Francesco Cesarone

Orcid: 0000-0003-2326-4204

According to our database1, Francesco Cesarone authored at least 15 papers between 2013 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2024
MAD risk parity portfolios.
Ann. Oper. Res., May, 2024

Managing ESG ratings disagreement in sustainable portfolio selection.
Comput. Oper. Res., 2024

2023
A bilevel approach to ESG multi-portfolio selection.
Comput. Manag. Sci., December, 2023

Mean-Variance-VaR portfolios: MIQP formulation and performance analysis.
OR Spectr., 2023

2021
Risk parity with expectiles.
Eur. J. Oper. Res., 2021

Sample-and-hold solution of a consensus problem with nonlinear dynamics and input/output disturbances.
Eur. J. Control, 2021

2020
An optimization-diversification approach to portfolio selection.
J. Glob. Optim., 2020

2019
Robustification of sample-and-hold controllers for the consensus problem.
Proceedings of the 17th European Control Conference, 2019

2018
Minimum risk versus capital and risk diversification strategies for portfolio construction.
J. Oper. Res. Soc., 2018

Solution by sampled-data control of a consensus problem: an approach by stabilization in the sample-and-hold sense.
Proceedings of the 2018 Annual American Control Conference, 2018

2017
Equal Risk Bounding is better than Risk Parity for portfolio selection.
J. Glob. Optim., 2017

On exact and approximate stochastic dominance strategies for portfolio selection.
Eur. J. Oper. Res., 2017

2015
A linear risk-return model for enhanced indexation in portfolio optimization.
OR Spectr., 2015

Linear vs. quadratic portfolio selection models with hard real-world constraints.
Comput. Manag. Sci., 2015

2013
A new method for mean-variance portfolio optimization with cardinality constraints.
Ann. Oper. Res., 2013


  Loading...