Biography

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Francesco Cesarone received a Master's degree in Physics and a Ph.D. degree in Mathematics for Finance from the Sapienza University of Rome. He initially worked as a researcher in the field of climatology at CNR, then as a PostDoc in finance at the Sapienza University of Rome, and as a consultant for ARPM (New York, US). Since 2024 he is an Full Professor of Financial Modeling at the Department of Business Studies, Roma Tre University. His research interests currently include portfolio selection problems, risk management, financial modeling, and optimal risk decisions, enhanced indexation problems, algorithms for large scale linear, quadratic integer and mixed-integer programming problems, heuristic optimization. He serves as a referee for several scientific journals.