Riccardo Cesari

Università di Bologna

Professor

viale Filopanti,5

Bologna, Bologna 40126

Italy

IVASS

Via del Quirinale, 21

Rome, 00187

Italy

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 24,299

SSRN RANKINGS

Top 24,299

in Total Papers Downloads

3,028

SSRN CITATIONS
Rank 28,414

SSRN RANKINGS

Top 28,414

in Total Papers Citations

24

CROSSREF CITATIONS

7

Scholarly Papers (13)

1.
Downloads 659 ( 57,584)
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 659 (56,844)
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 586 (66,929)

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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 573 (68,877)
Citation 1

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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 299 (145,458)
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 247 (176,237)
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 221 (196,121)
Citation 3

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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 135 (298,156)

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

8.

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 107 (352,329)

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

9.

The Algebra of Portfolio Dynamics

Number of pages: 5 Posted: 25 Sep 2011
Riccardo Cesari
Università di Bologna
Downloads 90 (393,662)

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

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 70 (454,597)

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dynamic asset allocation, life-cycle investment, risk aversion

11.

A socio-economic analysis of Tokyo 2020 Olympic and Paralympic games

Number of pages: 8 Posted: 25 Oct 2021
Riccardo Cesari
Università di Bologna
Downloads 33 (622,028)

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Olympic games; Paralympic games; population; per capita income

12.

Insurance Fraud Detection: A Statistically-Validated Network Approach

Number of pages: 50 Posted: 13 Sep 2022
University of Palermo, University of Palermo - d/SEAS, Bank of Italy, Università di Bologna and Bank of Italy
Downloads 8 (838,235)

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Insurance Fraud Detection,Bipartite Networks,Statistically-Validated Networks.

13.

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

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Portfolio management, Optimization, VaR, CVaR