Cesarone Francesco

Francesco Cesarone

Information about the author Francesco Cesarone will soon be added to the site.
Found 3 papers in total
Equal Risk Bounding is better than Risk Parity for portfolio selection
Equal Risk Bounding is better than Risk Parity for portfolio selection
2017
Risk Parity (RP), also called equally weighted risk contribution, is a recent approach...
Linear vs. quadratic portfolio selection models with hard real-world constraints
Linear vs. quadratic portfolio selection models with hard real-world constraints
2015
Several risk–return portfolio models take into account practical limitations on...
A new method for mean‐variance portfolio optimization with cardinality constraints
A new method for mean‐variance portfolio optimization with cardinality constraints
2013
Several portfolio selection models take into account practical limitations on the...
Papers per page: