Francesco Cesarone

1.3k total citations
55 papers, 725 citations indexed

About

Francesco Cesarone is a scholar working on Management Science and Operations Research, Finance and Economics and Econometrics. According to data from OpenAlex, Francesco Cesarone has authored 55 papers receiving a total of 725 indexed citations (citations by other indexed papers that have themselves been cited), including 37 papers in Management Science and Operations Research, 34 papers in Finance and 12 papers in Economics and Econometrics. Recurrent topics in Francesco Cesarone's work include Risk and Portfolio Optimization (36 papers), Financial Markets and Investment Strategies (27 papers) and Stochastic processes and financial applications (13 papers). Francesco Cesarone is often cited by papers focused on Risk and Portfolio Optimization (36 papers), Financial Markets and Investment Strategies (27 papers) and Stochastic processes and financial applications (13 papers). Francesco Cesarone collaborates with scholars based in Italy, Spain and Türkiye. Francesco Cesarone's co-authors include Fabio Tardella, Andrea Scozzari, Renato Bruni, G. Dalu, Marina Baldi, Massimiliano Pasqui, Giampiero Maracchi, C. Cametti, Michèle Caputo and Fabio Bellini and has published in prestigious journals such as European Journal of Operational Research, Journal of Membrane Science and Journal of the Operational Research Society.

In The Last Decade

Francesco Cesarone

51 papers receiving 696 citations

Peers

Francesco Cesarone

MSOR

FINAN

GPC

Johanna F. Ziegel Switzerland

Somdeb Lahiri India

Evis Këllezi Switzerland

Walter Vecchiato Italy

Bruno Bouchard France

Georgios Mamanis Greece

Hyejin Ku Canada

Matthias Scherer Germany

Tucker McElroy United States

Yarema Okhrin Germany

Johanna F. Ziegel Switzerland

Francesco Cesarone

319 ×0.7

MSOR

476 ×1.4

FINAN

353 ×1.9

76 ×0.9

GPC

11 ×0.2

Citations per year, relative to Francesco Cesarone Francesco Cesarone (= 1×) peers Johanna F. Ziegel

Countries citing papers authored by Francesco Cesarone

Since Specialization

Citations

This map shows the geographic impact of Francesco Cesarone's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Francesco Cesarone with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Francesco Cesarone more than expected).

Fields of papers citing papers by Francesco Cesarone

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Francesco Cesarone. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Francesco Cesarone. The network helps show where Francesco Cesarone may publish in the future.

Co-authorship network of co-authors of Francesco Cesarone

This figure shows the co-authorship network connecting the top 25 collaborators of Francesco Cesarone. A scholar is included among the top collaborators of Francesco Cesarone based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Francesco Cesarone. Francesco Cesarone is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Cesarone, Francesco, et al.. (2025). A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach. European Journal of Operational Research. 330(2). 687–699.

Cesarone, Francesco, et al.. (2025). A benchmark-asset principal component factorization for index tracking on large investment universes. Finance research letters. 79. 107244–107244.

Cesarone, Francesco, et al.. (2024). MAD risk parity portfolios. Annals of Operations Research. 336(1-2). 899–924. 6 indexed citations

Cesarone, Francesco, et al.. (2024). Managing ESG ratings disagreement in sustainable portfolio selection. Computers & Operations Research. 170. 106766–106766. 7 indexed citations

Cesarone, Francesco & Justo Puerto. (2024). Flexible enhanced indexation models through stochastic dominance and ordered weighted average optimization. European Journal of Operational Research. 323(2). 657–670. 1 indexed citations

Cesarone, Francesco, et al.. (2023). Managing ESG Ratings Disagreement in Sustainable Portfolio Selection. SSRN Electronic Journal.

Cesarone, Francesco, et al.. (2023). Mean-Variance-VaR portfolios: MIQP formulation and performance analysis. Florence Research (University of Florence). 7 indexed citations

Cesarone, Francesco, et al.. (2023). Non-parametric Cumulants Approach for Outlier Detection of Multivariate Financial Data. SSRN Electronic Journal. 1 indexed citations

Cesarone, Francesco, et al.. (2023). A return-diversification approach to portfolio selection. SSRN Electronic Journal. 1 indexed citations

10.

Cesarone, Francesco, et al.. (2023). A bilevel approach to ESG multi-portfolio selection. Computational Management Science. 20(1). 5 indexed citations

11.

Cesarone, Francesco, et al.. (2022). Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution. Mathematics. 11(1). 50–50. 9 indexed citations

12.

Cesarone, Francesco, et al.. (2022). Does ESG Impact Really Enhance Portfolio Profitability?. Sustainability. 14(4). 2050–2050. 36 indexed citations

13.

Cesarone, Francesco & Pierdomenico Pepe. (2020). Sample-and-hold solution of a consensus problem with nonlinear dynamics and input/output disturbances. European Journal of Control. 59. 227–237. 7 indexed citations

14.

Cesarone, Francesco & Pierdomenico Pepe. (2019). Robustification of sample-and-hold controllers for the consensus problem. 471–476. 3 indexed citations

15.

Cesarone, Francesco, et al.. (2018). On the Stability of Portfolio Selection Models. SSRN Electronic Journal. 3 indexed citations

16.

Cesarone, Francesco, et al.. (2016). Optimally chosen small portfolios are better than large ones. Economics bulletin. 36(4). 1876–1891. 20 indexed citations

17.

Bruni, Renato, Francesco Cesarone, Andrea Scozzari, & Fabio Tardella. (2016). Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models. Data in Brief. 8. 858–862. 34 indexed citations

18.

Cesarone, Francesco, et al.. (2016). A quick tool to forecast value-at-risk using implied and realized volatilities. The Journal of Risk Model Validation. 4 indexed citations

19.

Bruni, Renato, Francesco Cesarone, Andrea Scozzari, & Fabio Tardella. (2013). No arbitrage and a linear portfolio selection model. Economics bulletin. 2(1). 1247–1258. 8 indexed citations

20.

Bruni, Renato, Andrea Scozzari, Francesco Cesarone, & Fabio Tardella. (2012). A new stochastic dominance approach to enhanced index tracking problems. Economics bulletin. 32(4). 3460–3470. 18 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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