ORTOBELLI LOZZA, Sergio
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
EU - Europa 28.505
NA - Nord America 10.148
AS - Asia 2.696
AF - Africa 73
SA - Sud America 43
OC - Oceania 38
Continente sconosciuto - Info sul continente non disponibili 28
Totale 41.531
Salva come PNG Salva come JPEG
Nazione #
GB - Regno Unito 11.911
US - Stati Uniti d'America 9.829
IE - Irlanda 4.861
PL - Polonia 3.917
IT - Italia 2.473
CN - Cina 1.946
RU - Federazione Russa 1.530
DE - Germania 985
SE - Svezia 906
FR - Francia 816
UA - Ucraina 395
CA - Canada 307
SG - Singapore 193
CZ - Repubblica Ceca 164
IN - India 138
FI - Finlandia 133
KR - Corea 130
AT - Austria 109
EU - Europa 108
NL - Olanda 93
BE - Belgio 60
VN - Vietnam 49
ID - Indonesia 43
AU - Australia 37
MA - Marocco 36
HK - Hong Kong 34
JP - Giappone 34
TR - Turchia 29
CH - Svizzera 25
CO - Colombia 22
IR - Iran 20
MY - Malesia 20
BR - Brasile 18
GR - Grecia 17
LT - Lituania 17
TW - Taiwan 16
PT - Portogallo 15
ES - Italia 13
BG - Bulgaria 11
DK - Danimarca 11
RO - Romania 10
BD - Bangladesh 8
HU - Ungheria 8
PH - Filippine 8
PK - Pakistan 7
MX - Messico 6
SK - Slovacchia (Repubblica Slovacca) 6
ZM - Zambia 6
A2 - ???statistics.table.value.countryCode.A2??? 5
BW - Botswana 5
BY - Bielorussia 5
KZ - Kazakistan 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
AE - Emirati Arabi Uniti 2
GT - Guatemala 2
IQ - Iraq 2
MD - Moldavia 2
RS - Serbia 2
TH - Thailandia 2
ZW - Zimbabwe 2
A1 - Anonimo 1
AL - Albania 1
BF - Burkina Faso 1
CL - Cile 1
CR - Costa Rica 1
DO - Repubblica Dominicana 1
EC - Ecuador 1
EE - Estonia 1
GH - Ghana 1
KG - Kirghizistan 1
LK - Sri Lanka 1
MO - Macao, regione amministrativa speciale della Cina 1
MT - Malta 1
MU - Mauritius 1
NG - Nigeria 1
NI - Nicaragua 1
NP - Nepal 1
NZ - Nuova Zelanda 1
PE - Perù 1
RW - Ruanda 1
TT - Trinidad e Tobago 1
UG - Uganda 1
Totale 41.617
Salva come PNG Salva come JPEG
Città #
Southend 11.537
Dublin 4.828
Warsaw 3.906
Jacksonville 1.136
Chandler 759
Dalmine 555
Ann Arbor 532
Mountain View 472
Ashburn 444
Princeton 433
Nanjing 388
Beijing 285
Toronto 264
Boardman 255
Dearborn 251
Wilmington 251
Fairfield 235
Woodbridge 210
Rancio Valcuvia 202
Houston 194
Shanghai 176
Bergamo 156
Washington 149
Milan 140
San Mateo 128
Nanchang 124
Sunnyvale 115
Atlanta 113
Cambridge 112
Seattle 106
Moscow 103
Andover 98
Vienna 98
Redwood City 85
Altamura 81
Singapore 81
Kunming 76
Sayreville 73
Brno 68
Kiez 64
Ogden 59
Hebei 55
Nürnberg 55
Tianjin 54
Brescia 53
Shenyang 50
Dong Ket 48
Munich 48
Rome 48
Zhengzhou 44
Hangzhou 42
Los Angeles 42
Brussels 40
Guangzhou 39
Needham Heights 38
Jakarta 37
Verona 36
Jiaxing 34
London 34
Santa Clara 33
Ostrava 30
Salerno 29
Changsha 26
Auburn Hills 25
Lanzhou 25
Falls Church 24
Monza 24
New York 23
Shenzhen 23
Jinan 22
Norwalk 21
Changchun 19
Dallas 18
Philadelphia 18
Hefei 17
Scranton 16
Tokyo 16
San Diego 15
Amsterdam 14
Paris 14
Berlin 13
Xian 13
Hong Kong 12
Serra 12
Tehran 12
Chicago 11
Helsinki 11
Ottawa 11
Phoenix 11
Bogotá 10
Fremont 10
Sakarya 10
Seoul 10
Taipei 10
Tassullo 10
Trieste 10
Vilnius 10
Bangalore 9
Rende 9
Rockland 9
Totale 30.804
Salva come PNG Salva come JPEG
Nome #
Portfolio selection with options 982
Set-Portfolio Selection with the Use of Market Stochastic Bounds 800
Portfolio selection with GARCH volatility dynamics 745
Optimal portfolio performance with exchange traded funds 705
On the impact of association measures in portfolio theory 691
Discrete Time portfolio selection with Lévy processes 658
Portfolio selection in the BRICs stocks markets using Markov processes 646
Testing for Preference Orderings Efficiency 626
Exotic Options with Lévy Processes : the Markovian Approach 604
Option pricing with nonparametric Markovian trees 594
Risk profile using PCM and RSM 590
Structural credit risk models with subordinated processes 539
A conservative discontinuous target volatility strategy 532
Financial Applications of Bivariate Markov Processes 530
Price and market risk reduction for bond portfolio selection in BRICS markets 482
Different approaches to risk estimation in portfolio theory 464
Euro bonds : markets, infrastructure and trends 448
Managing Risk with Simulated Copula 444
Dominance among financial markets 426
Measuring risk profile with a multidimensional Rasch analysis 425
Reward and Risk in the Italian Fixed Income Market 420
Risk profile versus portfolio selection: a case study 389
GARCH type portfolio selection models with the Markovian approach 384
On the use of contingent claims in portfolio selection problems 383
On the impact of some distributional factors in large scale portfolio problems 366
An Analysis of Fixed Income BRICS Markets 353
A comparison of estimated default probabilities: Merton model vs. stable Paretian model 344
American and European Portfolio Selection Strategies: the Markovian Approach 338
Set-Portfolio Selection with the Use of Market Stochastic Bounds 338
Financial Risk Modeling with Markov Chains 333
A stochastic model for mortality rate on Italian data 332
The proper use of the risk measures in the Portfolio Theory 330
Choices based on asymptotic approximation 329
An asymptotic Markovian approach to the portfolio selection problem 326
Portfolio selection with options 322
Distributional Approximation of Asset Returns with Nonparametric Markovian Trees 321
Maximum Expected Utility of Markovian Predicted Wealth 321
Time-scale transformations: effects on VaR models 319
An empirical comparison among VaR models and time rules with elliptical and stable distributed returns 318
Portfolio Selection, VaR and CVaR models with Markov Chains 317
Computing the portfolio Conditional Value-at-Risk in the Alfa-stable case 317
VaR, CVaR and Time Rules with Elliptical and Asymmetric Stable Distributed Returns 315
A portfolio return definition coherent with the investors' preferences 315
Moment based approaches to value the risk of contingent claim portfolios 313
Volume-Return portfolio selection and large scale dimensional problems with bivariate Markov chains 312
Optimal portfolio selection and risk management: a comparison between the stable paretian approach and the Gaussian one 309
Dimensional portfolio reduction problems with asymptotic Markov processes 307
The Markovian portfolio selection model with GARCH volatility dynamics 306
Portfolio selection strategy for fixed income markets with immunization on average 306
Asymptotic stochastic dominance rules for sums of i.i.d. random variables 304
Discrete Time Portfolio Selection with Lévy Processes 304
Exotic options with Lévy processes: the Markovian approach 302
Reward and risk in the fixed income markets 299
Risk profile versus portfolio selection 299
Impact of different distributional assumptions in forecasting Italian mortality rates 299
International portfolio selection with Markov processes and liquidity constraints 297
A comparison among Portfolio Selection Models with Subordinated Lévy Processes 296
On the approximation of a conditional expectation 290
On the investor’s tendency to risk/earn on the stock market 288
Alternative methods to evaluate the arbitrage opportunities 287
Portfolio choice: a non parametric Markovian framework 287
Calibrating affine stochastic mortality models using term assurance premiums 286
Relative deviation metrics and the problem of strategy replication 285
On the valuation of the arbitrage opportunities 285
Risk measures for asset allocation models 283
Market stochastic bounds with elliptical distributions 283
Portfolio selection with heavy tailed distributions 283
Portfolio selection based on a simulated copula 283
A Financial Application of Multivariate Stochastic Orderings Consistent with Preferences 282
Concordance Measures and Portfolio Selection Problem 280
Some possible applications of bivariate Markov processes 279
The Impact of Different Distributional Hypothesis on Returns in Asset Allocation 278
Alternative methods to estimate the State Price Density 278
Portfolio selection with European call and put options 273
Multivariate stochastic orderings consistent with preferences and their possible applications 273
LP active benchmarking strategies based on performance measures and stochastic dominance constraints 272
Set-Portfolio Selection with the Use of Market Stochastic Bounds 271
Orderings and Risk Probability Functionals in Portfolio Theory 270
Ex-post portfolio comparison in the BRICs stocks markets 269
Desirable Properties of an Ideal Risk Measure in Portfolio Theory 268
Delta hedging strategies comparison 267
A note on the impact of non linear reward and risk measures 266
On the use of conditional expectation in portfolio selection problems 265
Portfolio selection in the presence of systemic risk 264
Markov Chain Applications to Non Parametric Option Pricing Theory 263
On the estimation of the state price density 262
The problem of optimal asset allocation with stable distributed returns 261
Analysis of the factors influencing momentum profits 259
Orderings and Probability Functionals Consistent with Preferences 253
Structural credit risk models with Lévy processes: the VG and NIG cases 252
Backtesting AVaR and VaR with Simulated Copula 248
Risk Management and Dynamic Portfolio Selection with Stable Paretian Distributions 247
Parametric rules for stochastic comparisons 247
The impact of association measures within the portfolio dimensionality reduction problem 246
Semidefinite positive association measures and portfolio theory 246
Fusion of multiple diverse predictors in stock market 245
Bond exchange traded funds 244
Impact of portfolio strategies based on different return definitions 242
Multivariate stochastic orderings among different financial markets 239
On the use of dispersion measures consistent with additive shifts 238
Totale 35.501
Salva come PNG Salva come JPEG
Categoria #
all - tutte 89.891
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 89.891
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20202.874 0 0 0 478 336 263 400 176 451 254 216 300
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
2023/20246.289 82 140 140 122 237 1.209 3.651 252 98 20 47 291
2024/20251.026 213 379 267 167 0 0 0 0 0 0 0 0
Totale 42.796