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F

Francesco Cesarone

Roma Tre University

18H-index
120Paper Count
1.3KCitation Count
Published Papers 15
Publication Date
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Semivariance, semicovariance matrix and lower partial moments for portfolio selection: Analytical and numerical results
errFinance Research Letters
IF6.9
err2025-12-23
err0
errOAAI
errFrancesco Cesarone; Massimiliano Corradini; Nicolò Giunta; Lorenzo Lampariello
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A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach
errEuropean Journal of Operational Research
IF6
err2025-08-28
err0
errOAAI
errF. Cesarone; M. Corradini; L. Lampariello; J. Riccioni
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errSave
A benchmark-asset principal component factorization for index tracking on large investment universes
errFINANCE RESEARCH LETTERS
IF6.9
err2025-06-01
err0
PREAI
errCesarone, F.; Di Paolo, A.; Bufalo, M.; Orlando, G.
errShare
errSave
Flexible enhanced indexation models through stochastic dominance and ordered
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2024-12-01
err0
errOAAI
errCesarone, Francesco; Puerto, Justo
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errSave
Managing ESG ratings disagreement in sustainable portfolio selection
errCOMPUTERS & OPERATIONS RESEARCH
IF4.3
err2024-10-01
err2
errOAAI
errCesarone, Francesco; Martino, Manuel Luis; Ricca, Federica; Scozzari, Andrea
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errSave
Portfolio decision analysis for pandemic sentiment assessment based on finance and web queries
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2024-04-25
err2
errOAAI
errCerqueti, Roy; Cesarone, Francesco; Ficcadenti, Valerio
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errSave
MAD risk parity portfolios
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2024-01-16
err3
errOAAI
errArarat, Cagin; Cesarone, Francesco; Pinar, Mustafa celebi; Ricci, Jacopo Maria
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A new family of modified Gaussian copulas for market consistent valuation of government guarantees
errannual review of food science and technology
IF9.6
err2022-10-25
err0
errOAAI
errCerqueti, Roy; Cesarone, Francesco; Heusch, Maria C.; Mottura, Carlo D.
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errSave
Does ESG Impact Really Enhance Portfolio Profitability?
errSUSTAINABILITY
IF3.3
err2022-02-11
err33
errOAAI
errCesarone, Francesco; Martino, Manuel Luis; Carleo, Alessandra
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errSave
Risk parity with expectiles
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2021-06-01
err25
PREAI
errBellini, Fabio; Cesarone, Francesco; Colombo, Christian; Tardella, Fabio
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errSave
A risk-gain dominance maximization approach to enhanced index tracking
errFINANCE RESEARCH LETTERS
IF6.9
err2019-06-01
err8
PREAI
errCesarone, Francesco; Lampariello, Lorenzo; Sagratella, Simone
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errSave
On exact and approximate stochastic dominance strategies for portfolio selection
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2017-05-01
err57
errOAAI
errBruni, Renato; Cesarone, Francesco; Scozzari, Andrea; Tardella, Fabio
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errSave
A new method for mean-variance portfolio optimization with cardinality constraints
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2012-06-13
err83
PREAI
errCesarone, Francesco; Scozzari, Andrea; Tardella, Fabio
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Heat waves in the mediterranean: A local feature or a larger-scale effect?
errINTERNATIONAL JOURNAL OF CLIMATOLOGY
IF2.8
err2006-09-11
err81
PREAI
errBaldi, Marina; Dalu, Giovanni; Maracchi, Giampiero; Pasqui, Massimiliano; Cesarone, Francesco
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errSave
Memory formalism in the passive diffusion across highly heterogeneous systems
errJOURNAL OF MEMBRANE SCIENCE
IF9
err2005-03-15
err41
PREAI
errCesarone, F; Caputo, M; Cametti, C
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Research Directions

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Co-authors
Cooperation Journals
C
C. Cametti
H-index: 41 · Papers: 301
J
Justo Puerto
H-index: 38 · Papers: 341
M
Michèle Caputo
H-index: 32 · Papers: 308
M
Marina Baldi
H-index: 26 · Papers: 142
G
Giampiero Maracchi
H-index: 26 · Papers: 138
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