Francesco Cesarone - Concepedia

Author

Francesco Cesarone

Roma Tre University ORCID

Also Known As

Cesarone F., Cesarone, Francesco, F CESARONE, F. Cesarone, Francesco Cesarone, Masci, Alessandro

121

Publications

1.3K

Citations

H-Index

Concepts

All Affiliations

Roma Tre University Sapienza University of Rome University Niccolò Cusano University of Bergamo

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Management	10	10	489
2	Engineering	8	8	478
3	Business	4	4	133
4	Accounting	1	1	64
5	Computer Science	1	1	43

Francesco Cesarone

Publications

902

Citations

H-Index

Page 1

	Year	Citations
A new method for mean-variance portfolio optimization with cardinality constraints Francesco Cesarone, Andrea Scozzari, Fabio Tardella Annals of Operations Research Mathematical ProgrammingPortfolio OptimizationEngineeringAsset PricingManagement	2012	126
Heat waves in the Mediterranean: a local feature or a larger‐scale effect? Marina Baldi, G. Dalu, Giampiero Maracchi, International Journal of Climatology Ocean DynamicsEngineeringOceanographyEarth ScienceGeophysics	2006	97
On exact and approximate stochastic dominance strategies for portfolio selection Renato Bruni, Francesco Cesarone, Andrea Scozzari, European Journal of Operational Research Mathematical ProgrammingPortfolio OptimizationEngineeringAsset PricingPortfolio Selection	2016	75
Does ESG Impact Really Enhance Portfolio Profitability? Francesco Cesarone, Manuel Luis Martino, Alessandra Carleo Sustainability EconomicsPortfolio OptimizationEsg PerformanceAsset PricingPortfolio Variance	2022	64
Risk parity with expectiles Fabio Bellini, Francesco Cesarone, Christian Colombo, European Journal of Operational Research Risk ParityExpectation FormationEngineeringRisk ManagementManagement	2020	51
Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models Renato Bruni, Francesco Cesarone, Andrea Scozzari, Data in Brief	2016	48
A linear risk-return model for enhanced indexation in portfolio optimization Renato Bruni, Francesco Cesarone, Andrea Scozzari, OR Spectrum Mathematical ProgrammingPortfolio OptimizationLinear Risk-return ModelAsset PricingEngineering	2014	44
Memory formalism in the passive diffusion across highly heterogeneous systems Francesco Cesarone, Michèle Caputo, C. Cametti Journal of Membrane Science EngineeringMemory SystemMemory FormalismDiffusion ProcessTransport Phenomena	2005	43
Minimum risk versus capital and risk diversification strategies for portfolio construction Francesco Cesarone, Stefano Colucci Journal of the Operational Research Society	2017	40
Linear vs. quadratic portfolio selection models with hard real-world constraints Francesco Cesarone, Andrea Scozzari, Fabio Tardella Computational Management Science Mathematical ProgrammingEconomicsPortfolio OptimizationHard Real-world ConstraintsPortfolio Selection	2014	38

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