ORTOBELLI LOZZA, Sergio
 Distribuzione geografica
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Continente #
EU - Europa 29.069
NA - Nord America 10.173
AS - Asia 2.795
AF - Africa 76
SA - Sud America 47
OC - Oceania 39
Continente sconosciuto - Info sul continente non disponibili 28
Totale 42.227
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Nazione #
GB - Regno Unito 11.911
US - Stati Uniti d'America 9.853
IE - Irlanda 4.861
PL - Polonia 3.918
IT - Italia 2.503
RU - Federazione Russa 2.044
CN - Cina 1.961
DE - Germania 996
SE - Svezia 906
FR - Francia 820
UA - Ucraina 396
CA - Canada 308
SG - Singapore 274
CZ - Repubblica Ceca 164
IN - India 138
FI - Finlandia 133
KR - Corea 130
AT - Austria 109
EU - Europa 108
NL - Olanda 94
BE - Belgio 60
VN - Vietnam 49
ID - Indonesia 43
AU - Australia 38
MA - Marocco 38
HK - Hong Kong 34
JP - Giappone 34
TR - Turchia 29
CH - Svizzera 25
BR - Brasile 22
CO - Colombia 22
MY - Malesia 21
IR - Iran 20
GR - Grecia 17
LT - Lituania 17
TW - Taiwan 16
PT - Portogallo 15
ES - Italia 13
BG - Bulgaria 12
DK - Danimarca 12
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
NG - Nigeria 2
RS - Serbia 2
TH - Thailandia 2
YE - Yemen 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
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 42.313
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Città #
Southend 11.537
Dublin 4.828
Warsaw 3.906
Jacksonville 1.136
Chandler 759
Dalmine 555
Ann Arbor 532
Mountain View 472
Ashburn 455
Princeton 433
Nanjing 391
Beijing 285
Toronto 264
Boardman 255
Dearborn 251
Wilmington 251
Fairfield 235
Woodbridge 210
Rancio Valcuvia 202
Houston 194
Shanghai 178
Bergamo 164
Washington 149
Milan 143
Singapore 133
San Mateo 128
Nanchang 124
Sunnyvale 115
Atlanta 113
Cambridge 112
Seattle 106
Moscow 103
Andover 98
Vienna 98
Redwood City 85
Altamura 81
Kunming 76
Sayreville 73
Brno 68
Kiez 64
Munich 59
Ogden 59
Hebei 55
Nürnberg 55
Tianjin 54
Brescia 53
Shenyang 50
Dong Ket 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
Paris 16
Scranton 16
Tokyo 16
San Diego 15
Amsterdam 14
Berlin 13
Xian 13
Hong Kong 12
Serra 12
Tehran 12
Chicago 11
Helsinki 11
Ottawa 11
Phoenix 11
Treviglio 11
Bogotá 10
Fremont 10
Sakarya 10
Seoul 10
Taipei 10
Tassullo 10
Trieste 10
Vilnius 10
Bangalore 9
Rende 9
Totale 30.898
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Nome #
Portfolio selection with options 988
Set-Portfolio Selection with the Use of Market Stochastic Bounds 809
Portfolio selection with GARCH volatility dynamics 754
Optimal portfolio performance with exchange traded funds 710
On the impact of association measures in portfolio theory 698
Discrete Time portfolio selection with Lévy processes 665
Portfolio selection in the BRICs stocks markets using Markov processes 655
Testing for Preference Orderings Efficiency 629
Exotic Options with Lévy Processes : the Markovian Approach 612
Option pricing with nonparametric Markovian trees 597
Risk profile using PCM and RSM 593
Structural credit risk models with subordinated processes 544
A conservative discontinuous target volatility strategy 538
Financial Applications of Bivariate Markov Processes 533
Price and market risk reduction for bond portfolio selection in BRICS markets 488
Different approaches to risk estimation in portfolio theory 467
Euro bonds : markets, infrastructure and trends 457
Managing Risk with Simulated Copula 449
Dominance among financial markets 430
Measuring risk profile with a multidimensional Rasch analysis 428
Reward and Risk in the Italian Fixed Income Market 421
On the use of contingent claims in portfolio selection problems 391
Risk profile versus portfolio selection: a case study 391
GARCH type portfolio selection models with the Markovian approach 388
On the impact of some distributional factors in large scale portfolio problems 370
An Analysis of Fixed Income BRICS Markets 362
A comparison of estimated default probabilities: Merton model vs. stable Paretian model 350
American and European Portfolio Selection Strategies: the Markovian Approach 345
Set-Portfolio Selection with the Use of Market Stochastic Bounds 344
Financial Risk Modeling with Markov Chains 338
Choices based on asymptotic approximation 336
An asymptotic Markovian approach to the portfolio selection problem 334
A stochastic model for mortality rate on Italian data 332
The proper use of the risk measures in the Portfolio Theory 331
Portfolio selection with options 329
Maximum Expected Utility of Markovian Predicted Wealth 327
Portfolio Selection, VaR and CVaR models with Markov Chains 325
Distributional Approximation of Asset Returns with Nonparametric Markovian Trees 324
A portfolio return definition coherent with the investors' preferences 324
VaR, CVaR and Time Rules with Elliptical and Asymmetric Stable Distributed Returns 321
Volume-Return portfolio selection and large scale dimensional problems with bivariate Markov chains 320
Moment based approaches to value the risk of contingent claim portfolios 320
An empirical comparison among VaR models and time rules with elliptical and stable distributed returns 320
Time-scale transformations: effects on VaR models 319
Computing the portfolio Conditional Value-at-Risk in the Alfa-stable case 318
Asymptotic stochastic dominance rules for sums of i.i.d. random variables 317
Portfolio selection strategy for fixed income markets with immunization on average 317
Dimensional portfolio reduction problems with asymptotic Markov processes 315
Optimal portfolio selection and risk management: a comparison between the stable paretian approach and the Gaussian one 313
The Markovian portfolio selection model with GARCH volatility dynamics 312
Discrete Time Portfolio Selection with Lévy Processes 306
International portfolio selection with Markov processes and liquidity constraints 304
Reward and risk in the fixed income markets 303
Exotic options with Lévy processes: the Markovian approach 303
Risk profile versus portfolio selection 303
Impact of different distributional assumptions in forecasting Italian mortality rates 302
A comparison among Portfolio Selection Models with Subordinated Lévy Processes 300
Portfolio choice: a non parametric Markovian framework 295
On the approximation of a conditional expectation 294
Calibrating affine stochastic mortality models using term assurance premiums 292
On the investor’s tendency to risk/earn on the stock market 290
Alternative methods to evaluate the arbitrage opportunities 290
Relative deviation metrics and the problem of strategy replication 288
A Financial Application of Multivariate Stochastic Orderings Consistent with Preferences 288
Market stochastic bounds with elliptical distributions 287
Portfolio selection with heavy tailed distributions 287
Risk measures for asset allocation models 286
Portfolio selection based on a simulated copula 286
On the valuation of the arbitrage opportunities 286
Concordance Measures and Portfolio Selection Problem 284
The Impact of Different Distributional Hypothesis on Returns in Asset Allocation 283
Portfolio selection with European call and put options 281
Multivariate stochastic orderings consistent with preferences and their possible applications 281
Alternative methods to estimate the State Price Density 280
Some possible applications of bivariate Markov processes 279
LP active benchmarking strategies based on performance measures and stochastic dominance constraints 279
Ex-post portfolio comparison in the BRICs stocks markets 278
Set-Portfolio Selection with the Use of Market Stochastic Bounds 276
Orderings and Risk Probability Functionals in Portfolio Theory 271
A note on the impact of non linear reward and risk measures 270
Markov Chain Applications to Non Parametric Option Pricing Theory 270
Desirable Properties of an Ideal Risk Measure in Portfolio Theory 270
Delta hedging strategies comparison 270
On the use of conditional expectation in portfolio selection problems 270
Portfolio selection in the presence of systemic risk 266
On the estimation of the state price density 266
Analysis of the factors influencing momentum profits 262
The problem of optimal asset allocation with stable distributed returns 262
Structural credit risk models with Lévy processes: the VG and NIG cases 258
Parametric rules for stochastic comparisons 254
Orderings and Probability Functionals Consistent with Preferences 253
Backtesting AVaR and VaR with Simulated Copula 252
Impact of portfolio strategies based on different return definitions 249
Risk Management and Dynamic Portfolio Selection with Stable Paretian Distributions 249
Semidefinite positive association measures and portfolio theory 248
Fusion of multiple diverse predictors in stock market 248
The impact of association measures within the portfolio dimensionality reduction problem 247
Bond exchange traded funds 247
Multivariate stochastic orderings among different financial markets 246
On the use of dispersion measures consistent with additive shifts 246
Totale 35.983
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Categoria #
all - tutte 93.002
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 93.002
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20202.396 0 0 0 0 336 263 400 176 451 254 216 300
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
2024/20251.722 213 379 267 805 58 0 0 0 0 0 0 0
Totale 43.492