Anna Grazia Quaranta

Personal Details

First Name:	Anna Grazia
Middle Name:
Last Name:	Quaranta
Suffix:
RePEc Short-ID:	pqu74

Affiliation

Dipartimento di Istituzioni Economiche e Finanziarie
Facoltà di Economia e Diritto
Università degli Studi di Macerata

Macerata, Italy
http://www.unimc.it/dief/
RePEc:edi:dimacit (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

Sorry, no citations of working papers recorded.

Articles

1. Francesca Bartolacci & Antonella Paolini & Anna Grazia Quaranta & Michela Soverchia, 2017. "Performance economiche e ambientali nelle aziende italiane di igiene urbana: prime evidenze empiriche," MANAGEMENT CONTROL, FrancoAngeli Editore, vol. 2017(2), pages 33-51.

   Cited by:

   1. Valeria Naciti & Guido Noto & Carlo Vermiglio, 2021. "Diversit? di genere e performance organizzativa: un?analisi empirica nel settore sanitario," MECOSAN, FrancoAngeli Editore, vol. 0(120), pages 45-61.
   2. Francesca Bartolacci & Iacopo Cavallini & Michela Soverchia, 2019. "Full costing nelle aziende di igiene ambientale: un caso di studio," MANAGEMENT CONTROL, FrancoAngeli Editore, vol. 2019(1), pages 123-142.
   3. Stefania Vignini & Tiziana De Cristofaro, 2018. "Impatto della crisi economica su redditivit? e rischio finanziario delle imprese romagnole. Una cluster analysis," MANAGEMENT CONTROL, FrancoAngeli Editore, vol. 2018(3), pages 157-181.

2. Cerqueti, Roy & Quaranta, Anna Grazia & Ventura, Marco, 2016. "Innovation, imitation and policy inaction," Technological Forecasting and Social Change, Elsevier, vol. 111(C), pages 22-30.

   Cited by:

   1. Ali, Murad, 2021. "Imitation or innovation: To what extent do exploitative learning and exploratory learning foster imitation strategy and innovation strategy for sustained competitive advantage?✰," Technological Forecasting and Social Change, Elsevier, vol. 165(C).
   2. Jing Huang & Hongqi Wang & Jianlong Wu & Zhongji Yang & Xiaobo Hu & Mengmeng Bao, 2020. "Exploring the Key Driving Forces of the Sustainable Intergenerational Evolution of the Industrial Alliance Innovation Ecosystem: Evidence from a Case Study of China’s TDIA," Sustainability, MDPI, vol. 12(4), pages 1-31, February.

3. Raffaella Barone & Roy Cerqueti & Anna Quaranta, 2012. "Illegal finance and usurers behaviour," European Journal of Law and Economics, Springer, vol. 34(2), pages 265-277, October.

   Cited by:

   1. Raffaella Barone & Donato Masciandaro, 2017. "Crime, Money Laundering, And Credit Markets: Can Usury Exist At The Zero Lower Bound?," BAFFI CAREFIN Working Papers 1761, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
   2. Roy Cerqueti, 2012. "Financing policies via stochastic control: a dynamic programming approach," Journal of Global Optimization, Springer, vol. 53(3), pages 539-561, July.
   3. Maurizio Bovi & Roy Cerqueti, 2016. "Forecasting macroeconomic fundamentals in economic crises," Annals of Operations Research, Springer, vol. 247(2), pages 451-469, December.
   4. Raffaella Barone & Donato Masciandaro, 2018. "Cryptocurrency Or Usury? Crime And Alternative Money Laundering Techniques," BAFFI CAREFIN Working Papers 18101, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
      • Raffaella Barone & Donato Masciandaro, 2019. "Cryptocurrency or usury? Crime and alternative money laundering techniques," European Journal of Law and Economics, Springer, vol. 47(2), pages 233-254, April.

4. Quaranta, Anna Grazia & Zaffaroni, Alberto, 2008. "Robust optimization of conditional value at risk and portfolio selection," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2046-2056, October.

   Cited by:

   1. Güray Kara & Ayşe Özmen & Gerhard-Wilhelm Weber, 2019. "Stability advances in robust portfolio optimization under parallelepiped uncertainty," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 27(1), pages 241-261, March.
   2. Panos Xidonas & Ralph Steuer & Christis Hassapis, 2020. "Robust portfolio optimization: a categorized bibliographic review," Annals of Operations Research, Springer, vol. 292(1), pages 533-552, September.
   3. Chen, Zhiping & Wang, Yi, 2008. "Two-sided coherent risk measures and their application in realistic portfolio optimization," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2667-2673, December.
   4. Caunhye, Aakil M. & Cardin, Michel-Alexandre, 2018. "Towards more resilient integrated power grid capacity expansion: A robust optimization approach with operational flexibility," Energy Economics, Elsevier, vol. 72(C), pages 20-34.
   5. Vincenzo Pacelli & Francesca Pampurini & Anna Grazia Quaranta, 2023. "Environmental, Social and Governance investing: Does rating matter?," Business Strategy and the Environment, Wiley Blackwell, vol. 32(1), pages 30-41, January.
   6. Vasileios E. Kontosakos, 2020. "Fast Quadratic Programming for Mean-Variance Portfolio Optimisation," SN Operations Research Forum, Springer, vol. 1(3), pages 1-15, September.
   7. Alireza Ghahtarani & Ahmed Saif & Alireza Ghasemi, 2022. "Robust portfolio selection problems: a comprehensive review," Operational Research, Springer, vol. 22(4), pages 3203-3264, September.
   8. Lotfi, Somayyeh & Zenios, Stavros A., 2018. "Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances," European Journal of Operational Research, Elsevier, vol. 269(2), pages 556-576.
   9. Oleksandr Romanko & Helmut Mausser, 2016. "Robust scenario-based value-at-risk optimization," Annals of Operations Research, Springer, vol. 237(1), pages 203-218, February.
   10. Boubaker, Heni & Sghaier, Nadia, 2013. "Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 361-377.
   11. Cerqueti, Roy & Quaranta, Anna Grazia & Ventura, Marco, 2016. "Innovation, imitation and policy inaction," Technological Forecasting and Social Change, Elsevier, vol. 111(C), pages 22-30.
   12. Jalali, Sajjad & Seifbarghy, Mehdi & Niaki, Seyed Taghi Akhavan, 2018. "A risk-averse location-protection problem under intentional facility disruptions: A modified hybrid decomposition algorithm," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 114(C), pages 196-219.
   13. Oleksandr Romanko & Helmut Mausser, 2016. "Robust scenario-based value-at-risk optimization," Annals of Operations Research, Springer, vol. 237(1), pages 203-218, February.
   14. Selim Mankaï, 2014. "Data-Driven Robust Optimization with Application to Portfolio Management," Working Papers 2014-104, Department of Research, Ipag Business School.
   15. Zhifeng Dai & Jie Kang, 2022. "Some new efficient mean–variance portfolio selection models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4784-4796, October.
   16. Botte, Marco & Schöbel, Anita, 2019. "Dominance for multi-objective robust optimization concepts," European Journal of Operational Research, Elsevier, vol. 273(2), pages 430-440.
   17. Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2010. "CAPM and APT-like models with risk measures," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1166-1174, June.
   18. Tahani S. Alotaibi & Luciana Dalla Valle & Matthew J. Craven, 2022. "The Worst Case GARCH-Copula CVaR Approach for Portfolio Optimisation: Evidence from Financial Markets," JRFM, MDPI, vol. 15(10), pages 1-14, October.
   19. Selim Mankaï & Khaled Guesmi, 2014. "Robust Portfolio Protection: A Scenarios-Based Approach," EconomiX Working Papers 2014-35, University of Paris Nanterre, EconomiX.
       • Selim Mankaï & Khaled Guesmi, 2015. "Robust Portfolio Protection: A Scenarios-based Approach," Bankers, Markets & Investors, ESKA Publishing, issue 138, pages 30-44, September.
   20. Ansaripoor, Amir H. & Oliveira, Fernando S. & Liret, Anne, 2014. "A risk management system for sustainable fleet replacement," European Journal of Operational Research, Elsevier, vol. 237(2), pages 701-712.
   21. Chan, Timothy C.Y. & Mahmoudzadeh, Houra & Purdie, Thomas G., 2014. "A robust-CVaR optimization approach with application to breast cancer therapy," European Journal of Operational Research, Elsevier, vol. 238(3), pages 876-885.
   22. Ghahtarani, Alireza & Najafi, Amir Abbas, 2013. "Robust goal programming for multi-objective portfolio selection problem," Economic Modelling, Elsevier, vol. 33(C), pages 588-592.
   23. Ferstl, Robert & Weissensteiner, Alex, 2011. "Asset-liability management under time-varying investment opportunities," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 182-192, January.
       • Ferstl, Robert & Weissensteiner, Alex, 2009. "Asset-Liability Management under time-varying Investment Opportunities," MPRA Paper 15068, University Library of Munich, Germany.
   24. Baule, Rainer & Korn, Olaf & Kuntz, Laura-Chloé, 2019. "Markowitz with regret," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 1-24.
   25. Pier Francesco Procacci & Tomaso Aste, 2022. "Portfolio optimization with sparse multivariate modeling," Journal of Asset Management, Palgrave Macmillan, vol. 23(6), pages 445-465, October.
   26. Lotfi, Somayyeh & Zeniosn, Stravros A., 2016. "Equivalence of Robust VaR and CVaR Optimization," Working Papers 16-03, University of Pennsylvania, Wharton School, Weiss Center.
   27. Paul Embrechts & Alexander Schied & Ruodu Wang, 2018. "Robustness in the Optimization of Risk Measures," Papers 1809.09268, arXiv.org, revised Feb 2021.
   28. Powell, Robert J. & Vo, Duc H. & Pham, Thach N. & Singh, Abhay K., 2017. "The long and short of commodity tails and their relationship to Asian equity markets," Journal of Asian Economics, Elsevier, vol. 52(C), pages 32-44.
   29. David McInerney & Robert Lempert & Klaus Keller, 2012. "What are robust strategies in the face of uncertain climate threshold responses?," Climatic Change, Springer, vol. 112(3), pages 547-568, June.
   30. Shahrzad Faghih-Roohi & Yew-Soon Ong & Sobhan Asian & Allan N. Zhang, 2016. "Dynamic conditional value-at-risk model for routing and scheduling of hazardous material transportation networks," Annals of Operations Research, Springer, vol. 247(2), pages 715-734, December.
   31. Pflug, Georg Ch. & Pichler, Alois & Wozabal, David, 2012. "The 1/N investment strategy is optimal under high model ambiguity," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 410-417.
   32. Bernardo K. Pagnoncelli & Felipe del Canto & Arturo Cifuentes, 2021. "The effect of regularization in portfolio selection problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 156-176, April.
   33. Luan, Fei & Zhang, Weiguo & Liu, Yongjun, 2022. "Robust international portfolio optimization with worst‐case mean‐CVaR," European Journal of Operational Research, Elsevier, vol. 303(2), pages 877-890.
   34. Oliveira, Sydnei Marssal de & Ribeiro, Celma de Oliveira & Cicogna, Maria Paula Vieira, 2018. "Uncertainty effects on production mix and on hedging decisions: The case of Brazilian ethanol and sugar," Energy Economics, Elsevier, vol. 70(C), pages 516-524.
   35. Maria Scutellà & Raffaella Recchia, 2013. "Robust portfolio asset allocation and risk measures," Annals of Operations Research, Springer, vol. 204(1), pages 145-169, April.
   36. Selim Mankai & Khaled Guesmi, 2014. "Robust Portfolio Protection: A Scenarios-Based Approach," Working Papers hal-04141326, HAL.
   37. Jing Li & Mingxin Xu, 2013. "Optimal Dynamic Portfolio with Mean-CVaR Criterion," Papers 1308.2324, arXiv.org.
       • Jing Li & Mingxin Xu, 2013. "Optimal Dynamic Portfolio with Mean-CVaR Criterion," Risks, MDPI, vol. 1(3), pages 1-29, November.
   38. You, Leyuan & Daigler, Robert T., 2010. "Is international diversification really beneficial?," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 163-173, January.
   39. Wang, Ching-Ping & Huang, Hung-Hsi, 2016. "Optimal insurance contract under VaR and CVaR constraints," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 110-127.
   40. Víctor M. Adame-García & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, "undated". "Portfolios in the Ibex 35 index: Alternative methods to the traditional framework, a comparative with the naive diversification in a pre- and post- crisis context," Documentos de Trabajo del ICAE 2015-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Jun 2015.
   41. Foad Mahdavi Pajouh & Esmaeel Moradi & Balabhaskar Balasundaram, 2017. "Detecting large risk-averse 2-clubs in graphs with random edge failures," Annals of Operations Research, Springer, vol. 249(1), pages 55-73, February.
   42. Pejman Peykani & Mostafa Sargolzaei & Mohammad Hashem Botshekan & Camelia Oprean-Stan & Amir Takaloo, 2023. "Optimization of Asset and Liability Management of Banks with Minimum Possible Changes," Mathematics, MDPI, vol. 11(12), pages 1-24, June.
   43. Alireza Ghahtarani & Ahmed Saif & Alireza Ghasemi, 2021. "Robust Portfolio Selection Problems: A Comprehensive Review," Papers 2103.13806, arXiv.org, revised Jan 2022.
   44. Yu, Jing-Rung & Paul Chiou, Wan-Jiun & Hsin, Yi-Ting & Sheu, Her-Jiun, 2022. "Omega portfolio models with floating return threshold," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 743-758.
   45. Cosimo Munari & Justin Pluckebaum & Stefan Weber, 2023. "Robust portfolio selection under Recovery Average Value at Risk," Papers 2303.01167, arXiv.org.
   46. Víctor Adame-García & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2017. "“Resolution of optimization problems and construction of efficient portfolios: An application to the Euro Stoxx 50 index"," IREA Working Papers 201702, University of Barcelona, Research Institute of Applied Economics, revised Feb 2017.
   47. Xu, Qifa & Zhou, Yingying & Jiang, Cuixia & Yu, Keming & Niu, Xufeng, 2016. "A large CVaR-based portfolio selection model with weight constraints," Economic Modelling, Elsevier, vol. 59(C), pages 436-447.

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