Sergio Ortobelli Lozza

Ontology type: schema:Person     

Person Info


Sergio Ortobelli



Publications in SciGraph latest 50 shown

  • 2019-02 Timing portfolio strategies with exponential Lévy processes in COMPUTATIONAL MANAGEMENT SCIENCE
  • 2016-12 Asymptotic Multivariate Dominance: A Financial Application in METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY
  • 2009 Maximum Expected Utility of Markovian Predicted Wealth in COMPUTATIONAL SCIENCE – ICCS 2009
  • 2007 Discrete Time Portfolio Selection with Lévy Processes in INTELLIGENT DATA ENGINEERING AND AUTOMATED LEARNING - IDEAL 2007
  • 2006 Financial Risk Modeling with Markov Chains in INTELLIGENT DATA ENGINEERING AND AUTOMATED LEARNING – IDEAL 2006
  • 2001-12 The classification of parametric choices under uncertainty: analysis of the portfolio choice problem in THEORY AND DECISION
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