39 citations · 41 across the 6 of their papers we have counts for
7 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…
Coherent ranging with Envisat radar altimeter: a new perspective in analyzing altimeter data using Doppler Processing
R. Abileah, J. Gomez-Enri, A. Scozzari +1
ESA's Envisat mission carried a RA-2 radar altimeter since its launch in 2002 to sense sea state and especially measure sea surface height (SSH). The onboard processing combined mu…
Evaluating conditional covariance estimates via a new targeting approach and a networks-based analysis
Carlo Drago, Andrea Scozzari
Modeling and forecasting of dynamically varying covariances have received much attention in the literature. The two most widely used conditional covariances and correlations models…
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…
Location and portfolio selection problems: A unified framework
Justo Puerto, Moises Rodríguez-Madrena, Andrea Scozzari
Given a set of assets and an investment capital, the classical portfolio selection problem consists in determining the amount of capital to be invested in each asset in order to bu…
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…
Portfolio selection problems in practice: a comparison between linear and quadratic optimization models
Francesco Cesarone, Andrea Scozzari, Fabio Tardella
Several portfolio selection models take into account practical limitations on the number of assets to include and on their weights in the portfolio. We present here a study of the…