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

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

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