Sergio Ortobelli Lozza

Author

Also Known As

Bertocchi, Maria, ORTOBELLI LOZZA, Sergio, S. Ortobelli, S. Ortobelli L, SERGIO ORTOBELLI, SERGIO ORTOBELLI LOZZA, Sergio Ortobelli Lozza, Sergio Ortobelli, Sergio Ortobelli Lozza, Sergio Ortobelli*

154

Publications

1.5K

Citations

H-Index

Concepts

All Affiliations

University of Bergamo VSB - Technical University of Ostrava Pranalytica (United States)University of California, Santa Barbara Yale University

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	16	24	837
2	Management	15	21	767
3	Engineering	4	4	84
4	Accounting	3	3	44
5	Biostatistics	1	1	38

Sergio Ortobelli Lozza

Publications

1.1K

Citations

H-Index

Page 1

	Year	Citations
Different Approaches to Risk Estimation in Portfolio Theory Almira Biglova, Sergio Ortobelli Lozza, Svetlozar T. Rachev, The Journal of Portfolio Management Sharpe RatioRisk MetricAsset AllocationPortfolio ManagementPerformance Measures	2004	252
DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY Svetlozar T. Rachev, Sergio Ortobelli Lozza, Stoyan V. Stoyanov, International Journal of Theoretical and Applied Finance Risk MetricPortfolio ManagementPortfolio ChoiceRisk MeasureAsset Pricing	2008	110
Fusion of multiple diverse predictors in stock market Sasan Barak, Azadeh Arjmand, Sergio Ortobelli Lozza Information Fusion Decision FusionStock Market PredictionMultiple Diverse PredictorsFinancial EngineeringMultiple Classifier System	2016	87
THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY Sergio Ortobelli Lozza, Svetlozar T. Rachev, Stoyan V. Stoyanov, International Journal of Theoretical and Applied Finance EconomicsPortfolio OptimizationAsset PricingPortfolio RiskPortfolio Selection	2005	72
Computing the portfolio Conditional Value-at-Risk in the Alfa-stable case Stoyan V. Stoyanov, Svetlozar T. Rachev, Gennady Samorodnitsky, SSRN Electronic Journal Mathematical ProgrammingPortfolio OptimizationEngineeringAsset PricingPortfolio Conditional Value-at-risk	2006	47
Portfolio selection with stable distributed returns Eduardo S. Schwartz, Sergio Ortobelli Lozza, Isabella Huber Mathematical Methods of Operations Research Mathematical ProgrammingPortfolio OptimizationAsset PricingPortfolio SelectionManagement	2002	39
Calibrating affine stochastic mortality models using term assurance premiums Vincenzo Russo, Rosella Giacometti, Sergio Ortobelli Lozza, Insurance Mathematics and Economics Term Assurance PremiumsStatistical ModelingBiostatisticsDemographic ForecastingLife Expectancy	2011	38
American and European Portfolio Selection Strategies: the Markovian Approach Sergio Ortobelli Lozza, Enrico Angelelli EconomicsPortfolio OptimizationAsset PricingPortfolio SelectionManagement	2009	30
The classification of parametric choices under uncertainty: analysis of the portfolio choice problem Sergio Ortobelli Lozza Theory and Decision	2001	25
Portfolio selection in the presence of systemic risk Almira Biglova, Sergio Ortobelli Lozza, Frank J. Fabozzi Journal of Asset Management EconomicsFinancial EconomicsAsset PricingPortfolio SelectionManagement	2014	23

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