Edit Rroji

Publication Activity (10 Years)

Years Active: 2018-2022
Publications (10 Years): 6

Top Topics

Portfolio Optimization

Managerial Insights

Sensitivity Analysis

Top Venues

Ann. Oper. Res.

SIAM J. Financial Math.

Expert Syst. Appl.

Comput. Manag. Sci.

Publications

Fabio Bellini, Edit Rroji, Carlo Sala
Implicit quantiles and expectiles. Ann. Oper. Res. 313 (2) (2022)
Lorenzo Mercuri, Andrea Perchiazzo, Edit Rroji
Finite Mixture Approximation of CARMA(p, q) Models. SIAM J. Financial Math. 12 (4) (2021)
Emilio Barucci, Michele Bonollo, Federico Poli, Edit Rroji
A machine learning algorithm for stock picking built on information based outliers. Expert Syst. Appl. 184 (2021)
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)
Lorenzo Mercuri, Edit Rroji
Option pricing in an exponential MixedTS Lévy process. Ann. Oper. Res. 260 (1-2) (2018)
Lorenzo Mercuri, Edit Rroji
Risk parity for Mixed Tempered Stable distributed sources of risk. Ann. Oper. Res. 260 (1-2) (2018)