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Francesco Cesarone

Università degli Studi Roma Tre

Francesco Cesarone was born in Rome, Italy, in 1975. He is an Assistant Professor of Computational Finance at the University of Roma Tre - Department of Business Studies.  He graduated in physics from Sapienza University of Rome, and worked as a researcher in the field of climatology at CNR (National Research Council). He holds a PhD in Mathematics for Economic and Financial Applications from Sapienza University of Rome. He worked as consultant for ARPM (Advanced Risk and Portfolio Management, New York, US).

His research interests currently include portfolio selection problems, risk management, risk modelling and optimum risk decisions, enhanced indexation problems, algorithms for large scale linear, quadratic integer and mixed integer programming problems, Heuristic optimization. He acts as a referee for several scientific journals.

He is married and has two sons.

 

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