Details about Riccardo Cesari

Access statistics for papers by Riccardo Cesari.

Last updated 2016-02-18. Update your information in the RePEc Author Service.

Short-id: pce87

Working Papers

2012

1. Effective Trade Execution
   Working Paper series, Rimini Centre for Economic Analysis View citations (1)
   Also in MPRA Paper, University Library of Munich, Germany (2012) View citations (1)
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2012) View citations (1)
   Papers, arXiv.org (2012) View citations (1)

2007

2. La Previdenza Complementare in Italia: Caratteristiche, Sviluppo e Opportunità per i Lavoratori
   CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) View citations (5)
3. Supplementary pension schemes in Italy: features, development and opportunities for workers
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (5)
   See also Journal Article Supplementary Pension Schemes in Italy: Features,Development and Opportunities for Workers, Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University (2008) View citations (2) (2008)

2005

4. A suggestion for simplifying the theory of asset prices
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna

2003

5. Analysis of european stock returns: evidence of a new risk factor
   Quaderni di Dipartimento, Department of Statistics, University of Bologna
6. Option Pricing and Asset Valuation
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna View citations (2)

2001

7. A Simple Approach to CAPM and Option Pricing
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna

1999

8. The economic effects of the new rules for the taxation of income from financial investment
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area

1998

9. Style, Fees and Performance of Italian Equity Funds
   Working Papers, Banca Italia - Servizio di Studi View citations (7)
   Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (1998) View citations (6)

1994

10. A generalized measure of competition
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna View citations (3)
11. Alternative Estimators of the Cox, ingersoll and Ross Model of the Term Structure of Interest Rates: A Monte Carlo Comparison
    Working Papers, Banca Italia - Servizio di Studi View citations (4)

1991

12. Maturity Effects of Futures and Forward Prices in a Two-Factor General Equilibrium Model
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna

Journal Articles

2011

1. A robust risk-based approach in portfolio management
   BANCARIA, 2011, 01, 18-31

2008

2. Supplementary Pension Schemes in Italy: Features,Development and Opportunities for Workers
   Giornale degli Economisti, 2008, 67, (1), 21-73 View citations (2)
   See also Working Paper Supplementary pension schemes in Italy: features, development and opportunities for workers, Questioni di Economia e Finanza (Occasional Papers) (2007) View citations (5) (2007)

2003

3. Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation
   Journal of Economic Dynamics and Control, 2003, 27, (6), 987-1011 View citations (57)

2002

4. The performance of Italian equity funds
   Journal of Banking & Finance, 2002, 26, (1), 99-126 View citations (38)

1991

5. La valutazione delle attività finanziarie in mercati imperfetti: una nota su premio al rischio e potere di mercato - The Valuation of Assets in Imperfect Markets: A Note on Risk Premium and Market Power
   Economia Internazionale / International Economics, 1991, 44, (1), 20-26