Browsing by Author "Lozza, Sergio Ortobelli"
Now showing items 1-5 of 5
-
A portfolio return definition coherent with the investors' preferences
Lozza, Sergio Ortobelli; Petronio, Filomena; Lando, Tommaso (IMA Journal of Management Mathematics. 2017, vol. 28, issue 3, p. 451-466.) -
Backtesting AVaR and VaR with a simulated copula
Malavasi, Matteo; Previtali, Roberto; Lozza, Sergio Ortobelli; Tichý, Tomáš (Ekonomická revue. 2016, roč. 19, č. 1, s. 15-24 : il.) -
Diversification versus optimality: is there really a diversification puzzle?
Lozza, Sergio Ortobelli; Wong, Wing-Keung; Fabozzi, Frank J.; Egozcue, Martin (Applied Economics. 2018, vol. 50, issue 43, p. 4671-4693.) -
Modelling De novo programming within Simon’s satisficing theory: Methods and application in designing an optimal offshore wind farm location system
Hocine, Amin; Kouaissah, Noureddine; Lozza, Sergio Ortobelli; Aouam, Tarik (European Journal of Operational Research. 2024, vol. 315, issue 1, p. 289-306.) -
Portfolio optimization with asset preselection using data envelopment analysis
Hosseinzadeh, Mohammad Mehdi; Lozza, Sergio Ortobelli; Lotfi, Farhad Hosseinzadeh; Moriggia, Vittorio (Central European Journal Of Operations Research. 2022.)