Jacopo Maria Ricci

Approximating exact expected utility via portfolio efficient frontiers

Alessandra Carleo, Francesco Cesarone, Andrea Gheno et al. · Decisions in Economics and Finance · 2017 · 24 citations

Mathematical Programming, Economics, Portfolio Optimization +2

Equilibrium selection for multi-portfolio optimization

Lorenzo Lampariello, C. Neumann, Jacopo Maria Ricci et al. · European Journal of Operational Research · 2021 · 22 citations

Mathematical Programming, Portfolio Optimization, Equilibrium Selection +8

On the stability of portfolio selection models

Francesco Cesarone, Fabiomassimo Mango, Carlo Domenico Mottura et al. · Journal of Empirical Finance · 2020 · 18 citations

Economics, Portfolio Optimization, Asset Pricing +7

Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution

Francesco Cesarone, Raffaello Cesetti, Giuseppe Orlando et al. · Mathematics · 2022 · 13 citations · Full text

Dominant Ssd Portfolio, Economics, Portfolio Optimization +15

A bilevel approach to ESG multi-portfolio selection

Francesco Cesarone, Lorenzo Lampariello, Davide Merolla et al. · Computational Management Science · 2023 · 13 citations · Full text