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Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Sergio Ortobelli Lozza · Study

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Sergio Ortobelli Lozza

8 works· latest 2016· 1 institutionscluster: provisionalORCID 0000-0003-4983-8165

h-index7

i107

Citations660

Works here8

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Most cited in this library

Different Approaches to Risk Estimation in Portfolio Theory2004 · 253 citations
DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY2008 · 115 citations
Fusion of multiple diverse predictors in stock market2016 · 90 citations
THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY2005 · 74 citations
Computing the portfolio Conditional Value-at-Risk in the Alfa-stable case2006 · 45 citations

Works

8 shown

Fusion of multiple diverse predictors in stock market

Information Fusion·2016·3 authors·Open access

90citations

Risk profile versus portfolio selection: a case study

Aisberg (University of Bergamo)·2012·3 authors·other

2citations

Calibrating affine stochastic mortality models using term assurance premiums

Insurance Mathematics and Economics·2011·5 authors

38citations

DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY

International Journal of Theoretical and Applied Finance·2008·5 authors·Open access

115citations

Computing the portfolio Conditional Value-at-Risk in the Alfa-stable case

SSRN Electronic Journal·2006·4 authors·preprint·Open access

45citations

THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY

International Journal of Theoretical and Applied Finance·2005·5 authors

74citations

Different Approaches to Risk Estimation in Portfolio Theory

The Journal of Portfolio Management·2004·4 authors

253citations

Portfolio Choice Theory with Non-Gaussian Distributed Returns

Elsevier eBooks·2003·4 authors·chapter

43citations