Prohlížení dle autora "Ortobelli, Sergio"
-
Asymptotic multivariate dominance: a financial application
Ortobelli, Sergio; Lando, Tommaso; Petronio, Filomena; Tichý, Tomáš (Methodology and Computing in Applied Probability. 2016, vol. 18, issue 4, p. 1097-1115.) -
Asymptotic stochastic dominance rules for sums of i.i.d. random variables
Ortobelli, Sergio; Lando, Tommaso; Petronio, Filomena; Tichý, Tomáš (Journal of Computational and Applied Mathematics. 2016, vol. 300, p. 432-448.) -
Fusion of multiple diverse predictors in stock market
Barak, Sasan; Arjmand, Azadeh; Ortobelli, Sergio (Information Fusion. 2017, vol. 36, p. 90-102.) -
Mean–variance vs trend–risk portfolio selection
Neděla, David; Ortobelli, Sergio; Tichý, Tomáš (Review of Managerial Science. 2023.) -
On the impact of conditional expectation estimators in portfolio theory
Ortobelli, Sergio; Kouaissah, Noureddine; Tichý, Tomáš (Computational Management Science. 2017, vol. 14, issue 4, p. 535-557.) -
On the impact of semidefinite positive correlation measures in portfolio theory
Ortobelli, Sergio; Tichý, Tomáš (Annals of Operations Research. 2015, vol. 235, issue 1, p. 625-652.) -
On the use of conditional expectation in portfolio selection problems
Ortobelli, Sergio; Kouaissah, Noureddine; Tichý, Tomáš (Annals of Operations Research. 2019, vol. 274, issue: 1-2, p. 501-530.) -
Optimal portfolio performance with exchange-traded funds
Petronio, Filomena; Lando, Tommaso; Biglova, Almira; Ortobelli, Sergio (Ekonomická revue. 2014, roč. 17, č. 1, s. 5-12 : il.) -
Portfolio selection strategy for fixed income markets with immunization on average
Ortobelli, Sergio; Vitali, Sebastiano; Cassader, Marco; Tichý, Tomáš (Annals of Operations Research. 2018, vol. 260, issue 1-2, p. 395-415.) -
Portfolio selection with uncertainty measures consistent with additive shifts
Giacometti, Rosella; Ortobelli, Sergio; Tichý, Tomáš (Prague Economic Papers. 2015, vol. 24, issue 1, p. 3-16.) -
Structural credit risk models with subordinated processes
Gurný, Martin; Ortobelli, Sergio; Giacometti, Rosella (Journal of applied mathematics. 2013, art. ID 138272.) -
The impact of association measures within the portfolio dimensionality reduction problem
Ortobelli, Sergio; Tichý, Tomáš (Ekonomická revue. 2011, roč. 14, č. 4, s. 257-264 : il.) -
Theoretical and practical motivations for the use of the moving average rule in the stock market
Kouaissah, Noureddine; Orlandini, Davide; Ortobelli, Sergio; Tichý, Tomáš (IMA Journal of Management Mathematics. 2020, vol. 31, issue 1, p. 117-138.) -
Timing portfolio strategies with exponential Levy processes
Ortobelli, Sergio; Angelelli, Enrico; Ndoci, Alda (Computational Management Science. 2019, vol. 16, issue 1-2, special issue, p. 97-127.)