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A linear risk-return model for enhanced indexation in portfolio optimization
Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; … - In: OR spectrum : quantitative approaches in management 37 (2015) 3, pp. 735-759
Persistent link: https://www.econbiz.de/10011296700
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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
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Portfolio optimization through a network approach : network assortative mixing and portfolio diversification
Ricca, Federica; Scozzari, Andrea - In: European journal of operational research : EJOR 312 (2024) 2, pp. 700-717
Persistent link: https://www.econbiz.de/10014456319
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On the stability of portfolio selection models
Cesarone, Francesco; Mango, Fabiomassimo; Mottura, Carlo D. - In: Journal of empirical finance 59 (2020), pp. 210-234
Persistent link: https://www.econbiz.de/10012437975
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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
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Approximating exact expected utility via portfolio efficient frontiers
Carleo, Alessandra; Cesarone, Francesco; Gheno, Andrea; … - In: Decisions in economics and finance : DEF ; a journal of … 40 (2017) 1/2, pp. 115-143
Persistent link: https://www.econbiz.de/10011997115