Jacopo M. Ricci

Orcid: 0009-0008-7449-1478

According to our database1, Jacopo M. Ricci authored at least 5 papers between 2020 and 2025.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

2020
2021
2022
2023
2024
2025
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1
2
1
1
1
1
1

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Book 
In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2025
Outlier detection of multivariate data via the maximization of the cumulant generating function.
J. Comput. Appl. Math., 2025

2024
MAD risk parity portfolios.
Ann. Oper. Res., May, 2024

2023
A bilevel approach to ESG multi-portfolio selection.
Comput. Manag. Sci., December, 2023

2021
Equilibrium selection for multi-portfolio optimization.
Eur. J. Oper. Res., 2021

2020
An explicit Tikhonov algorithm for nested variational inequalities.
Comput. Optim. Appl., 2020


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