KOUAISSAH, Noureddine Statistiche
KOUAISSAH, Noureddine
Dipartimento di Scienze Aziendali, Economiche e Metodi Quantitativi (attivo dal 01/06/2010 al 30/06/2024)
Portfolio Selection Using Multivariate Semiparametric Estimators and a Copula PCA-Based Approach
2022-01-01 Kouaissah, Noureddine; ORTOBELLI LOZZA, Sergio; Jebabli, Ikram
Multivariate stochastic dominance applied to sector-based portfolio selection
2021-01-01 ORTOBELLI LOZZA, Sergio; Kouaissah, Noureddine
Multivariate stochastic dominance: A parametric approach
2020-01-01 Kouaissah, Noureddine; ORTOBELLI LOZZA, Sergio
Theoretical and practical motivations for the use of the moving average rule in the stock market
2020-01-01 Kouaissah, Noureddine; Orlandini, Davide; ORTOBELLI LOZZA, Sergio; Tichý, Tomas
On the use of conditional expectation in portfolio selection problems
2019-01-01 ORTOBELLI LOZZA, Sergio; Kouaissah, Noureddine; Tichý, Tomáš
Implications of conditional expectation in portfolio theory
2018-01-01 ORTOBELLI LOZZA, Sergio; Kouaissah, Noureddine
Portfolio Theory and conditional Expectations: selected models and applications
2018-01-01 Kouaissah, Noureddine; ORTOBELLI LOZZA, Sergio; Tichy, Tomas
Financial Applications of the Conditional Expectation
2017-02-01 Kouaissah, Noureddine
Multivariate Dominance among financial sectors
2017-01-01 Kouaissah, Noureddine; ORTOBELLI LOZZA, Sergio
On the impact of conditional expectation estimators in portfolio theory
2017-01-01 ORTOBELLI LOZZA, Sergio; Kouaissah, Noureddine; Tichý, Tomáš
Optimal choices among ethic assets of the Italian market
2017-01-01 Kouaissah, Noureddine; ORTOBELLI LOZZA, Sergio; Cavenago, Marianna
Reward and Risk in the Italian Fixed Income Market
2016-01-01 Kouaissah, Noureddine; ORTOBELLI LOZZA, Sergio; Tichy, Tomas
Alternative methods to estimate the State Price Density
2015-01-01 ORTOBELLI LOZZA, Sergio; Kouaissah, Noureddine
Alternative methods to evaluate the arbitrage opportunities
2015-01-01 Kouaissah, Noureddine; ORTOBELLI LOZZA, Sergio
On the estimation of the state price density
2015-01-01 Kouaissah, Noureddine; ORTOBELLI LOZZA, Sergio
On the valuation of the arbitrage opportunities
2015-01-01 Kouaissah, Noureddine; ORTOBELLI LOZZA, Sergio
| Data di pubblicazione | Titolo | Autore/i | Tipologia | Documento allegato |
|---|---|---|---|---|
| 1-gen-2022 | 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 | 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-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 | 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-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 | |
| 1-gen-2018 | Portfolio Theory and conditional Expectations: selected models and applications | Kouaissah, Noureddine; ORTOBELLI LOZZA, Sergio; Tichy, Tomas | 1.3 Libri - Books::1.3.01 Monografie o trattati scientifici - Books | |
| 1-feb-2017 | Financial Applications of the Conditional Expectation | Kouaissah, Noureddine | 1.9 Tesi di dottorato - Unibg doctoral theses::1.9.01 Tesi di dottorato | |
| 1-gen-2017 | Multivariate Dominance among financial sectors | Kouaissah, Noureddine; 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-2017 | On the impact of conditional expectation estimators in portfolio theory | 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-2017 | Optimal choices among ethic assets of the Italian market | Kouaissah, Noureddine; ORTOBELLI LOZZA, Sergio; Cavenago, Marianna | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
| 1-gen-2016 | Reward and Risk in the Italian Fixed Income Market | Kouaissah, Noureddine; ORTOBELLI LOZZA, Sergio; Tichy, Tomas | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
| 1-gen-2015 | Alternative methods to estimate the State Price Density | 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 | |
| 1-gen-2015 | Alternative methods to evaluate the arbitrage opportunities | Kouaissah, Noureddine; ORTOBELLI LOZZA, Sergio | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2015 | On the estimation of the state price density | Kouaissah, Noureddine; 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-2015 | On the valuation of the arbitrage opportunities | Kouaissah, Noureddine; ORTOBELLI LOZZA, Sergio | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations |