The following pages link to Francesco Cesarone (Q1675563):
Displaying 12 items.
- Equal risk bounding is better than risk parity for portfolio selection (Q1675564) (← links)
- Approximating exact expected utility via portfolio efficient frontiers (Q1693847) (← links)
- On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812) (← links)
- Risk parity with expectiles (Q2030685) (← links)
- Sample-and-hold solution of a consensus problem with nonlinear dynamics and input/output disturbances (Q2034202) (← links)
- An optimization-diversification approach to portfolio selection (Q2301189) (← links)
- Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
- A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351) (← links)
- A linear risk-return model for enhanced indexation in portfolio optimization (Q2516640) (← links)
- Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405) (← links)
- A bilevel approach to ESG multi-portfolio selection (Q6067206) (← links)
- MAD risk parity portfolios (Q6549614) (← links)
