Sergio Ortobelli Lozza

Available identifiers

Publication	Date of Publication	Type
Modelling De novo programming within Simon's satisficing theory: methods and application in designing an optimal offshore wind farm location system	2024-06-13	Paper
Portfolio optimization with asset preselection using data envelopment analysis	2023-06-22	Paper
Preface	2022-12-16	Paper
Multivariate stochastic dominance applied to sector-based portfolio selection	2021-07-13	Paper
Second order of stochastic dominance efficiency vs mean variance efficiency	2021-06-04	Paper
Joint tails impact in stochastic volatility portfolio selection models	2021-01-06	Paper
A portfolio return definition coherent with the investors' preferences	2019-06-18	Paper
Timing portfolio strategies with exponential Lévy processes	2019-02-18	Paper
Structural credit risk models with subordinated processes	2018-10-10	Paper
Asymptotic multivariate dominance: a financial application	2017-09-18	Paper
STRUCTURAL CREDIT RISK MODELS WITH LÉVY PROCESSES: THE VG AND NIG CASES	2016-01-28	Paper
Portfolio selection problems consistent with given preference orderings	2013-10-21	Paper
Financial applications of bivariate Markov processes	2012-04-03	Paper
https://portal.mardi4nfdi.de/entity/Q3515579	2008-07-29	Paper

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