Jacopo M. Ricci

Publication Activity (10 Years)

Years Active: 2020-2024
Publications (10 Years): 4

Top Topics

Portfolio Management

Multistage Stochastic

Semidefinite Programming

Portfolio Selection

Top Venues

Ann. Oper. Res.

Comput. Optim. Appl.

Comput. Manag. Sci.

Eur. J. Oper. Res.

Publications

Çagin Ararat, Francesco Cesarone, Mustafa Çelebi Pinar, Jacopo M. Ricci
MAD risk parity portfolios. Ann. Oper. Res. 336 (1-2) (2024)
Francesco Cesarone, Lorenzo Lampariello, Davide Merolla, Jacopo M. Ricci, Simone Sagratella, Valerio Giuseppe Sasso
A bilevel approach to ESG multi-portfolio selection. Comput. Manag. Sci. 20 (1) (2023)
Lorenzo Lampariello, Christoph Neumann, Jacopo M. Ricci, Simone Sagratella, Oliver Stein
Equilibrium selection for multi-portfolio optimization. Eur. J. Oper. Res. 295 (1) (2021)
Lorenzo Lampariello, Christoph Neumann, Jacopo M. Ricci, Simone Sagratella, Oliver Stein
An explicit Tikhonov algorithm for nested variational inequalities. Comput. Optim. Appl. 77 (2) (2020)