Sergio Ortobelli Lozza

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
Modelling De novo programming within Simon's satisficing theory: methods and application in designing an optimal offshore wind farm location system European Journal of Operational Research	2024-06-13	Paper
Portfolio optimization with asset preselection using data envelopment analysis CEJOR. Central European Journal of Operations Research	2023-06-22	Paper
Preface Asia-Pacific Journal of Operational Research	2022-12-16	Paper
Multivariate stochastic dominance applied to sector-based portfolio selection IMA Journal of Management Mathematics	2021-07-13	Paper
Second order of stochastic dominance efficiency vs mean variance efficiency European Journal of Operational Research	2021-06-04	Paper
Joint tails impact in stochastic volatility portfolio selection models Annals of Operations Research	2021-01-06	Paper
A portfolio return definition coherent with the investors' preferences IMA Journal of Management Mathematics	2019-06-18	Paper
Timing portfolio strategies with exponential Lévy processes Computational Management Science	2019-02-18	Paper
Structural credit risk models with subordinated processes Journal of Applied Mathematics	2018-10-10	Paper
Asymptotic multivariate dominance: a financial application Methodology and Computing in Applied Probability	2017-09-18	Paper
STRUCTURAL CREDIT RISK MODELS WITH LÉVY PROCESSES: THE VG AND NIG CASES Far East Journal of Mathematical Sciences (FJMS)	2016-01-28	Paper
Portfolio selection problems consistent with given preference orderings International Journal of Theoretical and Applied Finance	2013-10-21	Paper
Financial applications of bivariate Markov processes Mathematical Problems in Engineering	2012-04-03	Paper
scientific article; zbMATH DE number 5305171 (Why is no real title available?)	2008-07-29	Paper

Research outcomes over time

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