Jacopo Maria Ricci

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
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
Equilibrium selection for multi-portfolio optimization European Journal of Operational Research	2021-11-05	Paper
An explicit Tikhonov algorithm for nested variational inequalities Computational Optimization and Applications	2021-05-03	Paper
Approximating exact expected utility via portfolio efficient frontiers Decisions in Economics and Finance	2018-01-31	Paper

Research outcomes over time

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