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researcher

Francesco Cesarone

8 papers hereh-index 201.1k citations92 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author6
  • middle author2

Across the 8 of 8 papers where every author was matched, so the position is known.

fields
  • q-fin.PM6
  • math.OC1
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20112023
most citedPortfolio selection problems in practice: a comparison between linear and quadratic optimization models

39 citations · 59 across the 7 of their papers we have counts for

collaborators
Showing 2022Show all

1 paper · 1 filter

q-fin.PM2022

Straightening skewed markets with an index tracking optimizationless portfolio

Daniele Bufalo, Michele Bufalo, Francesco Cesarone +1

Among professionals and academics alike, it is well known that active portfolio management is unable to provide additional risk-adjusted returns relative to their benchmarks. For t…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.