Benvenuti nell'Anagrafe della Ricerca d'Ateneo

CESARONE, FRANCESCO
 Distribuzione geografica
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Continente #
EU - Europa 6.373
NA - Nord America 5.737
AS - Asia 3.773
SA - Sud America 411
AF - Africa 105
OC - Oceania 9
Continente sconosciuto - Info sul continente non disponibili 6
AN - Antartide 1
Totale 16.415
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Nazione #
US - Stati Uniti d'America 5.672
CN - Cina 2.031
RU - Federazione Russa 1.425
DK - Danimarca 1.338
IT - Italia 1.297
SG - Singapore 1.065
GB - Regno Unito 875
DE - Germania 352
BR - Brasile 329
SE - Svezia 313
UA - Ucraina 206
HK - Hong Kong 204
VN - Vietnam 202
FI - Finlandia 122
FR - Francia 88
IE - Irlanda 86
TR - Turchia 67
AL - Albania 66
NL - Olanda 55
AR - Argentina 39
IN - India 37
CA - Canada 36
KR - Corea 36
SN - Senegal 33
ES - Italia 29
CI - Costa d'Avorio 27
ID - Indonesia 26
JP - Giappone 25
PL - Polonia 25
ZA - Sudafrica 19
AT - Austria 18
MX - Messico 18
BD - Bangladesh 16
IQ - Iraq 16
BE - Belgio 15
CH - Svizzera 13
CO - Colombia 10
AU - Australia 9
CZ - Repubblica Ceca 8
EC - Ecuador 8
MA - Marocco 8
PE - Perù 8
TW - Taiwan 8
RO - Romania 7
VE - Venezuela 7
LT - Lituania 6
PT - Portogallo 6
UZ - Uzbekistan 6
CL - Cile 5
IR - Iran 5
A2 - ???statistics.table.value.countryCode.A2??? 4
BG - Bulgaria 4
DZ - Algeria 4
EG - Egitto 4
PK - Pakistan 4
TN - Tunisia 4
BO - Bolivia 3
GH - Ghana 3
GR - Grecia 3
HU - Ungheria 3
KZ - Kazakistan 3
SA - Arabia Saudita 3
SV - El Salvador 3
AD - Andorra 2
AE - Emirati Arabi Uniti 2
GE - Georgia 2
IL - Israele 2
JM - Giamaica 2
MD - Moldavia 2
NP - Nepal 2
PS - Palestinian Territory 2
RS - Serbia 2
UY - Uruguay 2
AM - Armenia 1
AQ - Antartide 1
AZ - Azerbaigian 1
BH - Bahrain 1
BY - Bielorussia 1
CR - Costa Rica 1
DO - Repubblica Dominicana 1
ET - Etiopia 1
EU - Europa 1
GL - Groenlandia 1
JO - Giordania 1
KE - Kenya 1
KG - Kirghizistan 1
LB - Libano 1
LI - Liechtenstein 1
LK - Sri Lanka 1
LU - Lussemburgo 1
LV - Lettonia 1
MC - Monaco 1
MT - Malta 1
NG - Nigeria 1
NI - Nicaragua 1
NO - Norvegia 1
PA - Panama 1
PH - Filippine 1
TJ - Tagikistan 1
TT - Trinidad e Tobago 1
Totale 16.414
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Città #
Southend 759
Woodbridge 681
Dallas 509
Rome 497
Singapore 424
Ashburn 415
Fairfield 364
Chandler 338
Beijing 278
Ann Arbor 276
Wilmington 273
Houston 265
Nanjing 241
Boardman 225
Hong Kong 197
Jacksonville 193
Dearborn 189
Hefei 182
Seattle 168
Cambridge 129
Milan 127
Princeton 118
Shenyang 103
The Dalles 103
Shanghai 95
Jinan 93
Dublin 85
Dong Ket 82
Plano 81
Los Angeles 80
Nanchang 76
Redwood City 71
Hebei 69
Tianjin 65
Changsha 59
Izmir 53
Ho Chi Minh City 47
Munich 46
Guangzhou 45
Hangzhou 45
Jiaxing 42
New York 42
Zhengzhou 41
São Paulo 40
Moscow 36
Columbus 35
Dakar 33
Santa Clara 33
Helsinki 31
Kunming 30
Seoul 29
Ningbo 27
San Diego 27
Haikou 26
Taizhou 25
Turku 25
Hanoi 24
London 19
Tokyo 19
Taiyuan 18
Lanzhou 17
Atlanta 16
Brooklyn 16
Naples 16
Johannesburg 15
San Mateo 15
Warsaw 15
Amsterdam 14
Montreal 14
Brussels 13
Frankfurt am Main 13
Fuzhou 13
San Francisco 13
Yubileyny 13
Anzio 12
Falls Church 12
Manchester 12
Boston 11
Fremont 11
Lawrence 11
Stockholm 11
Washington 11
Alameda 10
Bari 10
Belo Horizonte 10
Bologna 10
Denver 10
Falkenstein 10
Orem 10
Paris 10
Travagliato 10
Chennai 9
Edinburgh 9
Florence 9
Genoa 9
Lappeenranta 9
Mumbai 9
Poplar 9
Rio de Janeiro 9
Altamura 8
Totale 9.212
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Nome #
Approximating exact expected utility via portfolio efficient frontiers 349
Efficient Algorithms For Mean-Variance Portfolio Optimization With Hard Real-World Constraints 312
A return-diversification approach to portfolio selection 291
Joining Diversification and Optimization for Asset Allocation 265
A risk-gain dominance maximization approach to enhanced index tracking 254
Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models 251
Minimum risk versus capital and risk diversification strategies for portfolio construction 251
A Quick Tool to forecast VaR using Implied and Realized Volatilities 249
A Linear Risk-Return Model for Enhanced Indexation 243
A Quick Tool to forecast VaR 238
A Clique Algorithm for Cardinality Constrained Portfolio Optimization 236
A Quick Tool to Forecast VaR Using Implied and Realized Volatilities 235
Equal Risk Bounding is better then Risk Parity for portfolio selection 233
A Linear Programming Model for Enhanced Indexation based on Strong Stochastic Dominance 233
A Linear Risk-Return Model for Enhanced Indexation in Portfolio Optimization 227
Equal Risk Contribution portfolios for CVaR and CVaR-deviation risk measures 227
A new method for mean-variance portfolio optimization with cardinality constraints 223
Heat waves in the Mediterranean: a local feature or a larger-scale effect? 220
Equal Risk Bounding is better than Risk Parity for portfolio selection 218
A new portfolio selection approach: Models and Algorithms 216
A dominance maximization approach to portfolio selection 213
Memory formalism in the passive diffusion across highly heterogeneous systems 207
On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection 207
Diversification+Optimization=Portfolio Selection 204
Matematica generale 200
Improving the Risk Parity Approach to Portfolio Selection 200
Efficient Algorithms For Mean-Variance Portfolio Optimization With Hard Real-World Constraints 199
A New LP Model for Enhanced Indexation 197
Role of the Monsoons Variability on the Summer Drought events in the Mediterranean Basin 197
A new stochastic dominance approach to enhanced index tracking problems 196
Does Greater Diversification Really Improve Performance in Portfolio Selection? 196
Linear vs. quadratic portfolio selection models with hard real-world constraints 194
On the stability of portfolio selection models 188
Joining risk diversification and utility maximization for portfolio selection 187
A Risk-Return Approach to Enhanced Indexation 185
On the stability of portfolio selection models 185
A Practically Realizable Strong Stochastic Dominance Model for Enhanced Indexation 185
PseudoBoolean models for portfolio selection 180
Learning and holding periods for portfolio selection models: a sensitivity analysis 178
Minimum Risk vs. Capital and Risk Diversification strategies for portfolio construction 177
An alternative approach for the operational risk assessment of a new product 177
African Monsoon and the climate of the Mediterranean 176
Exact and Approximate Stochastic Dominance for Portfolio Selection 176
On the stability of portfolio selection models 176
Risk disparity is better than risk parity for portfolio selection 175
Geopotential oscillations and Rainfall Cycle in the Mediterranean Region 173
On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection 172
LE GARANZIE STATALI COME STRUMENTO DI INTERVENTO PUBBLICO A SOSTEGNO DELL’ECONOMIA: ELEMENTI DI VALUTAZIONE FINANZIARIA 171
MINLP models for portfolio selection 169
Does ESG Impact Really Enhance Portfolio Profitability? 167
Climate extreme and variability related to forestry land-cover and agriculture land-use changes 163
Optimally chosen small portfolios are better than large ones 161
August 2003 Heat-wave in Western Europe: an analysis and perspective 160
Operational risk assessment of a new product using AHP 159
Heat waves in the Mediterranean Region: Analysis and model results 158
Z-score vs minimum variance preselection methods for constructing small portfolios 157
Risk Bounding is better then Risk Parity for portfolio selection 152
Mediterranean Jetstream and Mediterranean Winter Anomalies 151
Heat-wave events in the Mediterranean: a recurrent feature or a global warming effect? 151
Diversified Optimal Portfolios: a new approach to portfolio selection 147
Rainfall variability over the Mediterranean Region and its linkage with large scale features 146
Why small portfolios are preferable and how to choose them 145
A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach 141
Mediterranean winter and fall climate: trends and mechanisms 141
Links of the seasonal precipitation in Europe and Northern Africa to the global sea surface temperatures in gridded observational datasets and in model integrations 140
No arbitrage and a linear portfolio selection model 140
Computational Finance. MATLAB oriented modeling 140
Portfolio selection problems in practice: a comparison between linear and quadratic optimization models 136
Mediterranean Jetstream and Mediterranean Summer Anomalies 136
Minimum Risk vs. Capital and Risk Diversification Strategies for Portfolio Construction 135
AN EMPIRICAL ANALYSIS OF THE MAXIMUM ACCEPTABLE CORRELATION FOR A DEFAULTABLE GUARANTEE 134
Mitigation and Recover of Semi-arid and Arid Provinces in China 133
A bilevel approach to ESG multi‑portfolio selection 131
Portfolio selection problems in practice: a comparison between linear and quadratic optimization models 129
A new family of modified Gaussian copulas for market consistent valuation of government guarantees 127
Does Greater Diversification Really Improve Performance in Portfolio Selection? 125
Z-score vs Markowitz preselection for constructing small portfolios 121
Equal Risk Contribution Portfolios using MAD 114
Risk Parity with Expectiles 110
Managing ESG Ratings Disagreement in Sustainable Portfolio Selection 106
Non-parametric cumulants approach for outlier detection of multivariate financial data 105
Mean‑Variance‑VaR portfolios: MIQP formulation and performance analysis 105
A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach 102
Risk Parity with Expectiles 102
A new behavioral model for portfolio selection using the Half‐Full/Half‐Empty approach 101
An optimization-diversification approach to portfolio selection 101
A bilevel approach to ESG multi-portfolio selection 100
Risk Parity with Expectiles 100
The impact of cryptocurrencies in an equity investment universe for portfolio selection 99
Managing ESG ratings disagreement in sustainable portfolio selection 91
A benchmark-asset principal component factorization for index tracking on skewed markets 83
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution 81
MAD risk parity portfolios 81
Esercitazioni di matematica generale 75
Does ESG Impact Really Enhance Portfolio Profitability? 74
Non‐parametric cumulants approach for outlier detection of multivariate financial data 69
Equal Risk Contribution Portfolios using MAD 68
Risk Parity with Expectiles 64
Outlier detection of multivariate data via the maximization of the cumulant generating function 60
Mean‐Variance‐VaR portfolios: MIQP formulation and performance analysis 59
Totale 16.487
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Categoria #
all - tutte 48.045
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 48.045
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021859 0 0 0 0 0 58 178 250 118 100 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
2025/20263.037 316 801 414 807 615 84 0 0 0 0 0 0
Totale 16.851