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Riccardo Cesari


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Personal Details

First Name: Riccardo
Middle Name:
Last Name: Cesari

RePEc Short-ID: pce87

Postal Address:


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Working papers

  1. Riccardo Cesari & Giuseppe Grande & Fabio Panetta, 2007. "Supplementary pension schemes in Italy: features, development and opportunities for workers," Questioni di Economia e Finanza (Occasional Papers) 8, Bank of Italy, Economic Research and International Relations Area.
  2. Riccardo Cesari & Giuseppe Grande & Fabio Panetta, 2007. "La Previdenza Complementare in Italia: Caratteristiche, Sviluppo e Opportunità per i Lavoratori," CeRP Working Papers 60, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  3. R. Cesari & C. D'Adda, 2005. "A suggestion for simplifying the theory of asset prices," Working Papers 537, Dipartimento Scienze Economiche, Universita' di Bologna.
  4. R. Cesari, 2003. "Option Pricing and Asset Valuation," Working Papers 467, Dipartimento Scienze Economiche, Universita' di Bologna.
  5. Riccardo Cesari & Marzia Freo, 2003. "Analysis of european stock returns: evidence of a new risk factor," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
  6. R. Cesari, 2001. "A Simple Approach to CAPM and Option Pricing," Working Papers 418, Dipartimento Scienze Economiche, Universita' di Bologna.
  7. Riccardo Cesari, 1999. "The economic effects of the new rules for the taxation of income from financial investment," Temi di discussione (Economic working papers) 349, Bank of Italy, Economic Research and International Relations Area.
  8. Riccardo Cesari & Fabio Panetta, 1998. "Style, Fees and Performance of Italian Equity Funds," Temi di discussione (Economic working papers) 325, Bank of Italy, Economic Research and International Relations Area.
  9. Riccardo Cesari, 1994. "A generalized measure of competition," Working Papers 204, Dipartimento Scienze Economiche, Universita' di Bologna.
  10. Bianchi, C. & Cesari, R. & Panattoni, L., 1994. "Alternative Estimators of the Cox, ingersoll and Ross Model of the Term Structure of Interest Rates: A Monte Carlo Comparison," Papers 236, Banca Italia - Servizio di Studi.
  11. Riccardo Cesari, 1991. "Maturity Effects of Futures and Forward Prices in a Two-Factor General Equilibrium Model," Working Papers 124, Dipartimento Scienze Economiche, Universita' di Bologna.


  1. Riccardo Cesari & Anna Grazia Quaranta, 2011. "A robust risk-based approach in portfolio management," BANCARIA, Bancaria Editrice, vol. 1, pages 18-31, January.
  2. Riccardo Cesari & Giuseppe Grandi & Fabio Panetta, 2008. "Supplementary Pension Schemes in Italy: Features,Development and Opportunities for Workers," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 67(1), pages 21-73, March.
  3. Cesari, Riccardo & Cremonini, David, 2003. "Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation," Journal of Economic Dynamics and Control, Elsevier, vol. 27(6), pages 987-1011, April.
  4. Cesari, Riccardo & Panetta, Fabio, 2002. "The performance of Italian equity funds," Journal of Banking & Finance, Elsevier, vol. 26(1), pages 99-126, January.
  5. Cesari, Riccardo, 1991. "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 Po," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 44(1), pages 20-26.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2006-09-03
  2. NEP-FIN: Finance (2) 2004-12-12 2004-12-15. Author is listed
  3. NEP-FMK: Financial Markets (2) 2006-04-29 2006-09-03. Author is listed
  4. NEP-RMG: Risk Management (1) 2004-12-12


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