Asmerilda Hitaj

Publication Activity (10 Years)

Years Active: 2019-2022
Publications (10 Years): 5

Top Topics

Portfolio Optimization

Random Variables

Sensitivity Analysis

Markov Property

Top Venues

Ann. Oper. Res.

Comput. Manag. Sci.

Publications

Gian Paolo Clemente, Rosanna Grassi, Asmerilda Hitaj
Smart network based portfolios. Ann. Oper. Res. 316 (2) (2022)
Alessandro Barbiero, Asmerilda Hitaj
Approximation of continuous random variables for the evaluation of the reliability parameter of complex stress-strength models. Ann. Oper. Res. 315 (2) (2022)
Gian Paolo Clemente, Rosanna Grassi, Asmerilda Hitaj
Asset allocation: new evidence through network approaches. Ann. Oper. Res. 299 (1) (2021)
Giorgio Consigli, Asmerilda Hitaj, Elisa Mastrogiacomo
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study. Comput. Manag. Sci. 16 (1-2) (2019)
Asmerilda Hitaj, Lorenzo Mercuri, Edit Rroji
Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization. Comput. Manag. Sci. 16 (1-2) (2019)