Francesco Cesarone

According to our database, Francesco Cesarone authored at least 13 papers between 2013 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

A bilevel approach to ESG multi-portfolio selection.

Francesco Cesarone, Lorenzo Lampariello, Davide Merolla, Jacopo M. Ricci, Simone Sagratella, Valerio Giuseppe Sasso

Comput. Manag. Sci., December, 2023

Mean-Variance-VaR portfolios: MIQP formulation and performance analysis.

Francesco Cesarone, Manuel L. Martino, Fabio Tardella

OR Spectr., 2023

2021

Risk parity with expectiles.

Fabio Bellini, Francesco Cesarone, Christian Colombo, Fabio Tardella

Eur. J. Oper. Res., 2021

Sample-and-hold solution of a consensus problem with nonlinear dynamics and input/output disturbances.

Francesco Cesarone, Pierdomenico Pepe

Eur. J. Control, 2021

2020

An optimization-diversification approach to portfolio selection.

Francesco Cesarone, Andrea Scozzari, Fabio Tardella

J. Glob. Optim., 2020

2019

Robustification of sample-and-hold controllers for the consensus problem.

Francesco Cesarone, Pierdomenico Pepe

Proceedings of the 17th European Control Conference, 2019

2018

Minimum risk versus capital and risk diversification strategies for portfolio construction.

Francesco Cesarone, Stefano Colucci

J. Oper. Res. Soc., 2018

Solution by sampled-data control of a consensus problem: an approach by stabilization in the sample-and-hold sense.

Francesco Cesarone, Pierdomenico Pepe, Nicola Guglielmi

Proceedings of the 2018 Annual American Control Conference, 2018

2017

Equal Risk Bounding is better than Risk Parity for portfolio selection.

Francesco Cesarone, Fabio Tardella

J. Glob. Optim., 2017

On exact and approximate stochastic dominance strategies for portfolio selection.

Renato Bruni, Francesco Cesarone, Andrea Scozzari, Fabio Tardella

Eur. J. Oper. Res., 2017

2015

A linear risk-return model for enhanced indexation in portfolio optimization.

Renato Bruni, Francesco Cesarone, Andrea Scozzari, Fabio Tardella

OR Spectr., 2015

Linear vs. quadratic portfolio selection models with hard real-world constraints.

Francesco Cesarone, Andrea Scozzari, Fabio Tardella

Comput. Manag. Sci., 2015

2013

A new method for mean-variance portfolio optimization with cardinality constraints.

Francesco Cesarone, Andrea Scozzari, Fabio Tardella

Ann. Oper. Res., 2013