Sergio Ortobelli

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Theoretical and practical motivations for the use of the moving average rule in the stock market IMA Journal of Management Mathematics	2020-09-30	Paper
On the use of conditional expectation in portfolio selection problems Annals of Operations Research	2019-03-06	Paper
On the impact of conditional expectation estimators in portfolio theory Computational Management Science	2018-10-10	Paper
Portfolio selection strategy for fixed income markets with immunization on average Annals of Operations Research	2018-03-02	Paper
On the impact of semidefinite positive correlation measures in portfolio theory Annals of Operations Research	2016-03-09	Paper
Asymptotic stochastic dominance rules for sums of i.i.d. random variables Journal of Computational and Applied Mathematics	2016-02-29	Paper
A stochastic model for mortality rate on italian data Journal of Optimization Theory and Applications	2011-09-18	Paper
Calibrating affine stochastic mortality models using term assurance premiums Insurance Mathematics & Economics	2011-08-01	Paper
Portfolio selection based on a simulated copula	2010-08-27	Paper
A note on the impact of nonlinear reward and risk measures	2010-08-27	Paper
Semiparametric estimators for heavy tailed distributions	2010-05-14	Paper
Orderings and Probability Functionals Consistent with Preferences Applied Mathematical Finance	2009-09-13	Paper
Moment based approaches to Value the Risk of contingent claim portfolios Annals of Operations Research	2009-06-25	Paper
Orderings and risk probability functionals in portfolio theory	2009-03-17	Paper
DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY International Journal of Theoretical and Applied Finance	2008-08-26	Paper
Delta hedging strategies comparison European Journal of Operational Research	2007-12-10	Paper
Computing the portfolio conditional value-at-risk in the \(\alpha\)-stable case	2007-01-30	Paper
THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY International Journal of Theoretical and Applied Finance	2006-10-16	Paper
scientific article; zbMATH DE number 5038977 (Why is no real title available?)	2006-07-06	Paper
scientific article; zbMATH DE number 5010398 (Why is no real title available?)	2006-03-09	Paper
Computational Science - ICCS 2004 Lecture Notes in Computer Science	2005-12-23	Paper
scientific article; zbMATH DE number 2124902 (Why is no real title available?)	2005-01-04	Paper
Portfolio selection with stable distributed returns Mathematical Methods of Operations Research	2003-07-16	Paper

Research outcomes over time

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