2 citations · 2 across the 3 of their papers we have counts for
3 papers
Managing ESG Ratings Disagreement in Sustainable Portfolio Selection
Francesco Cesarone, Manuel Luis Martino, Federica Ricca +1
Sustainable Investing identifies the approach of investors whose aim is twofold: on the one hand, they want to achieve the best compromise between portfolio risk and return, but th…
A combinatorial optimization approach to scenario filtering in portfolio selection
Justo Puerto, Federica Ricca, Moisés Rodríguez-Madrena +1
Recent studies stressed the fact that covariance matrices computed from empirical financial time series appear to contain a high amount of noise. This makes the classical Markowitz…
Mathematical Programming formulations for the efficient solution of the -sum approval voting problem
Diego Ponce, Justo Puerto, Federica Ricca +1
In this paper we address the problem of electing a committee among a set of candidates and on the basis of the preferences of a set of voters. We consider the approval voti…