Concepedia

Sergio Ortobelli Lozza

SO

34

Publications

1.1K

Citations

18

H-Index

2001

Active since

Affiliations

University of Bergamo(Current)

VSB - Technical University of Ostrava

Pranalytica (United States)

University of California, Santa Barbara

Yale University

Sergio Ortobelli Lozza is an author at University of Bergamo specializing in business, finance, and management.

Top concepts

FinanceBusinessAsset PricingManagementPortfolio OptimizationStatisticsEconomicsPortfolio SelectionPortfolio ManagementFinancial Engineering

Publications per year

2001–2022

34

Publications

34

Different Approaches to Risk Estimation in Portfolio Theory

Almira Biglova, Sergio Ortobelli Lozza, Svetlozar T. Rachev et al. · The Journal of Portfolio Management · 2004 · 252 citations

Sharpe Ratio, Risk Metric, Asset Allocation +16

DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY

Svetlozar T. Rachev, Sergio Ortobelli Lozza, Stoyan V. Stoyanov et al. · International Journal of Theoretical and Applied Finance · 2008 · 110 citations

Risk Metric, Portfolio Management, Portfolio Choice +18

Fusion of multiple diverse predictors in stock market

Sasan Barak, Azadeh Arjmand, Sergio Ortobelli Lozza · Information Fusion · 2016 · 87 citations

Decision Fusion, Stock Market Prediction, Multiple Diverse Predictors +3

THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY

Sergio Ortobelli Lozza, Svetlozar T. Rachev, Stoyan V. Stoyanov et al. · International Journal of Theoretical and Applied Finance · 2005 · 72 citations

Economics, Portfolio Optimization, Asset Pricing +15

Computing the portfolio Conditional Value-at-Risk in the Alfa-stable case

Stoyan V. Stoyanov, Svetlozar T. Rachev, Gennady Samorodnitsky et al. · SSRN Electronic Journal · 2006 · 47 citations · Full text

Mathematical Programming, Portfolio Optimization, Engineering +13

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