 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
NP - Nepal 6
AE - Emirati Arabi Uniti 5
BG - Bulgaria 5
BO - Bolivia 5
GR - Grecia 5
A2 - ???statistics.table.value.countryCode.A2??? 4
AZ - Azerbaigian 4
CR - Costa Rica 4
DO - Repubblica Dominicana 4
JM - Giamaica 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
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
NI - Nicaragua 3
SY - Repubblica araba siriana 3
AD - Andorra 2
BY - Bielorussia 2
GE - Georgia 2
KN - Saint Kitts e Nevis 2
NO - Norvegia 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
AO - Angola 1
AQ - Antartide 1
Totale 19.107
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Città #
Southend 759
Woodbridge 681
Singapore 668
Rome 521
San Jose 519
Ashburn 518
Dallas 513
Fairfield 364
Chandler 338
Beijing 282
Ann Arbor 276
Wilmington 274
Houston 271
Nanjing 241
Boardman 226
Hong Kong 214
Jacksonville 193
Dearborn 189
Hefei 182
Seattle 172
Milan 148
Cambridge 130
Los Angeles 127
Ho Chi Minh City 119
Princeton 118
Shenyang 103
The Dalles 103
Shanghai 95
Jinan 93
Dublin 87
Dong Ket 82
Plano 82
Nanchang 76
New York 74
Redwood City 71
Hebei 69
Tianjin 65
Hanoi 63
Changsha 59
Izmir 54
São Paulo 47
Guangzhou 46
Hangzhou 46
Munich 46
Helsinki 44
Santa Clara 44
Jiaxing 42
Zhengzhou 41
Columbus 38
Moscow 37
Orem 35
Dakar 33
Seoul 31
Kunming 30
Naples 30
San Diego 28
Ningbo 27
Tokyo 27
Haikou 26
Council Bluffs 25
Taizhou 25
Turku 25
Atlanta 24
Frankfurt am Main 24
London 23
Montreal 23
Warsaw 21
Basingstoke 20
Amsterdam 19
Chennai 19
Johannesburg 18
Taiyuan 18
Brooklyn 17
Lanzhou 17
Haiphong 16
Paris 16
Toronto 16
Buffalo 15
Chicago 15
Denver 15
Manchester 15
San Mateo 15
Stockholm 15
Brussels 14
Da Nang 14
San Francisco 14
Baghdad 13
Florence 13
Fuzhou 13
Yubileyny 13
Anzio 12
Bologna 12
Falls Church 12
Mumbai 12
Washington 12
Bari 11
Boston 11
City of London 11
Fremont 11
Lawrence 11
Totale 10.582
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Nome #
Approximating exact expected utility via portfolio efficient frontiers 373
Efficient Algorithms For Mean-Variance Portfolio Optimization With Hard Real-World Constraints 364
A return-diversification approach to portfolio selection 331
Joining Diversification and Optimization for Asset Allocation 293
A risk-gain dominance maximization approach to enhanced index tracking 280
Minimum risk versus capital and risk diversification strategies for portfolio construction 274
Diversification+Optimization=Portfolio Selection 273
A Quick Tool to forecast VaR using Implied and Realized Volatilities 272
Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models 265
A Linear Risk-Return Model for Enhanced Indexation 263
A Clique Algorithm for Cardinality Constrained Portfolio Optimization 263
A Quick Tool to forecast VaR 262
Matematica generale 258
A dominance maximization approach to portfolio selection 258
A Quick Tool to Forecast VaR Using Implied and Realized Volatilities 257
A Linear Programming Model for Enhanced Indexation based on Strong Stochastic Dominance 256
Equal Risk Contribution portfolios for CVaR and CVaR-deviation risk measures 255
Equal Risk Bounding is better then Risk Parity for portfolio selection 253
Equal Risk Bounding is better than Risk Parity for portfolio selection 252
A Linear Risk-Return Model for Enhanced Indexation in Portfolio Optimization 249
A new method for mean-variance portfolio optimization with cardinality constraints 245
Heat waves in the Mediterranean: a local feature or a larger-scale effect? 237
A new portfolio selection approach: Models and Algorithms 235
On the stability of portfolio selection models 228
On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection 227
Memory formalism in the passive diffusion across highly heterogeneous systems 224
Improving the Risk Parity Approach to Portfolio Selection 222
A new stochastic dominance approach to enhanced index tracking problems 221
A New LP Model for Enhanced Indexation 217
Linear vs. quadratic portfolio selection models with hard real-world constraints 216
Role of the Monsoons Variability on the Summer Drought events in the Mediterranean Basin 213
Efficient Algorithms For Mean-Variance Portfolio Optimization With Hard Real-World Constraints 212
Does Greater Diversification Really Improve Performance in Portfolio Selection? 211
On the stability of portfolio selection models 209
A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach 208
Joining risk diversification and utility maximization for portfolio selection 206
Exact and Approximate Stochastic Dominance for Portfolio Selection 205
Does ESG Impact Really Enhance Portfolio Profitability? 205
PseudoBoolean models for portfolio selection 203
On the stability of portfolio selection models 201
A Practically Realizable Strong Stochastic Dominance Model for Enhanced Indexation 201
An alternative approach for the operational risk assessment of a new product 200
A Risk-Return Approach to Enhanced Indexation 199
Minimum Risk vs. Capital and Risk Diversification strategies for portfolio construction 196
LE GARANZIE STATALI COME STRUMENTO DI INTERVENTO PUBBLICO A SOSTEGNO DELL’ECONOMIA: ELEMENTI DI VALUTAZIONE FINANZIARIA 196
Geopotential oscillations and Rainfall Cycle in the Mediterranean Region 193
Optimally chosen small portfolios are better than large ones 190
Learning and holding periods for portfolio selection models: a sensitivity analysis 190
On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection 190
MINLP models for portfolio selection 188
Risk disparity is better than risk parity for portfolio selection 187
Operational risk assessment of a new product using AHP 185
African Monsoon and the climate of the Mediterranean 184
Climate extreme and variability related to forestry land-cover and agriculture land-use changes 178
Rainfall variability over the Mediterranean Region and its linkage with large scale features 177
Z-score vs minimum variance preselection methods for constructing small portfolios 177
August 2003 Heat-wave in Western Europe: an analysis and perspective 175
Computational Finance. MATLAB oriented modeling 172
Mediterranean Jetstream and Mediterranean Winter Anomalies 171
Heat waves in the Mediterranean Region: Analysis and model results 170
Diversified Optimal Portfolios: a new approach to portfolio selection 166
Risk Bounding is better then Risk Parity for portfolio selection 164
Heat-wave events in the Mediterranean: a recurrent feature or a global warming effect? 164
A bilevel approach to ESG multi‑portfolio selection 163
Why small portfolios are preferable and how to choose them 163
Managing ESG ratings disagreement in sustainable portfolio selection 160
Mediterranean winter and fall climate: trends and mechanisms 157
No arbitrage and a linear portfolio selection model 157
A new family of modified Gaussian copulas for market consistent valuation of government guarantees 154
Mediterranean Jetstream and Mediterranean Summer Anomalies 154
Managing ESG Ratings Disagreement in Sustainable Portfolio Selection 153
Links of the seasonal precipitation in Europe and Northern Africa to the global sea surface temperatures in gridded observational datasets and in model integrations 151
Minimum Risk vs. Capital and Risk Diversification Strategies for Portfolio Construction 151
Portfolio selection problems in practice: a comparison between linear and quadratic optimization models 150
AN EMPIRICAL ANALYSIS OF THE MAXIMUM ACCEPTABLE CORRELATION FOR A DEFAULTABLE GUARANTEE 149
Z-score vs Markowitz preselection for constructing small portfolios 147
Mitigation and Recover of Semi-arid and Arid Provinces in China 145
Portfolio selection problems in practice: a comparison between linear and quadratic optimization models 141
Equal Risk Contribution Portfolios using MAD 139
Mean‑Variance‑VaR portfolios: MIQP formulation and performance analysis 136
Does Greater Diversification Really Improve Performance in Portfolio Selection? 134
A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach 133
The impact of cryptocurrencies in an equity investment universe for portfolio selection 132
Risk Parity with Expectiles 128
Non-parametric cumulants approach for outlier detection of multivariate financial data 126
A new behavioral model for portfolio selection using the Half‐Full/Half‐Empty approach 125
Does ESG Impact Really Enhance Portfolio Profitability? 124
Risk Parity with Expectiles 120
A bilevel approach to ESG multi-portfolio selection 119
An optimization-diversification approach to portfolio selection 119
Risk Parity with Expectiles 117
MAD risk parity portfolios 109
A benchmark-asset principal component factorization for index tracking on skewed markets 107
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution 101
Esercitazioni di matematica generale 100
Non‐parametric cumulants approach for outlier detection of multivariate financial data 92
Equal Risk Contribution Portfolios using MAD 91
Mean‐Variance‐VaR portfolios: MIQP formulation and performance analysis 89
A benchmark-asset principal component factorization for index tracking on large investment universes 89
Outlier detection of multivariate data via the maximization of the cumulant generating function 85
Totale 18.919
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Categoria #
all - tutte 55.282
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 55.282
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
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
2025/20265.727 316 801 414 807 615 322 563 168 632 557 318 214
2026/202729 29 0 0 0 0 0 0 0 0 0 0 0
Totale 19.570