Browsing by Author "Ortobelli, Sergio Lozza"

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Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach

Kouaissah, Noureddine; Ortobelli, Sergio Lozza; Jebabli, Ikram (Computational Economics. 2021.)
Second order of stochastic dominance efficiency vs mean variance efficiency

Malavasi, Matteo; Ortobelli, Sergio Lozza; Trück, Stefan (European Journal of Operational Research. 2021, vol. 290, issue 3, p. 1192-1206.)