Ricci, Jacopo Maria
Ricci, Jacopo Maria
Dipartimento di Economia Aziendale
A bilevel approach to ESG multi-portfolio selection
2023-01-01 Cesarone, Francesco; Lampariello, Lorenzo; Merolla, Davide; Ricci, Jacopo Maria; Sagratella, Simone; Giuseppe Sasso, Valerio
A bilevel approach to ESG multi‑portfolio selection
2023-01-01 Cesarone, Francesco; Lampariello, Lorenzo; Merolla, Davide; Ricci, Jacopo Maria; Sagratella, Simone; Giuseppe Sasso, Valerio
A risk-gain-sparsity optimization approach
2024-01-01 Congedo, Maria Alessandra; DI PAOLO, Alessio; Mottura, Carlo Domenico; Ricci, Jacopo Maria
An explicit Tikhonov algorithm for nested variational inequalities
2020-01-01 Lampariello, L.; Neumann, C.; Ricci, J. M.; Sagratella, S.; Stein, O.
Approximating exact expected utility via portfolio efficient frontiers
2017-01-01 Carleo, Alessandra; Cesarone, Francesco; Gheno, Andrea; Ricci, Jacopo Maria
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution
2022-01-01 Cesarone, Francesco; Cesetti, Raffaello; Orlando, Giuseppe; Martino, Manuel Luis; Ricci, Jacopo Maria
Equal Risk Contribution Portfolios using MAD
2019-01-01 Cesarone, Francesco; Pinar, Mustafa Celebi; Ricci, Jacopo Maria
Equal Risk Contribution Portfolios using MAD
2020-01-01 Cesarone, Francesco; Pinar, Mustafa Celebi; Ricci, Jacopo Maria
Equilibrium selection for multi-portfolio optimization
2021-01-01 Lampariello, L.; Neumann, C.; Ricci, J. M.; Sagratella, S.; Stein, O.
Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact
2024-01-01 Giunta, Nicolò; Orlando, Giuseppe; Carleo, Alessandra; Ricci, Jacopo Maria
MAD risk parity portfolios
2024-01-01 Ararat, Çagın; Cesarone, Francesco; Çelebi Pınar, Mustafa; Ricci, Jacopo Maria
Non-parametric cumulants approach for outlier detection of multivariate financial data
2022-01-01 Cesarone, Francesco; Giacometti, Rosella; Ricci, Jacopo Maria
Non‐parametric cumulants approach for outlier detection of multivariate financial data
2023-01-01 Cesarone, Francesco; Giacometti, Rosella; Ricci, Jacopo Maria
On the stability of portfolio selection models
2018-01-01 Cesarone, Francesco; Tardella, Fabio; Mottura, Carlo Domenico; Ricci, Jacopo Maria
On the stability of portfolio selection models
2018-01-01 Cesarone, Francesco; Mottura, Carlo Domenico; Ricci, Jacopo Maria; Fabio, Tardella
On the stability of portfolio selection models
2020-01-01 Cesarone, F; Mango, F; Mottura, Cd; Ricci, Jm; Tardella, F
Outlier detection of multivariate data via the maximization of the cumulant generating function
2024-01-01 Cesarone, Francesco; Giacometti, Rosella; Ricci, Jacopo Maria
Stability of Entropic Risk Measures
2024-01-01 Ricci, Jacopo Maria
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A bilevel approach to ESG multi-portfolio selection | 1-gen-2023 | Cesarone, Francesco; Lampariello, Lorenzo; Merolla, Davide; Ricci, Jacopo Maria; Sagratella, Simone; Giuseppe Sasso, Valerio | |
| A bilevel approach to ESG multi‑portfolio selection | 1-gen-2023 | Cesarone, Francesco; Lampariello, Lorenzo; Merolla, Davide; Ricci, Jacopo Maria; Sagratella, Simone; Giuseppe Sasso, Valerio | |
| A risk-gain-sparsity optimization approach | 1-gen-2024 | Congedo, Maria Alessandra; DI PAOLO, Alessio; Mottura, Carlo Domenico; Ricci, Jacopo Maria | |
| An explicit Tikhonov algorithm for nested variational inequalities | 1-gen-2020 | Lampariello, L.; Neumann, C.; Ricci, J. M.; Sagratella, S.; Stein, O. | |
| Approximating exact expected utility via portfolio efficient frontiers | 1-gen-2017 | Carleo, Alessandra; Cesarone, Francesco; Gheno, Andrea; Ricci, Jacopo Maria | |
| Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution | 1-gen-2022 | Cesarone, Francesco; Cesetti, Raffaello; Orlando, Giuseppe; Martino, Manuel Luis; Ricci, Jacopo Maria | |
| Equal Risk Contribution Portfolios using MAD | 1-gen-2019 | Cesarone, Francesco; Pinar, Mustafa Celebi; Ricci, Jacopo Maria | |
| Equal Risk Contribution Portfolios using MAD | 1-gen-2020 | Cesarone, Francesco; Pinar, Mustafa Celebi; Ricci, Jacopo Maria | |
| Equilibrium selection for multi-portfolio optimization | 1-gen-2021 | Lampariello, L.; Neumann, C.; Ricci, J. M.; Sagratella, S.; Stein, O. | |
| Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact | 1-gen-2024 | Giunta, Nicolò; Orlando, Giuseppe; Carleo, Alessandra; Ricci, Jacopo Maria | |
| MAD risk parity portfolios | 1-gen-2024 | Ararat, Çagın; Cesarone, Francesco; Çelebi Pınar, Mustafa; Ricci, Jacopo Maria | |
| Non-parametric cumulants approach for outlier detection of multivariate financial data | 1-gen-2022 | Cesarone, Francesco; Giacometti, Rosella; Ricci, Jacopo Maria | |
| Non‐parametric cumulants approach for outlier detection of multivariate financial data | 1-gen-2023 | Cesarone, Francesco; Giacometti, Rosella; Ricci, Jacopo Maria | |
| On the stability of portfolio selection models | 1-gen-2018 | Cesarone, Francesco; Tardella, Fabio; Mottura, Carlo Domenico; Ricci, Jacopo Maria | |
| On the stability of portfolio selection models | 1-gen-2018 | Cesarone, Francesco; Mottura, Carlo Domenico; Ricci, Jacopo Maria; Fabio, Tardella | |
| On the stability of portfolio selection models | 1-gen-2020 | Cesarone, F; Mango, F; Mottura, Cd; Ricci, Jm; Tardella, F | |
| Outlier detection of multivariate data via the maximization of the cumulant generating function | 1-gen-2024 | Cesarone, Francesco; Giacometti, Rosella; Ricci, Jacopo Maria | |
| Stability of Entropic Risk Measures | 1-gen-2024 | Ricci, Jacopo Maria |