Francesco Cesarone

Available identifiers

Publication	Date of Publication	Type
A bilevel approach to ESG multi-portfolio selection	2023-12-14	Paper
Mean-variance-VaR portfolios: MIQP formulation and performance analysis	2023-09-15	Paper
Sample-and-hold solution of a consensus problem with nonlinear dynamics and input/output disturbances	2021-06-21	Paper
Risk parity with expectiles	2021-06-07	Paper
An optimization-diversification approach to portfolio selection	2020-02-28	Paper
On exact and approximate stochastic dominance strategies for portfolio selection	2018-05-25	Paper
Approximating exact expected utility via portfolio efficient frontiers	2018-01-31	Paper
Equal risk bounding is better than risk parity for portfolio selection	2017-11-02	Paper
A dominance maximization approach to portfolio selection	2016-10-21	Paper
A linear risk-return model for enhanced indexation in portfolio optimization	2015-08-03	Paper
Linear vs. quadratic portfolio selection models with hard real-world constraints	2015-07-24	Paper
A new method for mean-variance portfolio optimization with cardinality constraints	2013-08-07	Paper

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