| A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems M Kaucic, F Piccotto, G Sbaiz, G Valentinuz Information Sciences 634, 321-339, 2023 | 9 | 2023 |
| A level-based learning swarm optimizer with a hybrid constraint-handling technique for large-scale portfolio selection problems M Kaucic, F Piccotto 2022 IEEE congress on evolutionary computation (CEC), 1-8, 2022 | 5 | 2022 |
| A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures M Kaucic, F Piccotto, G Sbaiz Computational Management Science 21 (1), 6, 2024 | 3 | 2024 |
| Optimal portfolio with sustainable attitudes under cumulative prospect theory M Kaucic, F Piccotto, G Sbaiz, G Valentinuz Journal of Applied Finance & Banking 13 (4), 65-86, 2023 | 3 | 2023 |
| The Role of ESG Ratings in Investment Portfolio Choices M Kaucic, F Piccotto, P Rossi, G Sbaiz, G Valentinuz Enhancing Sustainability Through Non-Financial Reporting, 233-261, 2023 | | 2023 |
| The Role of ESG Ratings in Investment Portfolio Decision-Making M Kaucic, F Piccotto, P Rossi, G Sbaiz, G Valentinuz | | |
| ESG Ratings and Portfolio Optimization: A Real-World Analysis on Euro Stoxx 600 M Kaucic, F Piccotto, G Sbaiz, G Valentinuz | | |
Massimiliano KaucicResearch Associate, Department of Economic, Business, Mathematical and Statistical Sciences在 econ.units.it 的电子邮件经过验证
