ORTOBELLI LOZZA, Sergio
 Distribuzione geografica
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Continente #
EU - Europa 31.194
NA - Nord America 11.900
AS - Asia 5.351
SA - Sud America 334
AF - Africa 248
OC - Oceania 44
Continente sconosciuto - Info sul continente non disponibili 29
Totale 49.100
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Nazione #
GB - Regno Unito 11.973
US - Stati Uniti d'America 11.485
IE - Irlanda 4.863
PL - Polonia 3.977
RU - Federazione Russa 3.303
CN - Cina 2.784
IT - Italia 2.618
SG - Singapore 1.698
DE - Germania 1.089
SE - Svezia 920
FR - Francia 861
NL - Olanda 484
UA - Ucraina 403
CA - Canada 363
BR - Brasile 259
IN - India 184
CZ - Repubblica Ceca 171
ZA - Sudafrica 154
FI - Finlandia 147
VN - Vietnam 147
KR - Corea 136
AT - Austria 120
EU - Europa 108
JP - Giappone 75
BE - Belgio 62
ID - Indonesia 51
MA - Marocco 47
HK - Hong Kong 46
TR - Turchia 46
AU - Australia 39
MX - Messico 38
ES - Italia 36
BD - Bangladesh 30
CO - Colombia 30
LT - Lituania 27
CH - Svizzera 25
MY - Malesia 25
IR - Iran 24
AR - Argentina 22
GR - Grecia 17
DK - Danimarca 16
TW - Taiwan 16
PT - Portogallo 15
BG - Bulgaria 12
PH - Filippine 12
RO - Romania 11
DZ - Algeria 10
PK - Pakistan 10
HU - Ungheria 9
NO - Norvegia 8
SA - Arabia Saudita 8
IL - Israele 7
TN - Tunisia 7
AE - Emirati Arabi Uniti 6
BY - Bielorussia 6
IQ - Iraq 6
KZ - Kazakistan 6
SK - Slovacchia (Repubblica Slovacca) 6
ZM - Zambia 6
A2 - ???statistics.table.value.countryCode.A2??? 5
BW - Botswana 5
EC - Ecuador 5
LU - Lussemburgo 5
NZ - Nuova Zelanda 5
PY - Paraguay 5
AZ - Azerbaigian 4
CL - Cile 4
JO - Giordania 4
KE - Kenya 4
KG - Kirghizistan 4
NP - Nepal 4
EG - Egitto 3
PE - Perù 3
RS - Serbia 3
TH - Thailandia 3
AL - Albania 2
DO - Repubblica Dominicana 2
GT - Guatemala 2
LB - Libano 2
LK - Sri Lanka 2
MD - Moldavia 2
NG - Nigeria 2
PA - Panama 2
PR - Porto Rico 2
TT - Trinidad e Tobago 2
UY - Uruguay 2
UZ - Uzbekistan 2
VE - Venezuela 2
YE - Yemen 2
ZW - Zimbabwe 2
A1 - Anonimo 1
AM - Armenia 1
BB - Barbados 1
BF - Burkina Faso 1
BH - Bahrain 1
BO - Bolivia 1
CR - Costa Rica 1
CW - ???statistics.table.value.countryCode.CW??? 1
EE - Estonia 1
ET - Etiopia 1
Totale 49.170
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Città #
Southend 11.537
Dublin 4.830
Warsaw 3.939
Jacksonville 1.137
Ashburn 1.003
Moscow 792
Chandler 759
Singapore 641
Dalmine 555
Ann Arbor 532
Mountain View 472
Beijing 458
Princeton 433
Nanjing 393
Hefei 374
Toronto 274
Boardman 256
Wilmington 253
Dearborn 251
Fairfield 235
Woodbridge 210
Houston 204
Rancio Valcuvia 202
The Dalles 193
Shanghai 184
Los Angeles 183
Bergamo 175
Milan 167
Johannesburg 150
Washington 149
Atlanta 128
San Mateo 128
Nanchang 126
Sunnyvale 115
Cambridge 112
Seattle 110
Vienna 106
Andover 98
Munich 91
Redwood City 85
New York 82
Altamura 81
Kunming 76
Sayreville 73
Brno 71
Buffalo 65
Kiez 64
Tianjin 60
Ogden 59
Santa Clara 56
Brescia 55
Hebei 55
Nürnberg 55
Rome 54
Tokyo 54
Guangzhou 51
Shenyang 50
Dong Ket 48
Berlin 47
London 47
Zhengzhou 47
Dallas 45
Hangzhou 44
Brussels 42
Needham Heights 38
Jakarta 37
Verona 36
Chicago 34
Jiaxing 34
Redondo Beach 34
São Paulo 34
Ostrava 33
Shenzhen 30
Changsha 29
Salerno 29
Ho Chi Minh City 28
Montreal 28
Frankfurt am Main 27
Monza 27
Auburn Hills 25
Jinan 25
Lanzhou 25
Denver 24
Falls Church 24
Hong Kong 24
Phoenix 24
Brooklyn 23
Philadelphia 23
Amsterdam 22
Hanoi 22
Norwalk 21
Paris 20
Changchun 19
Chennai 18
Stockholm 18
Brusaporto 17
Helsinki 16
Scranton 16
Bogotá 15
Kansas City 15
Totale 34.335
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Nome #
Portfolio selection with options 1.079
Set-Portfolio Selection with the Use of Market Stochastic Bounds 895
Portfolio selection with GARCH volatility dynamics 840
Portfolio selection in the BRICs stocks markets using Markov processes 787
On the impact of association measures in portfolio theory 776
Optimal portfolio performance with exchange traded funds 775
Discrete Time portfolio selection with Lévy processes 715
Testing for Preference Orderings Efficiency 672
Exotic Options with Lévy Processes : the Markovian Approach 660
Option pricing with nonparametric Markovian trees 637
Risk profile using PCM and RSM 628
Structural credit risk models with subordinated processes 586
Financial Applications of Bivariate Markov Processes 572
A conservative discontinuous target volatility strategy 571
Price and market risk reduction for bond portfolio selection in BRICS markets 538
Euro bonds : markets, infrastructure and trends 510
Managing Risk with Simulated Copula 502
Different approaches to risk estimation in portfolio theory 500
Dominance among financial markets 480
Reward and Risk in the Italian Fixed Income Market 464
Measuring risk profile with a multidimensional Rasch analysis 457
GARCH type portfolio selection models with the Markovian approach 445
On the use of contingent claims in portfolio selection problems 440
Risk profile versus portfolio selection: a case study 429
On the impact of some distributional factors in large scale portfolio problems 418
An Analysis of Fixed Income BRICS Markets 408
Portfolio selection with options 393
Set-Portfolio Selection with the Use of Market Stochastic Bounds 393
American and European Portfolio Selection Strategies: the Markovian Approach 392
A comparison of estimated default probabilities: Merton model vs. stable Paretian model 391
An asymptotic Markovian approach to the portfolio selection problem 386
Choices based on asymptotic approximation 384
Financial Risk Modeling with Markov Chains 383
Volume-Return portfolio selection and large scale dimensional problems with bivariate Markov chains 380
A portfolio return definition coherent with the investors' preferences 380
The proper use of the risk measures in the Portfolio Theory 378
Asymptotic stochastic dominance rules for sums of i.i.d. random variables 376
Maximum Expected Utility of Markovian Predicted Wealth 375
Distributional Approximation of Asset Returns with Nonparametric Markovian Trees 374
Moment based approaches to value the risk of contingent claim portfolios 373
Portfolio selection strategy for fixed income markets with immunization on average 373
Dimensional portfolio reduction problems with asymptotic Markov processes 366
A stochastic model for mortality rate on Italian data 366
The Markovian portfolio selection model with GARCH volatility dynamics 365
Portfolio Selection, VaR and CVaR models with Markov Chains 364
A comparison among Portfolio Selection Models with Subordinated Lévy Processes 364
VaR, CVaR and Time Rules with Elliptical and Asymmetric Stable Distributed Returns 362
Impact of different distributional assumptions in forecasting Italian mortality rates 358
Reward and risk in the fixed income markets 357
An empirical comparison among VaR models and time rules with elliptical and stable distributed returns 356
Risk profile versus portfolio selection 349
Portfolio selection with European call and put options 348
Optimal portfolio selection and risk management: a comparison between the stable paretian approach and the Gaussian one 348
Computing the portfolio Conditional Value-at-Risk in the Alfa-stable case 348
Time-scale transformations: effects on VaR models 348
Calibrating affine stochastic mortality models using term assurance premiums 347
Discrete Time Portfolio Selection with Lévy Processes 347
Exotic options with Lévy processes: the Markovian approach 346
Portfolio choice: a non parametric Markovian framework 346
International portfolio selection with Markov processes and liquidity constraints 342
Alternative methods to evaluate the arbitrage opportunities 338
On the investor’s tendency to risk/earn on the stock market 336
On the approximation of a conditional expectation 336
A Financial Application of Multivariate Stochastic Orderings Consistent with Preferences 334
Multivariate stochastic orderings consistent with preferences and their possible applications 332
On the valuation of the arbitrage opportunities 330
LP active benchmarking strategies based on performance measures and stochastic dominance constraints 328
Set-Portfolio Selection with the Use of Market Stochastic Bounds 324
Alternative methods to estimate the State Price Density 323
Portfolio selection with heavy tailed distributions 322
Portfolio selection based on a simulated copula 320
Ex-post portfolio comparison in the BRICs stocks markets 319
Risk measures for asset allocation models 318
Relative deviation metrics and the problem of strategy replication 317
Market stochastic bounds with elliptical distributions 317
Markov Chain Applications to Non Parametric Option Pricing Theory 315
On the use of conditional expectation in portfolio selection problems 315
The Impact of Different Distributional Hypothesis on Returns in Asset Allocation 314
On the estimation of the state price density 314
Concordance Measures and Portfolio Selection Problem 313
Multivariate stochastic orderings among different financial markets 311
Impact of portfolio strategies based on different return definitions 309
Backtesting AVaR and VaR with Simulated Copula 308
Some possible applications of bivariate Markov processes 307
A note on the impact of non linear reward and risk measures 307
Parametric rules for stochastic comparisons 306
Desirable Properties of an Ideal Risk Measure in Portfolio Theory 304
Delta hedging strategies comparison 303
Portfolio problems based on returns consistent with the investor's preferences 301
Orderings and Risk Probability Functionals in Portfolio Theory 301
On the use of dispersion measures consistent with additive shifts 294
Parametric asymptotic portfolio decisions 294
Portfolio selection in the presence of systemic risk 293
Diversification versus optimality: is there really a diversification puzzle? 293
The problem of optimal asset allocation with stable distributed returns 292
On the financial application of multivariate stochastic orderings 292
Analysis of the factors influencing momentum profits 288
Structural credit risk models with Lévy processes: the VG and NIG cases 288
Orderings and Probability Functionals Consistent with Preferences 287
Asymptotic Multivariate Dominance: A Financial Application 287
Totale 40.672
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Categoria #
all - tutte 121.522
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 121.522
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/20213.768 0 0 0 0 0 573 622 179 695 640 790 269
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
2024/20254.486 213 379 267 805 84 32 44 231 475 675 741 540
2025/20264.122 484 437 486 962 1.455 298 0 0 0 0 0 0
Totale 50.378