Sergio Ortobelli Lozza

Sergio Ortobelli Lozza

Università degli Studi di Bergamo - Bergamo / Italy
Others
AD Scientific Index ID: 1858556
University of Bergamo
person_outline Sergio Ortobelli Lozza's MOST POPULAR ARTICLES
1-) Different approaches to risk estimation in portfolio theoryA Biglova, S Ortobelli, ST Rachev, S StoyanovThe Journal of Portfolio Management 31 (1), 103-112, 20043052004
2-) Desirable properties of an ideal risk measure in portfolio theoryS Rachev, S Ortobelli, S Stoyanov, FJ Fabozzi, A BiglovaInternational Journal of Theoretical and Applied Finance 11 (01), 19-54, 20081442008
3-) The proper use of risk measures in portfolio theoryS Ortobelli, ST Rachev, S Stoyanov, FJ Fabozzi, A BiglovaInternational Journal of Theoretical and Applied Finance 8 (08), 1107-1133, 20051082005
4-) Fusion of multiple diverse predictors in stock marketS Barak, A Arjmand, S OrtobelliInformation Fusion 36, 90-102, 20171092017
5-) Computing the portfolio conditional value-at-risk in the alpha-stable caseSV Stoyanov, G Samorodnitsky, S Rachev, S Ortobelli LozzaProbability and Mathematical Statistics 26 (1), 1-22, 2006732006