| A new method for mean-variance portfolio optimization with cardinality constraints F Cesarone, A Scozzari, F Tardella Annals of Operations Research 205, 213-234, 2013 | 141 | 2013 |
| Heat waves in the Mediterranean: a local feature or a larger‐scale effect? M Baldi, G Dalu, G Maracchi, M Pasqui, F Cesarone International Journal of Climatology: A Journal of the Royal Meteorological …, 2006 | 124 | 2006 |
| On exact and approximate stochastic dominance strategies for portfolio selection R Bruni, F Cesarone, A Scozzari, F Tardella European Journal of Operational Research 259 (1), 322-329, 2017 | 72 | 2017 |
| Efficient algorithms for mean-variance portfolio optimization with hard real-world constraints F Cesarone, A Scozzari, F Tardella Giornale dell'Istituto Italiano degli Attuari 72, 37-56, 2009 | 64 | 2009 |
| Does ESG impact really enhance portfolio profitability? F Cesarone, ML Martino, A Carleo Sustainability 14 (4), 2050, 2022 | 57 | 2022 |
| Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models R Bruni, F Cesarone, A Scozzari, F Tardella Data in brief 8, 858-862, 2016 | 55 | 2016 |
| A linear risk-return model for enhanced indexation in portfolio optimization R Bruni, F Cesarone, A Scozzari, F Tardella OR spectrum 37 (3), 735-759, 2015 | 52 | 2015 |
| Risk parity with expectiles F Bellini, F Cesarone, C Colombo, F Tardella European journal of operational research 291 (3), 1149-1163, 2021 | 43 | 2021 |
| Minimum risk versus capital and risk diversification strategies for portfolio construction F Cesarone, S Colucci Journal of the operational research society 69 (2), 183-200, 2018 | 40 | 2018 |
| An optimization–diversification approach to portfolio selection F Cesarone, A Scozzari, F Tardella Journal of Global Optimization 76 (2), 245-265, 2020 | 38 | 2020 |
| Equal Risk Bounding is better than Risk Parity for portfolio selection F Cesarone, F Tardella Journal of Global Optimization, 1-23, 2016 | 38 | 2016 |
| Memory formalism in the passive diffusion across a biological membrane F Cesarone, M Caputo, C Cametti J. Membr. Sci 250, 79-84, 2004 | 35 | 2004 |
| Linear vs. quadratic portfolio selection models with hard real-world constraints F Cesarone, A Scozzari, F Tardella Computational Management Science 12, 345-370, 2015 | 33 | 2015 |
| Portfolio selection problems in practice: a comparison between linear and quadratic optimization models F Cesarone, A Scozzari, F Tardella arXiv preprint arXiv:1105.3594, 2011 | 33 | 2011 |
| A new stochastic dominance approach to enhanced index tracking problems R Bruni, F Cesarone, A Scozzari, F Tardella Economics Bulletin 32 (4), 3460-3470, 2012 | 28 | 2012 |
| Optimally chosen small portfolios are better than large ones F Cesarone, J Moretti, F Tardella Economics Bulletin 36 (4), 1876-1891, 2016 | 26 | 2016 |
| Approximating exact expected utility via portfolio efficient frontiers A Carleo, F Cesarone, A Gheno, JM Ricci Decisions in Economics and Finance 40, 115-143, 2017 | 23 | 2017 |
| Heat waves in the Mediterranean region: analysis and model results M Baldi, M Pasqui, F Cesarone, G De Chiara 16th Conference on Climate Variability and Change, 9-13, 2005 | 21 | 2005 |
| Memory formalism in the passive diffusion across highly heterogeneous systems F Cesarone, M Caputo, C Cametti Journal of membrane Science 250 (1-2), 79-84, 2005 | 19 | 2005 |
| On the stability of portfolio selection models F Cesarone, F Mango, CD Mottura, JM Ricci, F Tardella Journal of Empirical Finance 59, 210-234, 2020 | 18 | 2020 |
Andrea Scozzari - Full ProfessorUniversità degli Studi Niccolò Cusano - Roma在 unicusano.it 的电子邮件经过验证
