Concepedia

Francesco Cesarone

FC

24

Publications

902

Citations

18

H-Index

2005

Active since

Affiliations

Roma Tre University(Current)

Sapienza University of Rome

University Niccolò Cusano

University of Bergamo

Francesco Cesarone is an author at Roma Tre University specializing in finance, management, and portfolio optimization.

Top concepts

FinanceManagementPortfolio OptimizationEngineeringPortfolio SelectionPortfolio ManagementAsset PricingStatisticsEconomicsMathematical Programming

Publications per year

2005–2024

24

Publications

24

A new method for mean-variance portfolio optimization with cardinality constraints

Francesco Cesarone, Andrea Scozzari, Fabio Tardella · Annals of Operations Research · 2012 · 126 citations

Mathematical Programming, Portfolio Optimization, Engineering +8

Heat waves in the Mediterranean: a local feature or a larger‐scale effect?

Marina Baldi, G. Dalu, Giampiero Maracchi et al. · International Journal of Climatology · 2006 · 97 citations

Ocean Dynamics, Engineering, Oceanography +20

On exact and approximate stochastic dominance strategies for portfolio selection

Renato Bruni, Francesco Cesarone, Andrea Scozzari et al. · European Journal of Operational Research · 2016 · 75 citations · Full text

Mathematical Programming, Portfolio Optimization, Engineering +9

Does ESG Impact Really Enhance Portfolio Profitability?

Francesco Cesarone, Manuel Luis Martino, Alessandra Carleo · Sustainability · 2022 · 64 citations · Full text

Economics, Portfolio Optimization, Esg Performance +14

Risk parity with expectiles

Fabio Bellini, Francesco Cesarone, Christian Colombo et al. · European Journal of Operational Research · 2020 · 51 citations

Risk Parity, Expectation Formation, Engineering +8

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