Riccardo Cesari

Università di Bologna

Professor

viale Filopanti,5

Bologna, Bologna 40126

Italy

IVASS

Via del Quirinale, 21

Rome, 00187

Italy

  • Università di Bologna

    • Email
    • Tel: 0039512094358
    • Fax: 0039512094367

  • IVASS

SCHOLARLY PAPERS

13

DOWNLOADS
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3,028

SSRN CITATIONS
Rank 28,414

SSRN RANKINGS

Top 28,414

in Total Papers Citations

24

CROSSREF CITATIONS

7

Scholarly Papers (13)

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1.

The Performance of Italian Equity Funds

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

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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

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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
Michele Tumminello, Andrea Consiglio, Pietro Vassallo, Riccardo Cesari and Fabio Farabullini
University of Palermo, University of Palermo - d/SEAS, Bank of Italy, Università di Bologna and Bank of Italy
Downloads 8 (838,235)

Abstract:

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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

Abstract:

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Portfolio management, Optimization, VaR, CVaR