Francesco Cesarone

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Portfolio decision analysis for pandemic sentiment assessment based on finance and web queries Annals of Operations Research	2026-08-27	Paper
A new behavioral model for portfolio selection using the half-full/half-empty approach European Journal of Operational Research	2026-04-27	Paper
A return-diversification approach to portfolio selection Computational Management Science	2025-11-04	Paper
Managing ESG ratings disagreement in sustainable portfolio selection Computers & Operations Research	2025-05-26	Paper
Flexible enhanced indexation models through stochastic dominance and ordered weighted average optimization European Journal of Operational Research	2025-05-20	Paper
Outlier detection of multivariate data via the maximization of the cumulant generating function Journal of Computational and Applied Mathematics	2025-02-21	Paper
MAD risk parity portfolios Annals of Operations Research	2024-06-04	Paper
A bilevel approach to ESG multi-portfolio selection Computational Management Science	2023-12-14	Paper
Mean-variance-VaR portfolios: MIQP formulation and performance analysis OR Spectrum	2023-09-15	Paper
Sample-and-hold solution of a consensus problem with nonlinear dynamics and input/output disturbances European Journal of Control	2021-06-21	Paper
Risk parity with expectiles European Journal of Operational Research	2021-06-07	Paper
An optimization-diversification approach to portfolio selection Journal of Global Optimization	2020-02-28	Paper
On exact and approximate stochastic dominance strategies for portfolio selection European Journal of Operational Research	2018-05-25	Paper
Approximating exact expected utility via portfolio efficient frontiers Decisions in Economics and Finance	2018-01-31	Paper
Equal risk bounding is better than risk parity for portfolio selection Journal of Global Optimization	2017-11-02	Paper
A dominance maximization approach to portfolio selection	2016-10-21	Paper
A linear risk-return model for enhanced indexation in portfolio optimization OR Spectrum	2015-08-03	Paper
Linear vs. quadratic portfolio selection models with hard real-world constraints Computational Management Science	2015-07-24	Paper
A new method for mean-variance portfolio optimization with cardinality constraints Annals of Operations Research	2013-08-07	Paper

Research outcomes over time

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