An explicit Tikhonov algorithm for nested variational inequalities. - Lorenzo Lampariello; Christoph Neumann 002; Jacopo M. Ricci; Simone Sagratella; Oliver Stein (Comput. Optim. Appl., 2020)

Equilibrium selection for multi-portfolio optimization. - Lorenzo Lampariello; Christoph Neumann 002; Jacopo M. Ricci; Simone Sagratella; Oliver Stein (Eur. J. Oper. Res., 2021)

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)

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

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)