Author Info
Name
Affiliation
Papers
FRANCESCO CESARONE
Univ Roma Tre, Dipartimento Econ, I-00145 Rome, Italy
8
Collaborators
Citations 
PageRank 
6
52
3.97
Referers 
Referees 
References 
94
117
90
Search Limit
100117
Title
Citations
PageRank
Year
Risk parity with expectiles00.342021
An optimization–diversification approach to portfolio selection00.342020
Minimum Risk vs. Capital and Risk Diversification Strategies for Portfolio Construction00.342018
Equal Risk Bounding Is Better than Risk Parity for Portfolio Selection10.402017
On exact and approximate stochastic dominance strategies for portfolio selection.60.472017
A linear risk-return model for enhanced indexation in portfolio optimization50.452015
Linear vs. quadratic portfolio selection models with hard real-world constraints70.562015
A new method for mean-variance portfolio optimization with cardinality constraints.331.082013