ORTOBELLI LOZZA, Sergio Statistiche

ORTOBELLI LOZZA, Sergio  

Dipartimento di Scienze Aziendali  

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Data di pubblicazione Titolo Autore/i Tipologia Documento allegato
16-gen-2024 Dynamic Return Scenario Generation Approach for Large-Scale Portfolio Optimization Framework ORTOBELLI LOZZA, Sergio; Nedela, David; Tichy, Tomas 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2023 Mean–variance vs trend–risk portfolio selection Neděla, David; ORTOBELLI LOZZA, Sergio; Tichý, Tomáš 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
29-nov-2023 Modelling De novo programming within Simon’s satisficing theory: Methods and application in designing an optimal offshore wind farm location system Hocine, Amin; Kouaissah, Noureddine; ORTOBELLI LOZZA, Sergio; Aouam, Tarik 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2023 Portfolio optimization with asset preselection using data envelopment analysis Hosseinzadeh, Mohammad Mehdi; ORTOBELLI LOZZA, Sergio; Hosseinzadeh Lotfi, Farhad; Moriggia, Vittorio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2023 XOR-analytic network process and assessing the impact of COVID-19 by sector Hocine, Amin; Kouaissah, Noureddine; ORTOBELLI LOZZA, Sergio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2022 Online Portfolio Selection Models versus Mean Variance Optimal Choices ORTOBELLI LOZZA, Sergio; Carneiro Mendes, Livia; Nardelli, Carla 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations
1-gen-2021 Multivariate stochastic dominance applied to sector-based portfolio selection ORTOBELLI LOZZA, Sergio; Kouaissah, Noureddine 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2021 Portfolio selection during the crisis Pavanati, Francesca; ORTOBELLI LOZZA, Sergio 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations
1-gen-2021 Portfolio Selection Using Multivariate Semiparametric Estimators and a Copula PCA-Based Approach Kouaissah, Noureddine; ORTOBELLI LOZZA, Sergio; Jebabli, Ikram 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2021 Second order of stochastic dominance efficiency vs mean variance efficiency Malavasi, Matteo; ORTOBELLI LOZZA, Sergio; Truck, Stefan 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2020 Impact of Volume on portfolio optimization Rujirarangsan, Kamonchai; ORTOBELLI LOZZA, Sergio 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations
1-gen-2020 Joint tails impact in stochastic volatility portfolio selection models Bonomelli, Marco; Giacometti, Rosella; ORTOBELLI LOZZA, Sergio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2020 Mathematical Finance with Applications Wong, Wing-Keung; Guo, Xu; ORTOBELLI LOZZA, Sergio 1.6 Curatele - Editorships::1.6.01 Curatele - Edited books
1-gen-2020 Multivariate stochastic dominance: A parametric approach Kouaissah, Noureddine; ORTOBELLI LOZZA, Sergio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2020 Theoretical and practical motivations for the use of the moving average rule in the stock market Kouaissah, Noureddine; Orlandini, Davide; ORTOBELLI LOZZA, Sergio; Tichý, Tomas 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2019 Impact of Google Trends on stock prices Rujirarangsan, Kamonchai; ORTOBELLI LOZZA, Sergio 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations
1-gen-2019 On the use of conditional expectation in portfolio selection problems ORTOBELLI LOZZA, Sergio; Kouaissah, Noureddine; Tichý, Tomáš 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2019 Timing portfolio strategies with exponential Lévy processes ORTOBELLI LOZZA, Sergio; Angelelli, Enrico; Ndoci, Alda 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2018 Diversification versus optimality: is there really a diversification puzzle? ORTOBELLI LOZZA, Sergio; Wong, Wing-Keung; Fabozzi, Frank J.; Egozcue, Martin 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2018 Implications of conditional expectation in portfolio theory ORTOBELLI LOZZA, Sergio; Kouaissah, Noureddine 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations