A new method for mean-variance portfolio optimization with cardinality constraints. - Francesco Cesarone; Andrea Scozzari; Fabio Tardella (Ann. Oper. Res., 2013)

Linear vs. quadratic portfolio selection models with hard real-world constraints. - Francesco Cesarone; Andrea Scozzari; Fabio Tardella (Comput. Manag. Sci., 2015)

A linear risk-return model for enhanced indexation in portfolio optimization. - Renato Bruni; Francesco Cesarone; Andrea Scozzari; Fabio Tardella (OR Spectr., 2015)

On exact and approximate stochastic dominance strategies for portfolio selection. - Renato Bruni; Francesco Cesarone; Andrea Scozzari; Fabio Tardella (Eur. J. Oper. Res., 2017)

Equal Risk Bounding is better than Risk Parity for portfolio selection. - Francesco Cesarone; Fabio Tardella (J. Glob. Optim., 2017)

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 (ACC, 2018)

Minimum risk versus capital and risk diversification strategies for portfolio construction. - Francesco Cesarone; Stefano Colucci (J. Oper. Res. Soc., 2018)

Robustification of sample-and-hold controllers for the consensus problem. - Francesco Cesarone; Pierdomenico Pepe (ECC, 2019)

An optimization-diversification approach to portfolio selection. - Francesco Cesarone; Andrea Scozzari; Fabio Tardella (J. Glob. Optim., 2020)

Sample-and-hold solution of a consensus problem with nonlinear dynamics and input/output disturbances. - Francesco Cesarone; Pierdomenico Pepe (Eur. J. Control, 2021)

Risk parity with expectiles. - Fabio Bellini; Francesco Cesarone; Christian Colombo 002; Fabio Tardella (Eur. J. Oper. Res., 2021)

Mean-Variance-VaR portfolios: MIQP formulation and performance analysis. - Francesco Cesarone; Manuel Luis Martino; Fabio Tardella (OR Spectr., 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., 2023)

Managing ESG ratings disagreement in sustainable portfolio selection. - Francesco Cesarone; Manuel Luis Martino; Federica Ricca; Andrea Scozzari (Comput. Oper. Res., 2024)

MAD risk parity portfolios. - Çagin Ararat; Francesco Cesarone; Mustafa Çelebi Pinar; Jacopo M. Ricci (Ann. Oper. Res., 2024)

Flexible enhanced indexation models through stochastic dominance and ordered weighted average optimization. - Francesco Cesarone; Justo Puerto (Eur. J. Oper. Res., 2025)

Outlier detection of multivariate data via the maximization of the cumulant generating function. - Francesco Cesarone; Rosella Giacometti; Jacopo M. Ricci (J. Comput. Appl. Math., 2025)

A return-diversification approach to portfolio selection. - Francesco Cesarone; Rosella Giacometti; Manuel Luis Martino; Fabio Tardella (Comput. Manag. Sci., 2025)