Person:250517

Available identifiers

zbMath Open ortobelli.sergioMaRDI QIDQ250517

List of research outcomes

Publication	Date of Publication	Type
Theoretical and practical motivations for the use of the moving average rule in the stock market	2020-09-30	Paper
On the use of conditional expectation in portfolio selection problems	2019-03-06	Paper
On the impact of conditional expectation estimators in portfolio theory	2018-10-10	Paper
Portfolio selection strategy for fixed income markets with immunization on average	2018-03-02	Paper
On the impact of semidefinite positive correlation measures in portfolio theory	2016-03-09	Paper
Asymptotic stochastic dominance rules for sums of i.i.d. random variables	2016-02-29	Paper
A stochastic model for mortality rate on italian data	2011-09-18	Paper
Calibrating affine stochastic mortality models using term assurance premiums	2011-08-01	Paper
https://portal.mardi4nfdi.de/entity/Q3583418	2010-08-27	Paper
https://portal.mardi4nfdi.de/entity/Q3583419	2010-08-27	Paper
https://portal.mardi4nfdi.de/entity/Q3560418	2010-05-14	Paper
Orderings and Probability Functionals Consistent with Preferences	2009-09-13	Paper
Moment based approaches to Value the Risk of contingent claim portfolios	2009-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3615201	2009-03-17	Paper
DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY	2008-08-26	Paper
Delta hedging strategies comparison	2007-12-10	Paper
https://portal.mardi4nfdi.de/entity/Q3417687	2007-01-30	Paper
THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY	2006-10-16	Paper
https://portal.mardi4nfdi.de/entity/Q5477703	2006-07-06	Paper
https://portal.mardi4nfdi.de/entity/Q3374067	2006-03-09	Paper
Computational Science - ICCS 2004	2005-12-23	Paper
https://portal.mardi4nfdi.de/entity/Q4832223	2005-01-04	Paper
Portfolio selection with stable distributed returns	2003-07-16	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Sergio Ortobelli