Over the last few decades, a growing attention to the Social Responsibility topic has affected financial markets and institutional authorities. Indeed, recent environmental, social and financial crises have inevitably led regulators and investors to take into account the sustainable investing...

In this paper, we propose an outlier detection algorithm for multivariate data based on their projections on the directions that maximize the Cumulant Generating Function (CGF). We prove that CGF is a convex function, and we characterize the CGF maximization problem on the unit n-circle as a...

In this paper we propose an extensive empirical analysis on three different categories of portfolio selection models, each focused on different objectives: minimization of risk, maximization of capital diversification, and uniform distribution of risk allocation. This latter approach, also...