Ricci, Jacopo Maria
 Distribuzione geografica
Continente #
NA - Nord America 367
EU - Europa 298
AS - Asia 125
AF - Africa 20
SA - Sud America 1
Totale 811
Nazione #
US - Stati Uniti d'America 367
IT - Italia 159
CN - Cina 109
GB - Regno Unito 39
SE - Svezia 21
DE - Germania 20
DK - Danimarca 16
CI - Costa d'Avorio 13
VN - Vietnam 12
IE - Irlanda 10
ES - Italia 9
FR - Francia 7
SN - Senegal 6
FI - Finlandia 5
AL - Albania 3
RU - Federazione Russa 3
AT - Austria 2
PT - Portogallo 2
TR - Turchia 2
AR - Argentina 1
BD - Bangladesh 1
IN - India 1
MA - Marocco 1
NL - Olanda 1
PL - Polonia 1
Totale 811
Città #
Rome 71
Fairfield 57
Chandler 48
Southend 37
Ashburn 32
Seattle 26
Woodbridge 25
Houston 23
Wilmington 23
Ann Arbor 18
Shanghai 17
Beijing 16
Cambridge 14
Dong Ket 12
Milan 12
Jinan 11
Nanjing 11
Dearborn 9
Dublin 9
Jacksonville 8
Redwood City 7
Córdoba 6
Dakar 6
Plano 6
Princeton 6
Shenyang 5
Bremen 4
Hangzhou 4
Helsinki 4
Anzio 3
Haikou 3
Nanchang 3
Orvieto 3
Tianjin 3
Barcelona 2
Cernobbio 2
Changsha 2
Fremont 2
Genova 2
Izmir 2
Kunming 2
Mogliano Veneto 2
Ningbo 2
Onore 2
Redmond 2
San Diego 2
San Mateo 2
Travagliato 2
Washington 2
Zhengzhou 2
Amsterdam 1
Athlone 1
Battaglia Terme 1
Berlin 1
Boardman 1
Bonndorf 1
Buenos Aires 1
Catania 1
Chicago 1
Corchiano 1
Formia 1
Fort Worth 1
Frankfurt am Main 1
Frosinone 1
Fuzhou 1
Guangzhou 1
Hebei 1
Kilburn 1
Lanzhou 1
Lappeenranta 1
Legnano 1
London 1
Los Angeles 1
Nettuno 1
Padova 1
Palermo 1
Prato 1
Pune 1
Salé 1
Santi Cosma E Damiano 1
Sevilla 1
Taiyuan 1
Taizhou 1
Viadana 1
Vienna 1
Warsaw 1
Wenzhou 1
Totale 611
Nome #
Approximating exact expected utility via portfolio efficient frontiers 250
On the stability of portfolio selection models 130
On the stability of portfolio selection models 119
On the stability of portfolio selection models 116
Equal Risk Contribution Portfolios using MAD 54
An explicit Tikhonov algorithm for nested variational inequalities 44
A bilevel approach to ESG multi‑portfolio selection 42
Non-parametric cumulants approach for outlier detection of multivariate financial data 26
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution 21
MAD risk parity portfolios 18
A bilevel approach to ESG multi-portfolio selection 8
Equal Risk Contribution Portfolios using MAD 6
Non‐parametric cumulants approach for outlier detection of multivariate financial data 6
Totale 840
Categoria #
all - tutte 2.586
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 2.586


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/201926 0 0 0 0 0 0 0 0 0 2 16 8
2019/2020174 29 7 3 24 11 16 25 16 18 16 5 4
2020/2021147 5 4 1 2 31 7 14 24 14 10 9 26
2021/202285 7 6 12 1 9 3 8 8 17 1 2 11
2022/2023160 20 18 12 19 11 27 7 10 11 0 13 12
2023/2024164 6 4 10 20 21 33 34 31 1 4 0 0
Totale 840