Garcia-Bernabeu, Ana; Hilario-Caballero, Adolfo; Tardella, Fabio; Pla-Santamaria, David (2024). ESG integration in portfolio selection: A robust preference-based multicriteria approach. OPERATIONS RESEARCH PERSPECTIVES, vol. 12, pp. 0-0, ISSN:2214-7160 DOI   Accesso ONLINE all'editore

  Matteo Lapucci; Paola Cappanera; Fabio Schoen; Filippo Visintin; Fabio Tardella; (2023). Optimization and Decision Science: Operations Research, Inclusion and Equity. In: Paola Cappanera, Matteo Lapucci, Fabio Schoen, Marco Sciandrone, Fabio Tardella, FIlippo Visintin. Optimization and Decision Science: Operations Research, Inclusion and Equity, pp. 7-14 Springer, ISBN:978-3-031-28862-3. DOI   Accesso ONLINE all'editore

  Cesarone F.; Martino M.L.; Tardella F. (2023). Mean-Variance-VaR portfolios: MIQP formulation and performance analysis. OR SPECTRUM, vol. 45, pp. 1043-1069, ISSN:1436-6304 DOI   Accesso ONLINE all'editore

  Fujishige S.; Tardella F. (2022). Discrete 2-convex functions. MATHEMATICAL PROGRAMMING, vol. 195, pp. 831-854, ISSN:0025-5610 DOI   Accesso ONLINE all'editore

  Bellini F.; Cesarone F.; Colombo C.; Tardella F. (2021). Risk parity with expectiles. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, vol. 291, pp. 1149-1163, ISSN:0377-2217 DOI   Accesso ONLINE all'editore

  Francesco Cesarone; Fabiomassimo Mango; Carlo Domenico Mottura; Fabio Tardella; Jacopo Maria Ricci (2020). On the stability of portfolio selection models. JOURNAL OF EMPIRICAL FINANCE, pp. 1-25, ISSN:0927-5398 DOI  

  Moriguchi, Satoko; Murota, Kazuo; Tamura, Akihisa; Tardella, Fabio (2020). Discrete Midpoint Convexity. MATHEMATICS OF OPERATIONS RESEARCH, vol. 45, pp. 99-128, ISSN:0364-765X DOI  

  Cesarone F.; Scozzari A.; Tardella F. (2020). An optimization–diversification approach to portfolio selection. JOURNAL OF GLOBAL OPTIMIZATION, vol. 76, pp. 245-265, ISSN:0925-5001 DOI  

  Giacchero, Andrea; Moretti, Jacopo; Cesarone, Francesco; Tardella, Fabio (2019). An alternative approach for the operational risk assessment of a new product. THE JOURNAL OF OPERATIONAL RISK, vol. 14, pp. 69-95, ISSN:1744-6740 DOI  

  Moriguchi, Satoko; Murota, Kazuo; Tamura, Akihisa; Tardella, Fabio (2019). Scaling, proximity, and optimization of integrally convex functions. MATHEMATICAL PROGRAMMING, vol. 175, pp. 119-154, ISSN:0025-5610 DOI   Accesso ONLINE all'editore

  Balandraud, Eric; Queyranne, Maurice; TARDELLA, Fabio (2018). Largest minimally inversion-complete and pair-complete sets of permutations. COMBINATORICA, vol. 38, pp. 29-41, ISSN:0209-9683 DOI   Accesso ONLINE all'editore

  Scozzari, Andrea; Tardella, Fabio (2018). Complexity of some graph-based bounds on the probability of a union of events. DISCRETE APPLIED MATHEMATICS, vol. 244, pp. 186-197, ISSN:0166-218X DOI  

  Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; Tardella, Fabio (2017). On exact and approximate stochastic dominance strategies for portfolio selection. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, vol. 259, pp. 322-329, ISSN:0377-2217 DOI  

  Queyranne, Maurice; TARDELLA, Fabio (2017). Carathéodory, Helly, and Radon Numbers for Sublattice Convexities. MATHEMATICS OF OPERATIONS RESEARCH, vol. 42, pp. 495-516, ISSN:0364-765X DOI   Accesso ONLINE all'editore

  Cesarone, Francesco; Tardella, Fabio (2017). Equal Risk Bounding is better than Risk Parity for portfolio selection. JOURNAL OF GLOBAL OPTIMIZATION, vol. 68, pp. 439-461, ISSN:0925-5001 DOI   Accesso ONLINE all'editore

  BRUNI, Renato; Cesarone, Francesco; Scozzari, Andrea; TARDELLA, Fabio (2016). Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models. DATA IN BRIEF, vol. 8, pp. 858-862, ISSN:2352-3409 DOI  

  Cesarone, Francesco; MORETTI, JACOPO; TARDELLA, Fabio (2016). Optimally chosen small portfolios are better than large ones. ECONOMICS BULLETIN, vol. 36, pp. 1876-1891, ISSN:1545-2921 Accesso ONLINE all'editore

  BRUNI, Renato; Cesarone, Francesco; Scozzari, Andrea; TARDELLA, Fabio (2015). A Linear Risk-Return Model for Enhanced Indexation in Portfolio Optimization. OR SPECTRUM, vol. 37, pp. 735-759, ISSN:1436-6304 DOI   Accesso ONLINE all'editore

  Cesarone, Francesco; Scozzari, Andrea; TARDELLA, Fabio (2015). Linear vs. quadratic portfolio selection models with hard real-world constraints. COMPUTATIONAL MANAGEMENT SCIENCE, vol. 12, pp. 345-370, ISSN:1619-6988 DOI   Accesso ONLINE all'editore

  E. Balandraud; M. Queyranne; F. Tardella (2015). Largest minimally inversion-complete and pair-complete sets of permutations.

  F. Cesarone; TARDELLA, Fabio (2014). Equal Risk Bounding Is Better than Risk Parity for Portfolio Selection. pp. 439-461, vol. 68 DOI   Accesso ONLINE all'editore

  F. Cesarone; J. Moretti; F. Tardella (2014). Does Greater Diversification Really Improve Performance in Portfolio Selection?. DOI  

  E. Boros; A. Scozzari; TARDELLA, Fabio; P. Veneziani (2014). Polynomially Computable Bounds for the Probability of the Union of Events. MATHEMATICS OF OPERATIONS RESEARCH, vol. 39, pp. 1311-1329, ISSN:0364-765X DOI   Accesso ONLINE all'editore

  Cesarone, Francesco; Gheno, Andrea; TARDELLA, Fabio (2013). Learning and holding periods for portfolio selection models: A sensitivity analysis. APPLIED MATHEMATICAL SCIENCES, vol. 7, pp. 4981-4999, ISSN:1312-885X DOI   Accesso ONLINE all'editore

  Scozzari, Andrea; TARDELLA, Fabio; Paterlini, Sandra; Krink, Thiemo (2013). Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints. ANNALS OF OPERATIONS RESEARCH, vol. 205, pp. 235-250, ISSN:0254-5330 DOI   Accesso ONLINE all'editore

  Renato Bruni; Francesco Cesarone; Andrea Scozzari; Fabio Tardella (2013). A Linear Risk-Return Model for Enhanced Indexation. . Social Science Research Network, pp. -. DOI   Accesso ONLINE all'editore

  PANOS M. PARDALOS;DING-ZHU DU;RONALD GRAHAM EDS.; Antoni, Carla; Giannessi, Franco; TARDELLA, Fabio (2013). Connections between Continuous and Discrete Extremum Problems, Generalized Systems and Variational Inequalities. . Handbook of Combinatorial Optimization, 2nd Edition, pp. 835-898 Springer, ISBN:9781441979964. DOI   Accesso ONLINE all'editore

  BRUNI, Renato; F. Cesarone; A. Scozzari; TARDELLA, Fabio (2013). No arbitrage and a linear portfolio selection model. ECONOMICS BULLETIN, vol. 2, pp. 1247-1258, ISSN:1545-2921 Accesso ONLINE all'editore

  Cesarone, Francesco; Scozzari, Andrea; TARDELLA, Fabio (2013). A new method for mean-variance portfolio optimization with cardinality constraints. ANNALS OF OPERATIONS RESEARCH, vol. 205, pp. 213-234, ISSN:0254-5330 DOI   Accesso ONLINE all'editore

  Renato Bruni; F. Cesarone; A. Scozzari; Fabio Tardella (2012). A Linear Risk-Return Approach to Enhanced Indexation. In: 25th European Conference on Operational Research, Vilnius, Lituania, Luglio 2012.

  Frieda Granot; S. Thomas Mccormick; Maurice Queyranne; TARDELLA, Fabio (2012). Structural and algorithmic properties for parametric minimum cuts. MATHEMATICAL PROGRAMMING, vol. 135, pp. 337-367, ISSN:0025-5610 DOI   Accesso ONLINE all'editore

  Renato Bruni; F. Cesarone; A. Scozzari; Fabio Tardella (2012). A Linear Risk-Return Model for Enhanced Indexation. In: XIII Workshop on Quantitative Finance, L'Aquila, Italy, 2012.

  -; R. Bruni; F. Cesarone; A. Scozzari; F. Tardella (2012). A Linear Programming Model for Enhanced Indexation based on Strong Stochastic Dominance. In: 25th European Conference of Operational Research, Vilnius, Lithuania, 2012.

  BRUNI, Renato; F. Cesarone; A. Scozzari; TARDELLA, Fabio (2012). A new stochastic dominance approach to enhanced index tracking problems. ECONOMICS BULLETIN, vol. 32, pp. 3460-3470, ISSN:1545-2921 Accesso ONLINE all'editore

  R. Bruni; F. Cesarone; A. Scozzari; F. Tardella (2012). A New LP Model for Enhanced Indexation. . Departmental Working Papers of Economics, pp. 1-24.

  F. CESARONE; A. SCOZZARI; F. TARDELLA (2011). Portfolio selection problems in practice: a comparison between linear and quadratic optimization models. pp. 1-28, in -

  TARDELLA, Fabio (2011). The fundamental theorem of Linear Programming: extensions and applications. OPTIMIZATION, vol. 60, pp. 283-301, ISSN:0233-1934 DOI   Accesso ONLINE all'editore

  E. Boros; A. Scozzari; F. Tardella; P. Veneziani (2011). Polynomially Computable Bounds for the Probability of the Union of Events. pp. 1-31, in -, vol. 13-2011

  Andrea Scozzari; TARDELLA, Fabio (2009). On the complexity of some subgraph problems. DISCRETE APPLIED MATHEMATICS, vol. 157, pp. 3531-3539, ISSN:0166-218X DOI   Accesso ONLINE all'editore

  -; A. SCOZZARI; F. TARDELLA (2009). On the complexity of graph-based bounds for the probability bounding problem. In: -, Parigi, 2-4 giugno 2009, pp. 235-238.

  F. Cesarone; A. Scozzari; Fabio Tardella (2009). Efficient Algorithms for Mean-Variance Portfolio Optimization with Hard Real-World Constraints. GIORNALE DELL'ISTITUTO ITALIANO DEGLI ATTUARI, vol. 72, pp. 37-56, ISSN:0390-5780

  Andrea Scozzari; TARDELLA, Fabio (2008). A clique algorithm for standard quadratic programming. DISCRETE APPLIED MATHEMATICS, vol. 156, pp. 2439-2448, ISSN:0166-218X DOI   Accesso ONLINE all'editore

  Maurice Queyranne; TARDELLA, Fabio (2008). Sublattices of product spaces: Hulls, representations and counting. DISCRETE MATHEMATICS, vol. 308, pp. 1508-1523, ISSN:0012-365X DOI   Accesso ONLINE all'editore

  Immanuel M. Bomze; Marco Locatelli; TARDELLA, Fabio (2008). New and old bounds for standard quadratic optimization: dominance, equivalence and incomparability. MATHEMATICAL PROGRAMMING, vol. 115, pp. 31-64, ISSN:0025-5610 DOI   Accesso ONLINE all'editore

  TARDELLA, Fabio (2008). Existence and sum decomposition of vertex polyhedral convex envelopes. OPTIMIZATION LETTERS, vol. 2, pp. 363-375, ISSN:1862-4472 DOI   Accesso ONLINE all'editore

  -; F. Cesarone; A. Scozzari; F. Tardella (2008). Efficient Algorithms For Mean-Variance Portfolio Optimization With Hard Real-World Constraints. In: Financial Risk in a Changing World, Roma, 30/9/2008 - 3/10/2008, pp. 1-15.

  A. SCOZZARI; F. TARDELLA (2007). On the complexity of the Boolean probability bounding problem. pp. 1-14, in Pubblicazione interna

  SCOZZARI A; TARDELLA F (2006). A Clique Algorithm for Standard Quadratic Programming. pp. 1-14

  M. QUEYRANNE; TARDELLA, Fabio (2006). Bimonotone linear inequalitites and sublattices of Rn. LINEAR ALGEBRA AND ITS APPLICATIONS, vol. 413, pp. 100-120, ISSN:0024-3795 DOI   Accesso ONLINE all'editore

  I.M. BOMZE; M. LOCATELLI; F. TARDELLA (2005). Efficient and cheap bounds for (standard) quadratic optimization. pp. 1-43, in Technical Report, Dip. di Informatica e Sistemistica, Univ. di Roma "La Sapienza".

  I.M. BOMZE; M. LOCATELLI; F. TARDELLA (2005). New and old bounds for standard quadratic optimization: dominance, equivalence and incomparability. pp. 1-32, in Technical Report, Institut fur Statistik und Decision Support Systems, Universitat Wien., vol. 10 -2005

  TARDELLA, Fabio (2004). Connections between continuous and combinatorial optimization problems through an extension of the fundamental theorem of Linear Programming. ELECTRONIC NOTES IN DISCRETE MATHEMATICS, vol. 17, pp. 257-262, ISSN:1571-0653 DOI   Accesso ONLINE all'editore

  C. A. FLOUDAS AND P. M. PARDALOS; F. TARDELLA (2003). On the existence of polyhedral convex envelopes. . Frontiers in Global Optimization, pp. 563-574, NLD: Kluwer, ISBN:9781402076992.

  TARDELLA F (2003). Some extensions of the fundamental theorem of Linear Programming and applications. pp. 1-16

  -; F. TARDELLA (2003). Complements and substitutes in linear and nonlinear programming. In: 18th International Symposium on Mathematical Programming, Copenhagen, 18 - 23 Agosto 2003, pp. 1-12.

  QUEYRANNE M.; TARDELLA F (2003). Sublattices of product spaces: hulls, representation and counting. pp. 1-18

  QUEYRANNE M.; TARDELLA F (2003). Submodular function minimization in Zn and searching in Monge arrays. pp. 1-20

  PANOS M. PARDALOS; F. TARDELLA (2000). Piecewise concavity and discrete approaches to continuous minimax problems. . Approximation and Complexity in Numerical Optimization: Continuous and Discrete Problems, pp. 511-524, NLD: Kluwer.

  DU D.-Z.; PARDALOS P.M.; F. GIANNESSI; F. TARDELLA (1998). Connections between nonlinear programming and discrete optimization. . Handbook of Combinatorial Optimization, pp. 149-188, NLD: Kluwer, ISBN:9780792350187.

  F. SPIEKSMA; M. QUEYRANNE; TARDELLA, Fabio (1998). A General Class of Greedily Solvable Linear Programs. MATHEMATICS OF OPERATIONS RESEARCH, vol. 23, pp. 892-908, ISSN:0364-765X DOI   Accesso ONLINE all'editore

  -; F. TARDELLA (1996). Submodularity and related properties in continuous optimization. In: -, pp. 534-537.

  P. FAVATI; F. TARDELLA (1990). Convexity in nonlinear integer programming. RICERCA OPERATIVA, vol. 53, pp. 3-44, ISSN:0390-8127

  TARDELLA, Fabio (1990). On the equivalence between some continuous and discrete optimization problems. ANNALS OF OPERATIONS RESEARCH, vol. 25, pp. 291-300, ISSN:0254-5330 DOI   Accesso ONLINE all'editore

  TARDELLA, Fabio (1990). A NEW PROOF OF THE LYAPUNOV CONVEXITY THEOREM. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, vol. 28, pp. 478-481, ISSN:0363-0129 DOI   Accesso ONLINE all'editore

  TARDELLA, Fabio (1989). On a class of functions attaining their maximum at the vertices of a polyhedron. DISCRETE APPLIED MATHEMATICS, vol. 22 (2), pp. 191-195, ISSN:0166-218X DOI   Accesso ONLINE all'editore

  TARDELLA, Fabio (1989). On the image of a constrained extremum problem and some applications to the existence of minimum. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, vol. 60 (1), pp. 93-104, ISSN:0022-3239 DOI   Accesso ONLINE all'editore

  TARDELLA, Fabio (1989). SOME TOPOLOGICAL PROPERTIES IN OPTIMIZATION THEORY. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, vol. 60, pp. 105-116, ISSN:0022-3239 DOI   Accesso ONLINE all'editore