Valerio Ficcadenti
Valerio Ficcadenti
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Rank-Size Analysis
Rank-Size Analysis of Optimal Portfolio Weights Across Portfolio Optimization Models
EURO 2025 (Leeds, UK) • A novel rank-size analysis approach to systematically characterise optimal portfolio weight distributions across different portfolio optimization models.
Valerio Ficcadenti
,
Alessio Di Paolo
,
Prof. Francesco Cesarone
,
Prof. Roy Cerqueti
Last updated on Mar 8, 2026
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Abstract
One Method, Many Systems - A rank-size approach to socio-economic modelling
IE 2025 Keynote (Bucharest, Romania) • Exploring the universal application of rank-size analysis across diverse socio-economic systems and modelling frameworks.
Valerio Ficcadenti
Last updated on Mar 10, 2026
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