ORTOBELLI LOZZA, Sergio
 Distribuzione geografica
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Continente #
EU - Europa 27.745
NA - Nord America 9.815
AS - Asia 2.434
AF - Africa 68
SA - Sud America 40
OC - Oceania 37
Continente sconosciuto - Info sul continente non disponibili 28
Totale 40.167
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Nazione #
GB - Regno Unito 11.903
US - Stati Uniti d'America 9.506
IE - Irlanda 4.860
PL - Polonia 3.915
IT - Italia 2.448
CN - Cina 1.834
RU - Federazione Russa 972
DE - Germania 929
SE - Svezia 892
FR - Francia 815
UA - Ucraina 395
CA - Canada 297
IN - India 136
KR - Corea 130
FI - Finlandia 126
EU - Europa 108
AT - Austria 104
CZ - Repubblica Ceca 94
NL - Olanda 91
SG - Singapore 82
BE - Belgio 59
VN - Vietnam 49
AU - Australia 37
JP - Giappone 34
MA - Marocco 32
HK - Hong Kong 30
TR - Turchia 29
CH - Svizzera 25
CO - Colombia 21
IR - Iran 20
MY - Malesia 20
BR - Brasile 18
GR - Grecia 17
TW - Taiwan 16
LT - Lituania 15
PT - Portogallo 15
ID - Indonesia 13
ES - Italia 11
BG - Bulgaria 10
RO - Romania 9
BD - Bangladesh 8
DK - Danimarca 8
HU - Ungheria 8
PH - Filippine 8
PK - Pakistan 7
MX - Messico 6
ZM - Zambia 6
A2 - ???statistics.table.value.countryCode.A2??? 5
BW - Botswana 5
BY - Bielorussia 5
KZ - Kazakistan 5
SK - Slovacchia (Repubblica Slovacca) 5
DZ - Algeria 4
NO - Norvegia 4
TN - Tunisia 4
ZA - Sudafrica 4
EG - Egitto 3
IL - Israele 3
KE - Kenya 3
LU - Lussemburgo 3
SA - Arabia Saudita 3
GT - Guatemala 2
IQ - Iraq 2
MD - Moldavia 2
RS - Serbia 2
TH - Thailandia 2
ZW - Zimbabwe 2
A1 - Anonimo 1
AE - Emirati Arabi Uniti 1
AL - Albania 1
CL - Cile 1
CR - Costa Rica 1
DO - Repubblica Dominicana 1
EE - Estonia 1
GH - Ghana 1
MO - Macao, regione amministrativa speciale della Cina 1
MT - Malta 1
MU - Mauritius 1
NG - Nigeria 1
NI - Nicaragua 1
NP - Nepal 1
RW - Ruanda 1
TT - Trinidad e Tobago 1
UG - Uganda 1
Totale 40.253
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Città #
Southend 11.537
Dublin 4.827
Warsaw 3.906
Jacksonville 1.136
Chandler 759
Dalmine 555
Ann Arbor 532
Mountain View 472
Princeton 433
Ashburn 422
Nanjing 388
Beijing 282
Toronto 254
Dearborn 251
Wilmington 251
Fairfield 235
Woodbridge 210
Rancio Valcuvia 202
Houston 193
Bergamo 152
Washington 148
Milan 134
San Mateo 128
Nanchang 124
Sunnyvale 115
Atlanta 112
Cambridge 112
Seattle 106
Andover 98
Vienna 93
Redwood City 85
Altamura 81
Kunming 76
Sayreville 73
Shanghai 73
Kiez 64
Boardman 59
Ogden 59
Hebei 55
Nürnberg 55
Tianjin 54
Brescia 53
Shenyang 50
Dong Ket 48
Rome 48
Zhengzhou 44
Hangzhou 42
Brussels 39
Guangzhou 39
Needham Heights 38
Verona 36
Jiaxing 34
London 30
Salerno 29
Los Angeles 28
Ostrava 28
Changsha 26
Auburn Hills 25
Lanzhou 25
Santa Clara 25
Falls Church 24
Monza 24
Jinan 22
New York 22
Shenzhen 22
Norwalk 21
Changchun 19
Dallas 18
Philadelphia 18
Hefei 17
Scranton 16
Tokyo 16
San Diego 15
Amsterdam 13
Berlin 13
Paris 13
Xian 13
Serra 12
Tehran 12
Ottawa 11
Fremont 10
Hong Kong 10
Sakarya 10
Seoul 10
Taipei 10
Tassullo 10
Trieste 10
Vilnius 10
Bangalore 9
Bogotá 9
Chicago 9
Rende 9
Rockland 9
Simi Valley 9
Carignano 8
Cinisello Balsamo 8
Duncan 8
Fagnano Olona 8
Fuzhou 8
Gossau 8
Totale 30.111
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Nome #
Portfolio selection with options 961
Set-Portfolio Selection with the Use of Market Stochastic Bounds 788
Portfolio selection with GARCH volatility dynamics 730
Optimal portfolio performance with exchange traded funds 695
On the impact of association measures in portfolio theory 677
Discrete Time portfolio selection with Lévy processes 648
Testing for Preference Orderings Efficiency 619
Exotic Options with Lévy Processes : the Markovian Approach 594
Risk profile using PCM and RSM 585
Option pricing with nonparametric Markovian trees 583
Portfolio selection in the BRICs stocks markets using Markov processes 563
Structural credit risk models with subordinated processes 533
A conservative discontinuous target volatility strategy 525
Financial Applications of Bivariate Markov Processes 523
Price and market risk reduction for bond portfolio selection in BRICS markets 471
Different approaches to risk estimation in portfolio theory 453
Euro bonds : markets, infrastructure and trends 438
Managing Risk with Simulated Copula 436
Measuring risk profile with a multidimensional Rasch analysis 421
Dominance among financial markets 417
Reward and Risk in the Italian Fixed Income Market 412
Risk profile versus portfolio selection: a case study 383
GARCH type portfolio selection models with the Markovian approach 374
On the use of contingent claims in portfolio selection problems 368
On the impact of some distributional factors in large scale portfolio problems 357
An Analysis of Fixed Income BRICS Markets 341
A comparison of estimated default probabilities: Merton model vs. stable Paretian model 335
American and European Portfolio Selection Strategies: the Markovian Approach 328
A stochastic model for mortality rate on Italian data 326
Set-Portfolio Selection with the Use of Market Stochastic Bounds 325
Financial Risk Modeling with Markov Chains 322
The proper use of the risk measures in the Portfolio Theory 322
An asymptotic Markovian approach to the portfolio selection problem 319
Choices based on asymptotic approximation 316
Portfolio selection with options 314
An empirical comparison among VaR models and time rules with elliptical and stable distributed returns 313
Maximum Expected Utility of Markovian Predicted Wealth 313
Time-scale transformations: effects on VaR models 313
Distributional Approximation of Asset Returns with Nonparametric Markovian Trees 312
Computing the portfolio Conditional Value-at-Risk in the Alfa-stable case 311
Portfolio Selection, VaR and CVaR models with Markov Chains 307
Moment based approaches to value the risk of contingent claim portfolios 305
VaR, CVaR and Time Rules with Elliptical and Asymmetric Stable Distributed Returns 305
Optimal portfolio selection and risk management: a comparison between the stable paretian approach and the Gaussian one 304
A portfolio return definition coherent with the investors' preferences 304
Volume-Return portfolio selection and large scale dimensional problems with bivariate Markov chains 303
Dimensional portfolio reduction problems with asymptotic Markov processes 298
Discrete Time Portfolio Selection with Lévy Processes 297
Exotic options with Lévy processes: the Markovian approach 296
The Markovian portfolio selection model with GARCH volatility dynamics 296
Portfolio selection strategy for fixed income markets with immunization on average 295
Asymptotic stochastic dominance rules for sums of i.i.d. random variables 293
Reward and risk in the fixed income markets 289
A comparison among Portfolio Selection Models with Subordinated Lévy Processes 289
Impact of different distributional assumptions in forecasting Italian mortality rates 289
International portfolio selection with Markov processes and liquidity constraints 289
Risk profile versus portfolio selection 285
On the investor’s tendency to risk/earn on the stock market 283
On the approximation of a conditional expectation 283
Alternative methods to evaluate the arbitrage opportunities 281
Relative deviation metrics and the problem of strategy replication 280
On the valuation of the arbitrage opportunities 278
Risk measures for asset allocation models 276
Portfolio selection with heavy tailed distributions 276
Portfolio selection based on a simulated copula 276
Portfolio choice: a non parametric Markovian framework 276
Market stochastic bounds with elliptical distributions 275
Calibrating affine stochastic mortality models using term assurance premiums 274
Concordance Measures and Portfolio Selection Problem 273
The Impact of Different Distributional Hypothesis on Returns in Asset Allocation 273
Alternative methods to estimate the State Price Density 272
Some possible applications of bivariate Markov processes 269
A Financial Application of Multivariate Stochastic Orderings Consistent with Preferences 268
Orderings and Risk Probability Functionals in Portfolio Theory 264
LP active benchmarking strategies based on performance measures and stochastic dominance constraints 263
Portfolio selection with European call and put options 262
Multivariate stochastic orderings consistent with preferences and their possible applications 262
Set-Portfolio Selection with the Use of Market Stochastic Bounds 261
Delta hedging strategies comparison 260
Portfolio selection in the presence of systemic risk 259
Desirable Properties of an Ideal Risk Measure in Portfolio Theory 259
A note on the impact of non linear reward and risk measures 258
Ex-post portfolio comparison in the BRICs stocks markets 257
On the estimation of the state price density 257
Markov Chain Applications to Non Parametric Option Pricing Theory 256
On the use of conditional expectation in portfolio selection problems 255
Analysis of the factors influencing momentum profits 254
The problem of optimal asset allocation with stable distributed returns 254
Orderings and Probability Functionals Consistent with Preferences 245
The impact of association measures within the portfolio dimensionality reduction problem 244
Structural credit risk models with Lévy processes: the VG and NIG cases 242
Risk Management and Dynamic Portfolio Selection with Stable Paretian Distributions 241
Fusion of multiple diverse predictors in stock market 241
Backtesting AVaR and VaR with Simulated Copula 240
Semidefinite positive association measures and portfolio theory 238
Bond exchange traded funds 238
Parametric rules for stochastic comparisons 235
Impact of portfolio strategies based on different return definitions 232
Multivariate stochastic orderings among different financial markets 230
Applications to portfolio theory of market stochastic bounds 230
Totale 34.558
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Categoria #
all - tutte 80.911
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 80.911
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/2019981 0 0 0 0 0 0 0 0 0 0 645 336
2019/20204.177 550 265 488 478 336 263 400 176 451 254 216 300
2020/20215.614 625 361 143 431 286 573 622 179 695 640 790 269
2021/20224.045 242 443 368 295 349 562 192 178 288 506 371 251
2022/20233.084 486 367 378 445 255 445 62 118 222 75 125 106
2023/20245.951 82 140 140 122 237 1.209 3.651 252 98 20 0 0
Totale 41.432