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~person:"Cesarone, Francesco"
~subject:"Risikomaß"
~type_genre:"Article in journal"
~type_genre:"Thesis"
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Cesarone, Francesco
Hammoudeh, Shawkat
18
Wang, Ruodu
17
Righi, Marcelo Brutti
13
Janabi, Mazin A. M. al
11
Mao, Tiantian
10
McAleer, Michael
10
Rosazza Gianin, Emanuela
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Fabozzi, Frank J.
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Kang, Sang Hoon
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9
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Mora-Valencia, Andrés
7
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7
Tiwari, Aviral Kumar
7
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6
Bernard, Carole
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Cai, Jun
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Furman, Edward
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Kim, Young Shin
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Nguyen, Duc Khuong
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Perote, Javier
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5
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Computational Management Science : CMS
1
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1
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1
OR spectrum : quantitative approaches in management
1
The journal of risk model validation
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1
Mean-Variance-VaR portfolios : MIQP formulation and performance analysis
Cesarone, Francesco
;
Martino, Manuel L.
;
Tardella, Fabio
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
3
,
pp. 1043-1069
Persistent link: https://www.econbiz.de/10014328733
Saved in:
2
Minimum risk versus capital and risk diversification strategies for portfolio construction
Cesarone, Francesco
;
Colucci, Stefano
- In:
Journal of the Operational Research Society
69
(
2018
)
2
,
pp. 183-200
Persistent link: https://www.econbiz.de/10012224472
Saved in:
3
On exact and approximate stochastic dominance strategies for portfolio selection
Bruni, Renato
;
Cesarone, Francesco
;
Scozzari, Andrea
; …
- In:
European journal of operational research : EJOR
259
(
2017
)
1
,
pp. 322-329
Persistent link: https://www.econbiz.de/10011644989
Saved in:
4
A quick tool to forecast value-at-risk using implied and realized volatilities
Cesarone, Francesco
;
Colucci, Stefano
- In:
The journal of risk model validation
10
(
2016
)
4
,
pp. 71-101
Persistent link: https://www.econbiz.de/10011587719
Saved in:
5
Linear vs quadratic portfolio selection models with hard real-world constraints
Cesarone, Francesco
;
Scozzari, Andrea
;
Tardella, Fabio
- In:
Computational Management Science : CMS
12
(
2015
)
3
,
pp. 345-370
Persistent link: https://www.econbiz.de/10011285989
Saved in:
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