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

  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

  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

  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

  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  

  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  

  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 (2019). Scaling, proximity, and optimization of integrally convex functions. MATHEMATICAL PROGRAMMING, vol. 175, pp. 119-154, ISSN:0025-5610 DOI   Accesso ONLINE all'editore

  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  

  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  

  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

  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

  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  

  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

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

  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

  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

  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

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

  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

  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

  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

  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

  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

  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

  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

  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 Linear Programming Model for Enhanced Indexation based on Strong Stochastic Dominance. In: 25th European Conference of Operational Research, Vilnius, Lithuania, 2012.

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

  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.

  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.

  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

  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

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

  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

  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

  -; 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.

  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

  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

  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

  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

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

  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

  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".

  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

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

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

  -; 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.

  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

  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.

  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

  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 (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

  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