Riccardo Cesari

Università di Bologna

Professor

viale Filopanti,5

Bologna, Bologna 40126

Italy

IVASS

Via del Quirinale, 21

Rome, 00187

Italy

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 20,100

SSRN RANKINGS

Top 20,100

in Total Papers Downloads

2,866

SSRN CITATIONS
Rank 28,074

SSRN RANKINGS

Top 28,074

in Total Papers Citations

24

CROSSREF CITATIONS

7

Scholarly Papers (12)

1.
Downloads 610 ( 51,218)
Citation 25

The Performance of Italian Equity Funds

Number of pages: 43 Posted: 08 Nov 2001
Fabio Panetta and Riccardo Cesari
Bank of Italy and Università di Bologna
Downloads 610 (50,556)
Citation 25

Abstract:

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mutual funds, performance measures, investment style, management fees, market timing

The Performance of Italian Equity Funds

Posted: 22 Nov 2001
Fabio Panetta and Riccardo Cesari
Bank of Italy and Università di Bologna

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mutual funds, performance measures, investment style, management fees, market timing

2.

The Theory of Finance in a Nutshell

Number of pages: 18 Posted: 06 Mar 2008
Riccardo Cesari and Carlo D'Adda
Università di Bologna and University of Bologna
Downloads 579 (54,762)

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asset pricing, CAPM, option pricing, non-expected utility, behavioral finance

3.

Using Options to Forecast Libor

Number of pages: 28 Posted: 11 Sep 2004
Riccardo Cesari and Lorenzo Sevini
Università di Bologna and University of Bologna - Department of Economics
Downloads 546 (58,934)
Citation 1

Abstract:

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Option pricing, futures-style, smile, risk-neutral probability density, interest rate forecast

4.

Effective Trade Execution

Quaderni DSE Working Paper No. 836
Number of pages: 30 Posted: 22 Jun 2012
Riccardo Cesari, Massimiliano Marzo and Paolo Zagaglia
Università di Bologna, Department of Management, University of Bologna and University of Bologna
Downloads 276 (129,691)
Citation 1

Abstract:

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Order book, price impact, execution strategy, high frequency trading

5.

A Simple Approach to the Theory of Asset Prices

Number of pages: 10 Posted: 23 Mar 2004
Riccardo Cesari and Carlo D'Adda
Università di Bologna and University of Bologna
Downloads 241 (148,670)
Citation 1

Abstract:

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asset prices, Capm, option prices, skewness, kurtosis

6.

Supplementary Pension Schemes in Italy: Features, Development and Opportunities for Workers

Bank of Italy Occasional Paper No. 8
Number of pages: 64 Posted: 17 Sep 2007
Riccardo Cesari, Giuseppe Grande and Fabio Panetta
Università di Bologna, Bank of Italy and Bank of Italy
Downloads 213 (167,285)
Citation 3

Abstract:

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pension funds, retirement, financial education, employer contributions, management fees, Tfr

7.

A Suggestion for Simplifying the Theory of Asset Prices

Number of pages: 18 Posted: 23 May 2005
Riccardo Cesari and Carlo D'Adda
Università di Bologna and University of Bologna
Downloads 133 (250,886)

Abstract:

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Asset pricing, utility, CAPM, St. Petersburg paradox, Allais paradox

8.

The Algebra of Portfolio Dynamics

Number of pages: 5 Posted: 25 Sep 2011
Riccardo Cesari
Università di Bologna
Downloads 83 (345,948)

Abstract:

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trading strategies, self-financing portfolios, buy and hold, constant mix

9.

Duration, Convexity and the Optimal Management 0f Bond Portfolios for Insurance Companies

Number of pages: 32 Posted: 27 Jun 2018
Riccardo Cesari and Vieri Mosco
Università di Bologna and IVASS
Downloads 71 (378,191)

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insurance companies, immunization, Fong-Vasicek theorem, bond portfolios, efficient frontier

10.

All Stocks Half the Time? A Short Account of the Life-Cycle Controversy

Number of pages: 8 Posted: 30 Aug 2011
Riccardo Cesari
Università di Bologna
Downloads 63 (402,789)

Abstract:

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dynamic asset allocation, life-cycle investment, risk aversion

11.

Two Simple Models of Insurance Fraud

Number of pages: 12 Posted: 08 Dec 2020
Riccardo Cesari
Università di Bologna
Downloads 51 (444,682)

Abstract:

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Insurance; fraud; ex-ante moral hazard; ex-post moral hazard; expected utility

12.

A Robust Risk-Based Approach in Portfolio Management

Bancaria No. 01-2011
Posted: 18 Mar 2011
Riccardo Cesari and Annagrazia Quaranta
Università di Bologna and University of Camerino - Department of Mathematics and Computer Sciences

Abstract:

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Portfolio management, Optimization, VaR, CVaR