A new method for mean-variance portfolio optimization with cardinality constraints F Cesarone, A Scozzari, F Tardella Annals of Operations Research 205, 213-234, 2013 | 143 | 2013 |

On the existence of polyhedral convex envelopes F Tardella Frontiers in global optimization, 563-573, 2004 | 88 | 2004 |

New and old bounds for standard quadratic optimization: dominance, equivalence and incomparability IM Bomze, M Locatelli, F Tardella Mathematical Programming 115, 31-64, 2008 | 85 | 2008 |

Existence and sum decomposition of vertex polyhedral convex envelopes F Tardella Optimization Letters 2 (3), 363-375, 2008 | 85 | 2008 |

On exact and approximate stochastic dominance strategies for portfolio selection R Bruni, F Cesarone, A Scozzari, F Tardella European Journal of Operational Research 259 (1), 322-329, 2017 | 75 | 2017 |

Efficient algorithms for mean-variance portfolio optimization with hard real-world constraints F Cesarone, A Scozzari, F Tardella Giornale dell'Istituto Italiano degli Attuari 72, 37-56, 2009 | 64 | 2009 |

On the image of a constrained extremum problem and some applications to the existence of a minimum F Tardella Journal of Optimization Theory and Applications 60, 93-104, 1989 | 61 | 1989 |

Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models R Bruni, F Cesarone, A Scozzari, F Tardella Data in brief 8, 858-862, 2016 | 60 | 2016 |

Exact and heuristic approaches for the index tracking problem with UCITS constraints A Scozzari, F Tardella, S Paterlini, T Krink Annals of Operations Research 205, 235-250, 2013 | 60 | 2013 |

A linear risk-return model for enhanced indexation in portfolio optimization R Bruni, F Cesarone, A Scozzari, F Tardella OR spectrum 37 (3), 735-759, 2015 | 55 | 2015 |

A clique algorithm for standard quadratic programming A Scozzari, F Tardella Discrete Applied Mathematics 156 (13), 2439-2448, 2008 | 51 | 2008 |

A general class of greedily solvable linear programs M Queyranne, F Spieksma, F Tardella Mathematics of Operations Research 23 (4), 892-908, 1998 | 49 | 1998 |

Risk parity with expectiles F Bellini, F Cesarone, C Colombo, F Tardella European journal of operational research 291 (3), 1149-1163, 2021 | 46 | 2021 |

An optimization–diversification approach to portfolio selection F Cesarone, A Scozzari, F Tardella Journal of Global Optimization 76 (2), 245-265, 2020 | 40 | 2020 |

Equal risk bounding is better than risk parity for portfolio selection F Cesarone, F Tardella Journal of Global Optimization 68 (2), 439-461, 2017 | 38 | 2017 |

Linear vs. quadratic portfolio selection models with hard real-world constraints F Cesarone, A Scozzari, F Tardella Computational Management Science 12, 345-370, 2015 | 35 | 2015 |

Portfolio selection problems in practice: a comparison between linear and quadratic optimization models F Cesarone, A Scozzari, F Tardella arXiv preprint arXiv:1105.3594, 2011 | 34 | 2011 |

Polynomially computable bounds for the probability of the union of events E Boros, A Scozzari, F Tardella, P Veneziani Mathematics of Operations Research 39 (4), 1311-1329, 2014 | 33 | 2014 |

A new stochastic dominance approach to enhanced index tracking problems R Bruni, F Cesarone, A Scozzari, F Tardella Economics Bulletin 32 (4), 3460-3470, 2012 | 28 | 2012 |

Connections between nonlinear programming and discrete optimization F Giannessi, F Tardella Handbook of combinatorial optimization: Volume1–3, 149-188, 1998 | 27 | 1998 |