Jacopo M. Ricci

According to our database, Jacopo M. Ricci authored at least 4 papers between 2020 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

MAD risk parity portfolios.

Çagin Ararat, Francesco Cesarone, Mustafa Çelebi Pinar, Jacopo M. Ricci

Ann. Oper. Res., May, 2024

2023

A bilevel approach to ESG multi-portfolio selection.

Francesco Cesarone, Lorenzo Lampariello, Davide Merolla, Jacopo M. Ricci, Simone Sagratella, Valerio Giuseppe Sasso

Comput. Manag. Sci., December, 2023

2021

Equilibrium selection for multi-portfolio optimization.

Lorenzo Lampariello, Christoph Neumann, Jacopo M. Ricci, Simone Sagratella, Oliver Stein

Eur. J. Oper. Res., 2021

2020

An explicit Tikhonov algorithm for nested variational inequalities.

Lorenzo Lampariello, Christoph Neumann, Jacopo M. Ricci, Simone Sagratella, Oliver Stein

Comput. Optim. Appl., 2020