Sergio Ortobelli Lozza

16 papers C 2Misc 1Journal 12Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
Computing agents' reputation within a network.
Games Econ. Behav.
Federico Grigis, Sergio Ortobelli Lozza, Sebastiano Vitali
2024 J jnl
Modelling De novo programming within Simon's satisficing theory: Methods and application in designing an optimal offshore wind farm location system.
Eur. J. Oper. Res.
Amin Hocine, Noureddine Kouaissah, Sergio Ortobelli Lozza, Tarik Aouam
2023 J jnl
Portfolio optimization with asset preselection using data envelopment analysis.
Central Eur. J. Oper. Res.
Mohammad Mehdi Hosseinzadeh, Sergio Ortobelli Lozza, Farhad Hosseinzadeh Lotfi, Vittorio Moriggia
2023 J jnl
XOR-analytic network process and assessing the impact of COVID-19 by sector.
Comput. Ind. Eng.
Amin Hocine, Noureddine Kouaissah, Sergio Ortobelli Lozza
2022 J jnl
Preface.
Asia Pac. J. Oper. Res.
Xu Guo, Sergio Ortobelli Lozza, Wing-Keung Wong
2021 J jnl
Second order of stochastic dominance efficiency vs mean variance efficiency.
Eur. J. Oper. Res.
Matteo Malavasi, Sergio Ortobelli Lozza, Stefan Trück
2020 J jnl
Joint tails impact in stochastic volatility portfolio selection models.
Ann. Oper. Res.
Marco Bonomelli, Rosella Giacometti, Sergio Ortobelli Lozza
2019 J jnl
Timing portfolio strategies with exponential Lévy processes.
Comput. Manag. Sci.
Sergio Ortobelli Lozza, Enrico Angelelli, Alda Ndoci
2013 J jnl
Structural Credit Risk Models with Subordinated Processes.
J. Appl. Math.
Martin Gurny, Sergio Ortobelli Lozza, Rosella Giacometti
2011 J jnl
A Stochastic Model for Mortality Rate on Italian Data.
J. Optim. Theory Appl.
Rosella Giacometti, Sergio Ortobelli Lozza, Marida Bertocchi
2009 — conf
Maximum Expected Utility of Markovian Predicted Wealth.
ICCS (2)
Enrico Angelelli, Sergio Ortobelli Lozza
2009 J jnl
Moment based approaches to value the risk of contingent claim portfolios.
Ann. Oper. Res.
Gaetano Iaquinta, Fabio Lamantia, Ivar Massabò, Sergio Ortobelli Lozza
2008 J jnl
Delta hedging strategies comparison.
Eur. J. Oper. Res.
Domenico De Giovanni, Sergio Ortobelli Lozza, Svetlozar T. Rachev
2007 C conf
Discrete Time Portfolio Selection with Lévy Processes.
IDEAL
Cesarino Bertini, Sergio Ortobelli Lozza, Alessandro Staino
2006 C conf
Financial Risk Modeling with Markov Chains.
IDEAL
Arturo Leccadito, Sergio Ortobelli Lozza, Emilio Russo, Gaetano Iaquinta
2004 Misc conf
Time-Scale Transformations: Effects on VaR Models.
International Conference on Computational Science
Fabio Lamantia, Sergio Ortobelli Lozza, Svetlozar T. Rachev