Used in Ararat C., Cesarone, F., Pinar, M.C. & Ricci, J.M. MAD risk parity portfolios. Annals of Operations Research. DOI: https://doi.org/10.1007/s10479-023-05797-2

Used in Cesarone, F., Martino, M.L. & Carleo, A. Does ESG impact really enhance portfolio profitability?Sustainability 14(4) (2022). DOI: https://doi.org/10.3390/su14042050

50 assets of the Eurostoxx50 Market Index from July 2005 to June 2014 (weekly frequency; source: Thomson Reuters Datastream).

32 assets of the Eurostoxx50 Market Index from January 2007 to May 2013 (weekly frequency; source: Yahoo Finance).

34 assets of the FtseMib Market Index from January 2007 to May 2013 (weekly frequency; source: Yahoo Finance).

63 assets of the Ftse100 Market Index from January 2007 to May 2013 (weekly frequency; source: Yahoo Finance).

Used in Carleo, A., Cesarone, F., Gheno, A. et al. Approximating Exact Expected Utility via Portfolio Efficient Frontiers. Decisions in Econ Finan 40, 115-143 (2017). DOI: https://doi.org/10.1007/s10203-017-0201-0

Used in Cesarone, F., Colucci, S. Minimum risk versus capital and risk diversification strategies for portfolio construction. J Oper Res Soc (2017). DOI: https://doi.org/10.1057/s41274-017-0216-5

Datasets used in:

• Cesarone, F., Tardella, F. Equal Risk Bounding is better than Risk Parity for portfolio selection. J Glob Optim 68, 439–461 (2017). DOI: https://doi.org/10.1007/s10898-016-0477-6
• Cesarone, F., Scozzari, A. & Tardella, F. Linear vs. quadratic portfolio selection models with hard real-world constraints. Comput Manag Sci 12, 345–370 (2015). DOI: https://doi.org/10.1007/s10287-014-0210-1
• Cesarone, F., Scozzari, A. & Tardella, F. A new method for Mean-Variance portfolio optimization with cardinality constraints. Ann Oper Res 205, 213–234 (2013). DOI: https://doi.org/10.1007/s10479-012-1165-7