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Sergio Ortobelli Lozza
Person information
- affiliation: University of Bergamo, Italy
- affiliation: Technical University Ostrava, Czech Republic
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2020 – today
- 2024
- [j18]Amin Hocine
, Noureddine Kouaissah, Sergio Ortobelli Lozza
Modelling De novo programming within Simon's satisficing theory: Methods and application in designing an optimal offshore wind farm location system. Eur. J. Oper. Res. 315(1): 289-306 (2024) - 2023
- [j17]Amin Hocine
XOR-analytic network process and assessing the impact of COVID-19 by sector. Comput. Ind. Eng. 177: 109017 (2023) - [j16]Mohammad Mehdi Hosseinzadeh
Portfolio optimization with asset preselection using data envelopment analysis. Central Eur. J. Oper. Res. 31(1): 287-310 (2023) - 2022
- [j15]Xu Guo, Sergio Ortobelli Lozza, Wing-Keung Wong:
Preface. Asia Pac. J. Oper. Res. 39(4): 2202001:1-2202001:2 (2022) - 2021
- [j14]Matteo Malavasi
Second order of stochastic dominance efficiency vs mean variance efficiency. Eur. J. Oper. Res. 290(3): 1192-1206 (2021) - 2020
- [j13]Marco Bonomelli
Joint tails impact in stochastic volatility portfolio selection models. Ann. Oper. Res. 292(2): 833-848 (2020)
2010 – 2019
- 2019
- [j12]Sergio Ortobelli
On the use of conditional expectation in portfolio selection problems. Ann. Oper. Res. 274(1-2): 501-530 (2019) - [j11]Sergio Ortobelli Lozza
Timing portfolio strategies with exponential Lévy processes. Comput. Manag. Sci. 16(1-2): 97-127 (2019) - 2018
- [j10]Sergio Ortobelli
Portfolio selection strategy for fixed income markets with immunization on average. Ann. Oper. Res. 260(1-2): 395-415 (2018) - 2017
- [j9]Sergio Ortobelli
On the impact of conditional expectation estimators in portfolio theory. Comput. Manag. Sci. 14(4): 535-557 (2017) - [j8]Sasan Barak
Fusion of multiple diverse predictors in stock market. Inf. Fusion 36: 90-102 (2017) - 2016
- [j7]Sergio Ortobelli
Asymptotic stochastic dominance rules for sums of i.i.d. random variables. J. Comput. Appl. Math. 300: 432-448 (2016) - 2015
- [j6]Sergio Ortobelli
On the impact of semidefinite positive correlation measures in portfolio theory. Ann. Oper. Res. 235(1): 625-652 (2015) - 2013
- [j5]Martin Gurny
Structural Credit Risk Models with Subordinated Processes. J. Appl. Math. 2013: 138272:1-138272:12 (2013) - 2011
- [j4]Rosella Giacometti
A Stochastic Model for Mortality Rate on Italian Data. J. Optim. Theory Appl. 149(1): 216-228 (2011)
2000 – 2009
- 2009
- [j3]Gaetano Iaquinta, Fabio Lamantia
Moment based approaches to value the risk of contingent claim portfolios. Ann. Oper. Res. 165(1): 97-121 (2009) - [c4]Enrico Angelelli
Maximum Expected Utility of Markovian Predicted Wealth. ICCS (2) 2009: 588-597 - 2008
- [j2]Domenico De Giovanni
Delta hedging strategies comparison. Eur. J. Oper. Res. 185(3): 1615-1631 (2008) - 2007
- [c3]Cesarino Bertini
Discrete Time Portfolio Selection with Lévy Processes. IDEAL 2007: 1032-1041 - 2006
- [c2]Arturo Leccadito
Financial Risk Modeling with Markov Chains. IDEAL 2006: 1275-1282 - 2004
- [c1]Fabio Lamantia
Time-Scale Transformations: Effects on VaR Models. International Conference on Computational Science 2004: 779-786 - 2002
- [j1]Sergio Ortobelli
Portfolio selection with stable distributed returns. Math. Methods Oper. Res. 55(2): 265-300 (2002)
Coauthor Index
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