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S

Sergio Ortobelli Lozza

management

19H指数
155论文数
1.5K被引数
收录论文 13
发表时间
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Enhanced optimal tracking error portfolio via quantile regression with SSD constraints通过SSD约束的分位数回归增强的最优跟踪误差投资组合
errAnnals of Operations Research
IF4.5
err2026-04-20
err0
errOAAI
errMarco Bonomelli; Marco Cassader; Rosella Giacometti; Davide Lauria; Sergio Ortobelli Lozza
err分享
err收藏
Modelling De novo programming within Simon's satisficing theory: Methods and application in designing an optimal offshore wind farm location system
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2024-05-01
err1
PREAI
errHocine, Amin; Kouaissah, Noureddine; Lozza, Sergio Ortobelli; Aouam, Tarik
err分享
err收藏
Mean-variance vs trend-risk portfolio selection
errannual review of food science and technology
IF9.6
err2023-04-13
err1
PREAI
errNedela, David; Ortobelli, Sergio; Tichy, Tomas
err分享
err收藏
XOR-analytic network process and assessing the impact of COVID-19 by sector
errCOMPUTERS & INDUSTRIAL ENGINEERING
IF6.5
err2023-03-01
err1
errOAAI
errHocine, Amin; Kouaissah, Noureddine; Lozza, Sergio Ortobelli
err分享
err收藏
Second order of stochastic dominance efficiency vs mean variance efficiency
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2021-05-01
err11
PREAI
errMalavasi, Matteo; Lozza, Sergio Ortobelli; Truck, Stefan
err分享
err收藏
Joint tails impact in stochastic volatility portfolio selection models
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2020-02-15
err0
PREAI
errBonomelli, Marco; Giacometti, Rosella; Lozza, Sergio Ortobelli
err分享
err收藏
On the use of conditional expectation in portfolio selection problems
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2018-05-17
err15
PREAI
errOrtobelli, Sergio; Kouaissah, Noureddine; Tichy, Tomas
err分享
err收藏
Fusion of multiple diverse predictors in stock market股票市场多元预测因子的融合
errINFORMATION FUSION
IF15.5
err2017-07-01
err56
errOAAI
errBarak, Sasan; Arjmand, Azadeh; Ortobelli, Sergio
err分享
err收藏
Portfolio selection strategy for fixed income markets with immunization on average
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2016-06-08
err9
PREAI
errOrtobelli, Sergio; Vitali, Sebastiano; Cassader, Marco; Tichy, Tomas
err分享
err收藏
On the impact of semidefinite positive correlation measures in portfolio theory
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2015-09-01
err19
PREAI
errOrtobelli, Sergio; Tichy, Tomas
err分享
err收藏
Delta hedging strategies comparison
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2008-03-01
err13
PREAI
errDe Giovanni, Domenico; Ortobelli, Sergio; Rachev, Svetlozar
err分享
err收藏
Relative deviation metrics and the problem of strategy replication
errJOURNAL OF BANKING & FINANCE
IF3.8
err2008-02-01
err9
PREAI
errStoyanov, Stoyan V.; Rachev, Svetlozar T.; Ortobelli, Sergio; Fabozzi, Frank J.
err分享
err收藏
Moment based approaches to value the risk of contingent claim portfolios
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2008-01-04
err3
PREAI
errIaquinta, Gaetano; Lamantia, Fabio; Massabo, Ivar; Ortobelli, Sergio
err分享
err收藏

研究方向

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合作学者
合作期刊
F
Frank J. Fabozzi
H 指数: 66 · 论文数: 1.3K
S
Svetlozar T. Rachev
H 指数: 47 · 论文数: 432
S
Svetlozar T. Rachev
H 指数: 31 · 论文数: 232
S
Stefan Trück
H 指数: 27 · 论文数: 169
S
Stoyan V. Stoyanov
H 指数: 22 · 论文数: 178
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