Prof. FRANCESCO CESARONE

QualificaProfessore Associato
Settore Scientifico DisciplinareSECS-S/06
Cellulare aziendale81885
Emailfrancesco.cesarone@uniroma3.it
IndirizzoVia Silvio D'Amico 77
Struttura/Afferenza
  • Dipartimento di Economia Aziendale
Altre informazioniSito web personale
Curriculum
foto profilo
Qualora le informazioni riportate a lato risultino assenti, incomplete o errate leggi le seguenti istruzioni
Per telefonare da un edificio dell'Ateneo all'altro SE il numero unico inizia con "06 5733xxxx" basta comporre le ultime quattro cifre del numero esteso.

Profilo INSEGNAMENTI Prodotti della ricerca Avvisi Ricevimento e materiale didattico

Contributo in Rivista

  • Does ESG Impact Really Enhance Portfolio Profitability?, CESARONE, FRANCESCO; MARTINO, MANUEL LUIS; CARLEO, ALESSANDRA, , 2022Link identifier #identifier_person_89290-1 Dettaglio
  • Risk Parity with Expectiles, CESARONE, FRANCESCO, , 2021Link identifier #identifier_person_185483-2 Dettaglio
  • On the stability of portfolio selection models, CESARONE, FRANCESCO; MOTTURA, CARLO DOMENICO; RICCI, JACOPO MARIA, , 2020Link identifier #identifier_person_57903-3 Dettaglio
  • Z-score vs minimum variance preselection methods for constructing small portfolios, CESARONE, FRANCESCO, , 2020Link identifier #identifier_person_59148-4 Dettaglio
  • A risk-gain dominance maximization approach to enhanced index tracking, CESARONE, FRANCESCO; LAMPARIELLO, LORENZO, , 2019Link identifier #identifier_person_170933-5 Dettaglio
  • An alternative approach for the operational risk assessment of a new product, MORETTI, JACOPO; CESARONE, FRANCESCO, , 2019Link identifier #identifier_person_87546-6 Dettaglio
  • An optimization-diversification approach to portfolio selection, CESARONE, FRANCESCO, , 2019Link identifier #identifier_person_140211-7 Dettaglio
  • Minimum risk versus capital and risk diversification strategies for portfolio construction, CESARONE, FRANCESCO; COLUCCI, STEFANO, , 2018Link identifier #identifier_person_134851-8 Dettaglio
  • Why small portfolios are preferable and how to choose them, CESARONE, FRANCESCO; MORETTI, JACOPO, , 2018Link identifier #identifier_person_99092-9 Dettaglio
  • Approximating exact expected utility via portfolio efficient frontiers, CARLEO, ALESSANDRA; CESARONE, FRANCESCO; GHENO, ANDREA; RICCI, JACOPO MARIA, , 2017Link identifier #identifier_person_108451-10 Dettaglio
  • Equal Risk Bounding is better than Risk Parity for portfolio selection, CESARONE, FRANCESCO, , 2017Link identifier #identifier_person_121961-11 Dettaglio
  • On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection, CESARONE, FRANCESCO, , 2017Link identifier #identifier_person_30433-12 Dettaglio
  • A Quick Tool to Forecast VaR Using Implied and Realized Volatilities, CESARONE, FRANCESCO; COLUCCI, STEFANO, , 2016Link identifier #identifier_person_132080-13 Dettaglio
  • Optimally chosen small portfolios are better than large ones, CESARONE, FRANCESCO, , 2016Link identifier #identifier_person_176380-14 Dettaglio
  • Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models, CESARONE, FRANCESCO, , 2016Link identifier #identifier_person_35904-15 Dettaglio
  • A Linear Risk-Return Model for Enhanced Indexation in Portfolio Optimization, CESARONE, FRANCESCO, , 2015Link identifier #identifier_person_132658-16 Dettaglio
  • Linear vs. quadratic portfolio selection models with hard real-world constraints, CESARONE, FRANCESCO, , 2015Link identifier #identifier_person_17310-17 Dettaglio
  • A new method for mean-variance portfolio optimization with cardinality constraints, CESARONE, FRANCESCO, , 2013Link identifier #identifier_person_29541-18 Dettaglio
  • Learning and holding periods for portfolio selection models: a sensitivity analysis, CESARONE, FRANCESCO; GHENO, ANDREA, , 2013Link identifier #identifier_person_126044-19 Dettaglio
  • No arbitrage and a linear portfolio selection model, CESARONE, FRANCESCO, , 2013Link identifier #identifier_person_152188-20 Dettaglio
  • A New LP Model for Enhanced Indexation, CESARONE, FRANCESCO, , 2012Link identifier #identifier_person_43031-21 Dettaglio
  • A new stochastic dominance approach to enhanced index tracking problems, CESARONE, FRANCESCO, , 2012Link identifier #identifier_person_128220-22 Dettaglio
  • Efficient Algorithms For Mean-Variance Portfolio Optimization With Hard Real-World Constraints, CESARONE, FRANCESCO, , 2009Link identifier #identifier_person_107256-23 Dettaglio
  • Heat waves in the Mediterranean:a local feature or a larger-scale effect?, CESARONE, FRANCESCO, , 2006Link identifier #identifier_person_186197-24 Dettaglio
  • Mitigation and Recover of Semi-arid andArid Provinces in China, CESARONE, FRANCESCO, , 2006Link identifier #identifier_person_36847-25 Dettaglio
  • Memory formalism in the passive diffusion across highly heterogeneous systems, CESARONE, FRANCESCO, , 2005Link identifier #identifier_person_60201-26 Dettaglio

Libro

  • CESARONE, FRANCESCO, Computational Finance. MATLAB oriented modeling, pp. 1 238, 2020 Link identifier #identifier_person_30817-27Dettaglio

Contributo in volume e atti di convegno

  • CARLEO, ALESSANDRA; CENCI, MARISA; CESARONE, FRANCESCO; CONGEDO, MARIA ALESSANDRA; CORRADINI, MASSIMILIANO; GHENO, ANDREA; LAMPARIELLO, LORENZO; MOTTURA, CARLO DOMENICO, LE GARANZIE STATALI COME STRUMENTO DI INTERVENTO PUBBLICO A SOSTEGNO DELL’ECONOMIA: ELEMENTI DI VALUTAZIONE FINANZIARIA, 2020 Link identifier #identifier_person_168413-28Dettaglio
  • CESARONE, FRANCESCO; PINAR, MUSTAFA CELEBI; RICCI, JACOPO MARIA, Equal Risk Contribution Portfolios using MAD, 2019 Link identifier #identifier_person_183616-29Dettaglio
  • CESARONE, FRANCESCO, Risk Parity with Expectiles, pp. 1 13, 2019 Link identifier #identifier_person_11363-30Dettaglio
  • CESARONE, FRANCESCO, Risk Parity with Expectiles, 2019 Link identifier #identifier_person_162864-31Dettaglio
  • CESARONE, FRANCESCO, Risk Parity with Expectiles, pp. 327 327, 2019 Link identifier #identifier_person_72914-32Dettaglio
  • CESARONE, FRANCESCO, Z-score vs Markowitz preselection for constructing small portfolios, 2019 Link identifier #identifier_person_196837-33Dettaglio
  • CESARONE, FRANCESCO; LAMPARIELLO, LORENZO, A dominance maximization approach to portfolio selection, pp. 54 55, 2018 Link identifier #identifier_person_20775-34Dettaglio
  • CESARONE, FRANCESCO; COLUCCI, STEFANO, Equal Risk Contribution portfolios for CVaR and CVaR-deviation risk measures, pp. 46 46, 2018 Link identifier #identifier_person_132054-35Dettaglio
  • CESARONE, FRANCESCO; MOTTURA, CARLO DOMENICO; RICCI, JACOPO MARIA, On the stability of portfolio selection models, pp. 39 39, 2018 Link identifier #identifier_person_167778-36Dettaglio
  • CESARONE, FRANCESCO; MOTTURA, CARLO DOMENICO; RICCI, JACOPO MARIA, On the stability of portfolio selection models, pp. 222 222, 2018 Link identifier #identifier_person_108312-37Dettaglio
  • MORETTI, JACOPO; CESARONE, FRANCESCO, Operational risk assessment of a new product using AHP, pp. 24 24, 2018 Link identifier #identifier_person_72273-38Dettaglio
  • CESARONE, FRANCESCO, Diversification+Optimization=Portfolio Selection, pp. 4 5, 2017 Link identifier #identifier_person_102637-39Dettaglio
  • CESARONE, FRANCESCO, Diversified Optimal Portfolios: a new approach to portfolio selection, 2017 Link identifier #identifier_person_7413-40Dettaglio
  • CESARONE, FRANCESCO, Joining Diversification and Optimization for Asset Allocation, pp. 37 38, 2017 Link identifier #identifier_person_180715-41Dettaglio
  • CESARONE, FRANCESCO; COLUCCI, STEFANO, A Quick Tool to forecast VaR, pp. 1 26, 2016 Link identifier #identifier_person_24607-42Dettaglio
  • COLUCCI, STEFANO; CESARONE, FRANCESCO, A Quick Tool to forecast VaR using Implied and Realized Volatilities, pp. 12 12, 2016 Link identifier #identifier_person_37837-43Dettaglio
  • CESARONE, FRANCESCO, Exact and Approximate Stochastic Dominance for Portfolio Selection, 2016 Link identifier #identifier_person_112804-44Dettaglio
  • CESARONE, FRANCESCO, Improving the Risk Parity Approach to Portfolio Selection, pp. 1 11, 2016 Link identifier #identifier_person_995-45Dettaglio
  • CESARONE, FRANCESCO, On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection, pp. 2 2, 2016 Link identifier #identifier_person_73732-46Dettaglio
  • CESARONE, FRANCESCO, Does Greater Diversification Really Improve Performance in Portfolio Selection?, 2015 Link identifier #identifier_person_45470-47Dettaglio
  • CESARONE, FRANCESCO, Joining risk diversification and utility maximization for portfolio selection, pp. 210 211, 2015 Link identifier #identifier_person_18296-48Dettaglio
  • CESARONE, FRANCESCO, Minimum Risk vs. Capital and Risk Diversification strategies for portfolio construction, 2015 Link identifier #identifier_person_103265-49Dettaglio
  • CESARONE, FRANCESCO, MINLP models for portfolio selection, 2015 Link identifier #identifier_person_171505-50Dettaglio
  • CESARONE, FRANCESCO, PseudoBoolean models for portfolio selection, pp. 30 30, 2015 Link identifier #identifier_person_170476-51Dettaglio
  • CESARONE, FRANCESCO, Risk Bounding is better then Risk Parity for portfolio selection, 2014 Link identifier #identifier_person_146287-52Dettaglio
  • CESARONE, FRANCESCO, A Practically Realizable Strong Stochastic Dominance Model for Enhanced Indexation, 2013 Link identifier #identifier_person_99734-53Dettaglio
  • CESARONE, FRANCESCO, Risk disparity is better than risk parity for portfolio selection, pp. 316 316, 2013 Link identifier #identifier_person_77740-54Dettaglio
  • CESARONE, FRANCESCO, A Linear Programming Model for Enhanced Indexationbased on Strong Stochastic Dominance, 2012 Link identifier #identifier_person_132492-55Dettaglio
  • CESARONE, FRANCESCO, A Linear Risk-Return Model for Enhanced Indexation, 2012 Link identifier #identifier_person_136573-56Dettaglio
  • CESARONE, FRANCESCO, A Risk-Return Approach to Enhanced Indexation, 2012 Link identifier #identifier_person_137932-57Dettaglio
  • CESARONE, FRANCESCO, A new portfolio selection approach: Models andAlgorithms, 2010 Link identifier #identifier_person_163300-58Dettaglio
  • CESARONE, FRANCESCO, Portfolio selection problems in practice: a comparisonbetween linear and quadratic optimization models, 2010 Link identifier #identifier_person_104994-59Dettaglio
  • CESARONE, FRANCESCO, A Clique Algorithm for Cardinality ConstrainedPortfolio Optimization, 2008 Link identifier #identifier_person_121557-60Dettaglio
  • CESARONE, FRANCESCO, Efficient Algorithms For Mean-Variance Portfolio Optimization With Hard Real-World Constraints, 2008 Link identifier #identifier_person_174655-61Dettaglio
  • CESARONE, FRANCESCO, Climate extreme and variability relatedto forestry land-cover and agriculture land-use changes, 2005 Link identifier #identifier_person_67866-62Dettaglio
  • CESARONE, FRANCESCO, Geopotential oscillations and Rainfall Cycle in the Mediterranean Region, 2005 Link identifier #identifier_person_194462-63Dettaglio
  • CESARONE, FRANCESCO, Heat waves in the MediterraneanRegion: Analysis and model results, pp. 2203 2214, 2005 Link identifier #identifier_person_171500-64Dettaglio
  • CESARONE, FRANCESCO, Mediterranean Jetstream and Mediterranean Summer Anomalies, 2005 Link identifier #identifier_person_88633-65Dettaglio
  • CESARONE, FRANCESCO, Mediterranean Jetstream and Mediterranean Winter Anomalies, 2005 Link identifier #identifier_person_126524-66Dettaglio
  • CESARONE, FRANCESCO, Role of the MonsoonsVariability on the Summer Drought events in the Mediterranean Basin, 2005 Link identifier #identifier_person_139287-67Dettaglio
  • CESARONE, FRANCESCO, African Monsoon and the climate of the Mediterranean, 2004 Link identifier #identifier_person_196936-68Dettaglio
  • CESARONE, FRANCESCO, August 2003 Heat-wave in Western Europe: an analysis and perspective, 2004 Link identifier #identifier_person_198789-69Dettaglio
  • CESARONE, FRANCESCO, Heat-wave events in the Mediterranean: a recurrent feature or a global warming effect?, 2004 Link identifier #identifier_person_41933-70Dettaglio
  • CESARONE, FRANCESCO, Links of the seasonal precipitation in Europe and Northern Africa to the global sea surface temperatures in gridded observational datasets and in model integrations, 2004 Link identifier #identifier_person_4358-71Dettaglio
  • CESARONE, FRANCESCO, Mediterranean winter and fall climate: trends and mechanisms, 2004 Link identifier #identifier_person_179513-72Dettaglio
  • CESARONE, FRANCESCO, Rainfall variability overthe Mediterranean Region and its linkage with large scale features, 2004 Link identifier #identifier_person_66531-73Dettaglio